NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 11-Mar-2011

Day Change Summary
	Previous	Current
	10-Mar-2011	11-Mar-2011	Change	Change %	Previous Week
Open	107.42	105.03	-2.39	-2.2%	106.74
High	107.42	105.03	-2.39	-2.2%	109.11
Low	104.05	102.53	-1.52	-1.5%	102.53
Close	105.60	104.27	-1.33	-1.3%	104.27
Range	3.37	2.50	-0.87	-25.8%	6.58
ATR	2.07	2.14	0.07	3.5%	0.00
Volume	8,281	9,316	1,035	12.5%	48,692

Daily Pivots for day following 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.44	110.36	105.65
R3	108.94	107.86	104.96
R2	106.44	106.44	104.73
R1	105.36	105.36	104.50	104.65
PP	103.94	103.94	103.94	103.59
S1	102.86	102.86	104.04	102.15
S2	101.44	101.44	103.81
S3	98.94	100.36	103.58
S4	96.44	97.86	102.90

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	125.04	121.24	107.89
R3	118.46	114.66	106.08
R2	111.88	111.88	105.48
R1	108.08	108.08	104.87	106.69
PP	105.30	105.30	105.30	104.61
S1	101.50	101.50	103.67	100.11
S2	98.72	98.72	103.06
S3	92.14	94.92	102.46
S4	85.56	88.34	100.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.11	102.53	6.58	6.3%	2.28	2.2%	26%	False	True	9,738
10	109.11	101.01	8.10	7.8%	2.01	1.9%	40%	False	False	9,475
20	109.11	95.74	13.37	12.8%	2.17	2.1%	64%	False	False	9,892

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	False
Stretch	0.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115.66
2.618	111.58
1.618	109.08
1.000	107.53
0.618	106.58
HIGH	105.03
0.618	104.08
0.500	103.78
0.382	103.49
LOW	102.53
0.618	100.99
1.000	100.03
1.618	98.49
2.618	95.99
4.250	91.91

Fisher Pivots for day following 11-Mar-2011
Pivot	1 day	3 day
R1	104.11	105.12
PP	103.94	104.83
S1	103.78	104.55

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

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