NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 28-Mar-2011

Day Change Summary
	Previous	Current
	25-Mar-2011	28-Mar-2011	Change	Change %	Previous Week
Open	106.84	107.19	0.35	0.3%	105.79
High	107.20	107.19	-0.01	0.0%	107.52
Low	106.78	105.80	-0.98	-0.9%	104.42
Close	107.02	105.87	-1.15	-1.1%	107.02
Range	0.42	1.39	0.97	231.0%	3.10
ATR	2.12	2.07	-0.05	-2.5%	0.00
Volume	12,235	6,133	-6,102	-49.9%	39,595

Daily Pivots for day following 28-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.46	109.55	106.63
R3	109.07	108.16	106.25
R2	107.68	107.68	106.12
R1	106.77	106.77	106.00	106.53
PP	106.29	106.29	106.29	106.17
S1	105.38	105.38	105.74	105.14
S2	104.90	104.90	105.62
S3	103.51	103.99	105.49
S4	102.12	102.60	105.11

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.62	114.42	108.73
R3	112.52	111.32	107.87
R2	109.42	109.42	107.59
R1	108.22	108.22	107.30	108.82
PP	106.32	106.32	106.32	106.62
S1	105.12	105.12	106.74	105.72
S2	103.22	103.22	106.45
S3	100.12	102.02	106.17
S4	97.02	98.92	105.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.52	104.42	3.10	2.9%	1.26	1.2%	47%	False	False	7,385
10	107.52	99.35	8.17	7.7%	2.13	2.0%	80%	False	False	6,595
20	109.11	99.35	9.76	9.2%	2.05	1.9%	67%	False	False	7,969
40	109.11	95.74	13.37	12.6%	1.94	1.8%	76%	False	False	8,525

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

Fibonacci Retracements and Extensions
4.250	113.10
2.618	110.83
1.618	109.44
1.000	108.58
0.618	108.05
HIGH	107.19
0.618	106.66
0.500	106.50
0.382	106.33
LOW	105.80
0.618	104.94
1.000	104.41
1.618	103.55
2.618	102.16
4.250	99.89

Fisher Pivots for day following 28-Mar-2011
Pivot	1 day	3 day
R1	106.50	106.56
PP	106.29	106.33
S1	106.08	106.10

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

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