NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	103.80	103.75	-0.05	0.0%	102.74
High	105.64	105.31	-0.33	-0.3%	105.64
Low	102.12	103.75	1.63	1.6%	98.20
Close	102.95	104.28	1.33	1.3%	102.95
Range	3.52	1.56	-1.96	-55.7%	7.44
ATR	3.10	3.04	-0.05	-1.7%	0.00
Volume	20,690	20,348	-342	-1.7%	127,038

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.13	108.26	105.14
R3	107.57	106.70	104.71
R2	106.01	106.01	104.57
R1	105.14	105.14	104.42	105.58
PP	104.45	104.45	104.45	104.66
S1	103.58	103.58	104.14	104.02
S2	102.89	102.89	103.99
S3	101.33	102.02	103.85
S4	99.77	100.46	103.42

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.58	121.21	107.04
R3	117.14	113.77	105.00
R2	109.70	109.70	104.31
R1	106.33	106.33	103.63	108.02
PP	102.26	102.26	102.26	103.11
S1	98.89	98.89	102.27	100.58
S2	94.82	94.82	101.59
S3	87.38	91.45	100.90
S4	79.94	84.01	98.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.64	98.20	7.44	7.1%	3.73	3.6%	82%	False	False	23,274
10	107.91	98.20	9.71	9.3%	3.32	3.2%	63%	False	False	30,466
20	109.10	94.90	14.20	13.6%	3.50	3.4%	66%	False	False	35,299
40	109.10	91.36	17.74	17.0%	2.60	2.5%	73%	False	False	31,919
60	109.10	91.28	17.82	17.1%	2.23	2.1%	73%	False	False	25,801
80	109.10	83.95	25.15	24.1%	1.99	1.9%	81%	False	False	20,978
100	109.10	83.16	25.94	24.9%	1.80	1.7%	81%	False	False	17,522

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	111.94
2.618	109.39
1.618	107.83
1.000	106.87
0.618	106.27
HIGH	105.31
0.618	104.71
0.500	104.53
0.382	104.35
LOW	103.75
0.618	102.79
1.000	102.19
1.618	101.23
2.618	99.67
4.250	97.12

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	104.53	103.61
PP	104.45	102.93
S1	104.36	102.26

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

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