NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 18-Mar-2011

Day Change Summary
	Previous	Current
	17-Mar-2011	18-Mar-2011	Change	Change %	Previous Week
Open	100.65	105.89	5.24	5.2%	102.96
High	104.60	105.91	1.31	1.3%	105.91
Low	100.65	102.86	2.21	2.2%	99.41
Close	104.27	103.60	-0.67	-0.6%	103.60
Range	3.95	3.05	-0.90	-22.8%	6.50
ATR	2.50	2.54	0.04	1.6%	0.00
Volume	6,475	4,136	-2,339	-36.1%	29,120

Daily Pivots for day following 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.27	111.49	105.28
R3	110.22	108.44	104.44
R2	107.17	107.17	104.16
R1	105.39	105.39	103.88	104.76
PP	104.12	104.12	104.12	103.81
S1	102.34	102.34	103.32	101.71
S2	101.07	101.07	103.04
S3	98.02	99.29	102.76
S4	94.97	96.24	101.92

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.47	119.54	107.18
R3	115.97	113.04	105.39
R2	109.47	109.47	104.79
R1	106.54	106.54	104.20	108.01
PP	102.97	102.97	102.97	103.71
S1	100.04	100.04	103.00	101.51
S2	96.47	96.47	102.41
S3	89.97	93.54	101.81
S4	83.47	87.04	100.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.91	99.41	6.50	6.3%	3.22	3.1%	64%	True	False	5,824
10	109.16	99.41	9.75	9.4%	2.92	2.8%	43%	False	False	7,875
20	109.16	95.63	13.53	13.1%	2.76	2.7%	59%	False	False	9,689
40	109.16	92.69	16.47	15.9%	2.08	2.0%	66%	False	False	9,424

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	True
Stretch	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118.87
2.618	113.89
1.618	110.84
1.000	108.96
0.618	107.79
HIGH	105.91
0.618	104.74
0.500	104.39
0.382	104.03
LOW	102.86
0.618	100.98
1.000	99.81
1.618	97.93
2.618	94.88
4.250	89.90

Fisher Pivots for day following 18-Mar-2011
Pivot	1 day	3 day
R1	104.39	103.29
PP	104.12	102.97
S1	103.86	102.66

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

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