NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 08-Apr-2011

Day Change Summary
	Previous	Current
	07-Apr-2011	08-Apr-2011	Change	Change %	Previous Week
Open	110.34	112.52	2.18	2.0%	109.79
High	111.91	114.60	2.69	2.4%	114.60
Low	110.34	112.52	2.18	2.0%	109.31
Close	111.96	114.35	2.39	2.1%	114.35
Range	1.57	2.08	0.51	32.5%	5.29
ATR	1.80	1.86	0.06	3.3%	0.00
Volume	7,799	9,539	1,740	22.3%	43,002

Daily Pivots for day following 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	120.06	119.29	115.49
R3	117.98	117.21	114.92
R2	115.90	115.90	114.73
R1	115.13	115.13	114.54	115.52
PP	113.82	113.82	113.82	114.02
S1	113.05	113.05	114.16	113.44
S2	111.74	111.74	113.97
S3	109.66	110.97	113.78
S4	107.58	108.89	113.21

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.62	126.78	117.26
R3	123.33	121.49	115.80
R2	118.04	118.04	115.32
R1	116.20	116.20	114.83	117.12
PP	112.75	112.75	112.75	113.22
S1	110.91	110.91	113.87	111.83
S2	107.46	107.46	113.38
S3	102.17	105.62	112.90
S4	96.88	100.33	111.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.60	109.31	5.29	4.6%	1.32	1.2%	95%	True	False	8,600
10	114.60	104.75	9.85	8.6%	1.45	1.3%	97%	True	False	8,385
20	114.60	99.41	15.19	13.3%	1.87	1.6%	98%	True	False	7,774
40	114.60	95.00	19.60	17.1%	2.09	1.8%	99%	True	False	9,184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	123.44
2.618	120.05
1.618	117.97
1.000	116.68
0.618	115.89
HIGH	114.60
0.618	113.81
0.500	113.56
0.382	113.31
LOW	112.52
0.618	111.23
1.000	110.44
1.618	109.15
2.618	107.07
4.250	103.68

Fisher Pivots for day following 08-Apr-2011
Pivot	1 day	3 day
R1	114.09	113.65
PP	113.82	112.96
S1	113.56	112.26

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

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