NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 07-Apr-2011

Day Change Summary
	Previous	Current
	06-Apr-2011	07-Apr-2011	Change	Change %	Previous Week
Open	110.25	110.57	0.32	0.3%	107.19
High	110.92	111.91	0.99	0.9%	109.65
Low	109.97	110.32	0.35	0.3%	104.55
Close	110.81	111.95	1.14	1.0%	109.42
Range	0.95	1.59	0.64	67.4%	5.10
ATR	1.75	1.74	-0.01	-0.6%	0.00
Volume	6,186	5,678	-508	-8.2%	45,456

Daily Pivots for day following 07-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.16	115.65	112.82
R3	114.57	114.06	112.39
R2	112.98	112.98	112.24
R1	112.47	112.47	112.10	112.73
PP	111.39	111.39	111.39	111.52
S1	110.88	110.88	111.80	111.14
S2	109.80	109.80	111.66
S3	108.21	109.29	111.51
S4	106.62	107.70	111.08

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	123.17	121.40	112.23
R3	118.07	116.30	110.82
R2	112.97	112.97	110.36
R1	111.20	111.20	109.89	112.09
PP	107.87	107.87	107.87	108.32
S1	106.10	106.10	108.95	106.99
S2	102.77	102.77	108.49
S3	97.67	101.00	108.02
S4	92.57	95.90	106.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.91	108.06	3.85	3.4%	1.23	1.1%	101%	True	False	6,105
10	111.91	104.55	7.36	6.6%	1.19	1.1%	101%	True	False	7,950
20	111.91	99.35	12.56	11.2%	1.78	1.6%	100%	True	False	7,168
40	111.91	95.74	16.17	14.4%	1.94	1.7%	100%	True	False	8,423

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118.67
2.618	116.07
1.618	114.48
1.000	113.50
0.618	112.89
HIGH	111.91
0.618	111.30
0.500	111.12
0.382	110.93
LOW	110.32
0.618	109.34
1.000	108.73
1.618	107.75
2.618	106.16
4.250	103.56

Fisher Pivots for day following 07-Apr-2011
Pivot	1 day	3 day
R1	111.67	111.54
PP	111.39	111.12
S1	111.12	110.71

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

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