NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 22-Mar-2011

Day Change Summary
	Previous	Current
	21-Mar-2011	22-Mar-2011	Change	Change %	Previous Week
Open	105.79	104.57	-1.22	-1.2%	103.04
High	105.80	106.76	0.96	0.9%	105.83
Low	104.53	104.42	-0.11	-0.1%	99.35
Close	105.09	106.62	1.53	1.5%	103.68
Range	1.27	2.34	1.07	84.3%	6.48
ATR	2.44	2.43	-0.01	-0.3%	0.00
Volume	8,801	4,887	-3,914	-44.5%	27,188

Daily Pivots for day following 22-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.95	112.13	107.91
R3	110.61	109.79	107.26
R2	108.27	108.27	107.05
R1	107.45	107.45	106.83	107.86
PP	105.93	105.93	105.93	106.14
S1	105.11	105.11	106.41	105.52
S2	103.59	103.59	106.19
S3	101.25	102.77	105.98
S4	98.91	100.43	105.33

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.39	119.52	107.24
R3	115.91	113.04	105.46
R2	109.43	109.43	104.87
R1	106.56	106.56	104.27	108.00
PP	102.95	102.95	102.95	103.67
S1	100.08	100.08	103.09	101.52
S2	96.47	96.47	102.49
S3	89.99	93.60	101.90
S4	83.51	87.12	100.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.76	99.35	7.41	6.9%	2.58	2.4%	98%	True	False	6,156
10	107.70	99.35	8.35	7.8%	2.62	2.5%	87%	False	False	6,751
20	109.11	99.35	9.76	9.2%	2.47	2.3%	74%	False	False	9,291

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116.71
2.618	112.89
1.618	110.55
1.000	109.10
0.618	108.21
HIGH	106.76
0.618	105.87
0.500	105.59
0.382	105.31
LOW	104.42
0.618	102.97
1.000	102.08
1.618	100.63
2.618	98.29
4.250	94.48

Fisher Pivots for day following 22-Mar-2011
Pivot	1 day	3 day
R1	106.28	106.02
PP	105.93	105.42
S1	105.59	104.82

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

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