NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 16-Mar-2011

Day Change Summary
	Previous	Current
	15-Mar-2011	16-Mar-2011	Change	Change %	Previous Week
Open	104.09	100.11	-3.98	-3.8%	106.88
High	104.31	102.21	-2.10	-2.0%	109.16
Low	99.89	99.41	-0.48	-0.5%	102.73
Close	99.89	100.95	1.06	1.1%	104.22
Range	4.42	2.80	-1.62	-36.7%	6.43
ATR	2.35	2.39	0.03	1.4%	0.00
Volume	2,886	7,918	5,032	174.4%	49,631

Daily Pivots for day following 16-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.26	107.90	102.49
R3	106.46	105.10	101.72
R2	103.66	103.66	101.46
R1	102.30	102.30	101.21	102.98
PP	100.86	100.86	100.86	101.20
S1	99.50	99.50	100.69	100.18
S2	98.06	98.06	100.44
S3	95.26	96.70	100.18
S4	92.46	93.90	99.41

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.66	120.87	107.76
R3	118.23	114.44	105.99
R2	111.80	111.80	105.40
R1	108.01	108.01	104.81	106.69
PP	105.37	105.37	105.37	104.71
S1	101.58	101.58	103.63	100.26
S2	98.94	98.94	103.04
S3	92.51	95.15	102.45
S4	86.08	88.72	100.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.15	99.41	8.74	8.7%	3.19	3.2%	18%	False	True	7,138
10	109.16	99.41	9.75	9.7%	2.49	2.5%	16%	False	True	8,635
20	109.16	95.00	14.16	14.0%	2.49	2.5%	42%	False	False	9,831
40	109.16	92.69	16.47	16.3%	1.97	1.9%	50%	False	False	9,335

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.11
2.618	109.54
1.618	106.74
1.000	105.01
0.618	103.94
HIGH	102.21
0.618	101.14
0.500	100.81
0.382	100.48
LOW	99.41
0.618	97.68
1.000	96.61
1.618	94.88
2.618	92.08
4.250	87.51

Fisher Pivots for day following 16-Mar-2011
Pivot	1 day	3 day
R1	100.90	101.86
PP	100.86	101.56
S1	100.81	101.25

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

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