NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 09-Mar-2011

Day Change Summary
	Previous	Current
	08-Mar-2011	09-Mar-2011	Change	Change %	Previous Week
Open	107.61	106.50	-1.11	-1.0%	103.09
High	107.80	107.70	-0.10	-0.1%	106.77
Low	105.85	106.50	0.65	0.6%	101.01
Close	106.89	107.45	0.56	0.5%	106.62
Range	1.95	1.20	-0.75	-38.5%	5.76
ATR	2.02	1.96	-0.06	-2.9%	0.00
Volume	9,523	9,040	-483	-5.1%	46,063

Daily Pivots for day following 09-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.82	110.33	108.11
R3	109.62	109.13	107.78
R2	108.42	108.42	107.67
R1	107.93	107.93	107.56	108.18
PP	107.22	107.22	107.22	107.34
S1	106.73	106.73	107.34	106.98
S2	106.02	106.02	107.23
S3	104.82	105.53	107.12
S4	103.62	104.33	106.79

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	103.49	5.62	5.2%	1.68	1.6%	70%	False	False	10,020
10	109.11	99.95	9.16	8.5%	2.16	2.0%	82%	False	False	11,436
20	109.11	95.74	13.37	12.4%	1.97	1.8%	88%	False	False	9,581

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112.80
2.618	110.84
1.618	109.64
1.000	108.90
0.618	108.44
HIGH	107.70
0.618	107.24
0.500	107.10
0.382	106.96
LOW	106.50
0.618	105.76
1.000	105.30
1.618	104.56
2.618	103.36
4.250	101.40

Fisher Pivots for day following 09-Mar-2011
Pivot	1 day	3 day
R1	107.33	107.48
PP	107.22	107.47
S1	107.10	107.46

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

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