NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 11-Apr-2011

Day Change Summary
	Previous	Current
	08-Apr-2011	11-Apr-2011	Change	Change %	Previous Week
Open	111.87	114.28	2.41	2.2%	109.49
High	114.32	114.65	0.33	0.3%	114.32
Low	111.87	111.30	-0.57	-0.5%	109.38
Close	114.29	111.88	-2.41	-2.1%	114.29
Range	2.45	3.35	0.90	36.7%	4.94
ATR	1.79	1.90	0.11	6.2%	0.00
Volume	9,527	9,002	-525	-5.5%	31,343

Daily Pivots for day following 11-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.66	120.62	113.72
R3	119.31	117.27	112.80
R2	115.96	115.96	112.49
R1	113.92	113.92	112.19	113.27
PP	112.61	112.61	112.61	112.28
S1	110.57	110.57	111.57	109.92
S2	109.26	109.26	111.27
S3	105.91	107.22	110.96
S4	102.56	103.87	110.04

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	127.48	125.83	117.01
R3	122.54	120.89	115.65
R2	117.60	117.60	115.20
R1	115.95	115.95	114.74	116.78
PP	112.66	112.66	112.66	113.08
S1	111.01	111.01	113.84	111.84
S2	107.72	107.72	113.38
S3	102.78	106.07	112.93
S4	97.84	101.13	111.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.65	109.51	5.14	4.6%	1.88	1.7%	46%	True	False	6,987
10	114.65	104.55	10.10	9.0%	1.59	1.4%	73%	True	False	7,966
20	114.65	99.35	15.30	13.7%	1.86	1.7%	82%	True	False	7,281
40	114.65	95.74	18.91	16.9%	2.03	1.8%	85%	True	False	8,539

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	128.89
2.618	123.42
1.618	120.07
1.000	118.00
0.618	116.72
HIGH	114.65
0.618	113.37
0.500	112.98
0.382	112.58
LOW	111.30
0.618	109.23
1.000	107.95
1.618	105.88
2.618	102.53
4.250	97.06

Fisher Pivots for day following 11-Apr-2011
Pivot	1 day	3 day
R1	112.98	112.49
PP	112.61	112.28
S1	112.25	112.08

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

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