NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 23-Mar-2011

Day Change Summary
	Previous	Current
	22-Mar-2011	23-Mar-2011	Change	Change %	Previous Week
Open	104.57	106.65	2.08	2.0%	103.04
High	106.76	107.52	0.76	0.7%	105.83
Low	104.42	106.42	2.00	1.9%	99.35
Close	106.62	106.90	0.28	0.3%	103.68
Range	2.34	1.10	-1.24	-53.0%	6.48
ATR	2.43	2.34	-0.10	-3.9%	0.00
Volume	4,887	4,600	-287	-5.9%	27,188

Daily Pivots for day following 23-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.25	109.67	107.51
R3	109.15	108.57	107.20
R2	108.05	108.05	107.10
R1	107.47	107.47	107.00	107.76
PP	106.95	106.95	106.95	107.09
S1	106.37	106.37	106.80	106.66
S2	105.85	105.85	106.70
S3	104.75	105.27	106.60
S4	103.65	104.17	106.30

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	107.52	101.38	6.14	5.7%	2.20	2.1%	90%	True	False	5,653
10	107.52	99.35	8.17	7.6%	2.61	2.4%	92%	True	False	6,307
20	109.11	99.35	9.76	9.1%	2.38	2.2%	77%	False	False	8,871
40	109.11	94.18	14.93	14.0%	1.98	1.8%	85%	False	False	8,371

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	112.20
2.618	110.40
1.618	109.30
1.000	108.62
0.618	108.20
HIGH	107.52
0.618	107.10
0.500	106.97
0.382	106.84
LOW	106.42
0.618	105.74
1.000	105.32
1.618	104.64
2.618	103.54
4.250	101.75

Fisher Pivots for day following 23-Mar-2011
Pivot	1 day	3 day
R1	106.97	106.59
PP	106.95	106.28
S1	106.92	105.97

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

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