NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 14-Mar-2011

Day Change Summary
	Previous	Current
	11-Mar-2011	14-Mar-2011	Change	Change %	Previous Week
Open	105.03	103.04	-1.99	-1.9%	106.74
High	105.03	104.21	-0.82	-0.8%	109.11
Low	102.53	102.41	-0.12	-0.1%	102.53
Close	104.27	104.21	-0.06	-0.1%	104.27
Range	2.50	1.80	-0.70	-28.0%	6.58
ATR	2.14	2.12	-0.02	-0.9%	0.00
Volume	9,316	6,958	-2,358	-25.3%	48,692

Daily Pivots for day following 14-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.01	108.41	105.20
R3	107.21	106.61	104.71
R2	105.41	105.41	104.54
R1	104.81	104.81	104.38	105.11
PP	103.61	103.61	103.61	103.76
S1	103.01	103.01	104.05	103.31
S2	101.81	101.81	103.88
S3	100.01	101.21	103.72
S4	98.21	99.41	103.22

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	107.80	102.41	5.39	5.2%	2.16	2.1%	33%	False	True	8,623
10	109.11	101.91	7.20	6.9%	1.98	1.9%	32%	False	False	9,342
20	109.11	95.74	13.37	12.8%	2.20	2.1%	63%	False	False	9,798

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	0.19
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.86
2.618	108.92
1.618	107.12
1.000	106.01
0.618	105.32
HIGH	104.21
0.618	103.52
0.500	103.31
0.382	103.10
LOW	102.41
0.618	101.30
1.000	100.61
1.618	99.50
2.618	97.70
4.250	94.76

Fisher Pivots for day following 14-Mar-2011
Pivot	1 day	3 day
R1	103.91	104.92
PP	103.61	104.68
S1	103.31	104.45

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

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