NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 05-Apr-2011

Day Change Summary
	Previous	Current
	04-Apr-2011	05-Apr-2011	Change	Change %	Previous Week
Open	109.32	109.38	0.06	0.1%	106.41
High	109.75	109.73	-0.02	0.0%	109.18
Low	108.63	108.65	0.02	0.0%	103.74
Close	109.53	109.56	0.03	0.0%	108.94
Range	1.12	1.08	-0.04	-3.6%	5.44
ATR	2.42	2.32	-0.10	-4.0%	0.00
Volume	40,587	31,543	-9,044	-22.3%	181,528

Daily Pivots for day following 05-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.55	112.14	110.15
R3	111.47	111.06	109.86
R2	110.39	110.39	109.76
R1	109.98	109.98	109.66	110.19
PP	109.31	109.31	109.31	109.42
S1	108.90	108.90	109.46	109.11
S2	108.23	108.23	109.36
S3	107.15	107.82	109.26
S4	106.07	106.74	108.97

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.61	121.71	111.93
R3	118.17	116.27	110.44
R2	112.73	112.73	109.94
R1	110.83	110.83	109.44	111.78
PP	107.29	107.29	107.29	107.76
S1	105.39	105.39	108.44	106.34
S2	101.85	101.85	107.94
S3	96.41	99.95	107.44
S4	90.97	94.51	105.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.75	104.55	5.20	4.7%	1.61	1.5%	96%	False	False	39,224
10	109.75	103.74	6.01	5.5%	1.71	1.6%	97%	False	False	36,188
20	109.75	98.20	11.55	10.5%	2.54	2.3%	98%	False	False	32,432
40	109.75	93.10	16.65	15.2%	2.62	2.4%	99%	False	False	33,731
60	109.75	91.36	18.39	16.8%	2.28	2.1%	99%	False	False	30,262
80	109.75	89.17	20.58	18.8%	2.04	1.9%	99%	False	False	24,808
100	109.75	83.16	26.59	24.3%	1.91	1.7%	99%	False	False	20,982
120	109.75	83.16	26.59	24.3%	1.76	1.6%	99%	False	False	18,013

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	114.32
2.618	112.56
1.618	111.48
1.000	110.81
0.618	110.40
HIGH	109.73
0.618	109.32
0.500	109.19
0.382	109.06
LOW	108.65
0.618	107.98
1.000	107.57
1.618	106.90
2.618	105.82
4.250	104.06

Fisher Pivots for day following 05-Apr-2011
Pivot	1 day	3 day
R1	109.44	109.22
PP	109.31	108.88
S1	109.19	108.55

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

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