NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 24-Mar-2011

Day Change Summary
	Previous	Current
	23-Mar-2011	24-Mar-2011	Change	Change %	Previous Week
Open	106.03	106.48	0.45	0.4%	102.96
High	107.48	107.37	-0.11	-0.1%	105.91
Low	106.03	106.36	0.33	0.3%	99.41
Close	106.89	106.95	0.06	0.1%	103.60
Range	1.45	1.01	-0.44	-30.3%	6.50
ATR	2.41	2.31	-0.10	-4.2%	0.00
Volume	4,751	8,874	4,123	86.8%	29,120

Daily Pivots for day following 24-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.92	109.45	107.51
R3	108.91	108.44	107.23
R2	107.90	107.90	107.14
R1	107.43	107.43	107.04	107.67
PP	106.89	106.89	106.89	107.01
S1	106.42	106.42	106.86	106.66
S2	105.88	105.88	106.76
S3	104.87	105.41	106.67
S4	103.86	104.40	106.39

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	107.48	102.86	4.62	4.3%	1.77	1.7%	89%	False	False	6,901
10	107.48	99.41	8.07	7.5%	2.50	2.3%	93%	False	False	6,762
20	109.16	99.41	9.75	9.1%	2.28	2.1%	77%	False	False	8,515
40	109.16	94.22	14.94	14.0%	2.09	2.0%	85%	False	False	9,488

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	111.66
2.618	110.01
1.618	109.00
1.000	108.38
0.618	107.99
HIGH	107.37
0.618	106.98
0.500	106.87
0.382	106.75
LOW	106.36
0.618	105.74
1.000	105.35
1.618	104.73
2.618	103.72
4.250	102.07

Fisher Pivots for day following 24-Mar-2011
Pivot	1 day	3 day
R1	106.92	106.63
PP	106.89	106.32
S1	106.87	106.00

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

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