NYMEX Light Sweet Crude Oil Future June 2011

Trading Metrics calculated at close of trading on 06-Apr-2011

Day Change Summary
	Previous	Current
	05-Apr-2011	06-Apr-2011	Change	Change %	Previous Week
Open	108.86	108.60	-0.26	-0.2%	106.03
High	109.22	109.78	0.56	0.5%	108.99
Low	108.08	108.37	0.29	0.3%	103.22
Close	108.99	109.48	0.49	0.4%	108.50
Range	1.14	1.41	0.27	23.7%	5.77
ATR	2.47	2.40	-0.08	-3.1%	0.00
Volume	95,839	92,008	-3,831	-4.0%	394,534

Daily Pivots for day following 06-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.44	112.87	110.26
R3	112.03	111.46	109.87
R2	110.62	110.62	109.74
R1	110.05	110.05	109.61	110.34
PP	109.21	109.21	109.21	109.35
S1	108.64	108.64	109.35	108.93
S2	107.80	107.80	109.22
S3	106.39	107.23	109.09
S4	104.98	105.82	108.70

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.21	122.13	111.67
R3	118.44	116.36	110.09
R2	112.67	112.67	109.56
R1	110.59	110.59	109.03	111.63
PP	106.90	106.90	106.90	107.43
S1	104.82	104.82	107.97	105.86
S2	101.13	101.13	107.44
S3	95.36	99.05	106.91
S4	89.59	93.28	105.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.78	104.70	5.08	4.6%	1.71	1.6%	94%	True	False	88,048
10	109.78	103.22	6.56	6.0%	1.78	1.6%	95%	True	False	80,812
20	109.78	97.61	12.17	11.1%	2.65	2.4%	98%	True	False	77,011
40	109.78	91.97	17.81	16.3%	2.78	2.5%	98%	True	False	83,449
60	109.78	90.50	19.28	17.6%	2.45	2.2%	98%	True	False	79,759
80	109.78	89.24	20.54	18.8%	2.23	2.0%	99%	True	False	68,110
100	109.78	82.46	27.32	25.0%	2.17	2.0%	99%	True	False	60,439
120	109.78	82.46	27.32	25.0%	2.08	1.9%	99%	True	False	53,493

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115.77
2.618	113.47
1.618	112.06
1.000	111.19
0.618	110.65
HIGH	109.78
0.618	109.24
0.500	109.08
0.382	108.91
LOW	108.37
0.618	107.50
1.000	106.96
1.618	106.09
2.618	104.68
4.250	102.38

Fisher Pivots for day following 06-Apr-2011
Pivot	1 day	3 day
R1	109.35	109.30
PP	109.21	109.11
S1	109.08	108.93

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These figures are updated between 7pm and 10pm EST after a trading day.

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