NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 07-Mar-2011

Day Change Summary
	Previous	Current
	04-Mar-2011	07-Mar-2011	Change	Change %	Previous Week
Open	105.87	106.74	0.87	0.8%	103.09
High	106.77	109.11	2.34	2.2%	106.77
Low	105.61	106.74	1.13	1.1%	101.01
Close	106.62	107.68	1.06	1.0%	106.62
Range	1.16	2.37	1.21	104.3%	5.76
ATR	1.99	2.03	0.04	1.8%	0.00
Volume	8,282	12,532	4,250	51.3%	46,063

Daily Pivots for day following 07-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.95	113.69	108.98
R3	112.58	111.32	108.33
R2	110.21	110.21	108.11
R1	108.95	108.95	107.90	109.58
PP	107.84	107.84	107.84	108.16
S1	106.58	106.58	107.46	107.21
S2	105.47	105.47	107.25
S3	103.10	104.21	107.03
S4	100.73	101.84	106.38

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.08	120.11	109.79
R3	116.32	114.35	108.20
R2	110.56	110.56	107.68
R1	108.59	108.59	107.15	109.58
PP	104.80	104.80	104.80	105.29
S1	102.83	102.83	106.09	103.82
S2	99.04	99.04	105.56
S3	93.28	97.07	105.04
S4	87.52	91.31	103.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.11	101.91	7.20	6.7%	1.80	1.7%	80%	True	False	10,061
10	109.11	98.00	11.11	10.3%	2.61	2.4%	87%	True	False	11,832
20	109.11	95.74	13.37	12.4%	1.94	1.8%	89%	True	False	9,312

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	0.30
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	119.18
2.618	115.31
1.618	112.94
1.000	111.48
0.618	110.57
HIGH	109.11
0.618	108.20
0.500	107.93
0.382	107.65
LOW	106.74
0.618	105.28
1.000	104.37
1.618	102.91
2.618	100.54
4.250	96.67

Fisher Pivots for day following 07-Mar-2011
Pivot	1 day	3 day
R1	107.93	107.22
PP	107.84	106.76
S1	107.76	106.30

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

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