NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 13-Apr-2011

Day Change Summary
	Previous	Current
	12-Apr-2011	13-Apr-2011	Change	Change %	Previous Week
Open	110.08	108.18	-1.90	-1.7%	109.49
High	111.47	109.46	-2.01	-1.8%	114.32
Low	107.77	108.02	0.25	0.2%	109.38
Close	108.67	109.29	0.62	0.6%	114.29
Range	3.70	1.44	-2.26	-61.1%	4.94
ATR	2.06	2.01	-0.04	-2.1%	0.00
Volume	9,574	10,096	522	5.5%	31,343

Daily Pivots for day following 13-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.24	112.71	110.08
R3	111.80	111.27	109.69
R2	110.36	110.36	109.55
R1	109.83	109.83	109.42	110.10
PP	108.92	108.92	108.92	109.06
S1	108.39	108.39	109.16	108.66
S2	107.48	107.48	109.03
S3	106.04	106.95	108.89
S4	104.60	105.51	108.50

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	107.77	6.88	6.3%	2.51	2.3%	22%	False	False	8,775
10	114.65	107.01	7.64	7.0%	1.85	1.7%	30%	False	False	8,687
20	114.65	101.38	13.27	12.1%	1.74	1.6%	60%	False	False	7,752
40	114.65	95.74	18.91	17.3%	2.07	1.9%	72%	False	False	8,751

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115.58
2.618	113.23
1.618	111.79
1.000	110.90
0.618	110.35
HIGH	109.46
0.618	108.91
0.500	108.74
0.382	108.57
LOW	108.02
0.618	107.13
1.000	106.58
1.618	105.69
2.618	104.25
4.250	101.90

Fisher Pivots for day following 13-Apr-2011
Pivot	1 day	3 day
R1	109.11	111.21
PP	108.92	110.57
S1	108.74	109.93

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

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