NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 08-Mar-2011

Day Change Summary
	Previous	Current
	07-Mar-2011	08-Mar-2011	Change	Change %	Previous Week
Open	106.75	106.77	0.02	0.0%	102.60
High	109.10	107.77	-1.33	-1.2%	106.81
Low	106.56	105.56	-1.00	-0.9%	101.01
Close	107.56	106.79	-0.77	-0.7%	106.56
Range	2.54	2.21	-0.33	-13.0%	5.80
ATR	2.43	2.41	-0.02	-0.6%	0.00
Volume	72,929	71,683	-1,246	-1.7%	291,976

Daily Pivots for day following 08-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.34	112.27	108.01
R3	111.13	110.06	107.40
R2	108.92	108.92	107.20
R1	107.85	107.85	106.99	108.39
PP	106.71	106.71	106.71	106.97
S1	105.64	105.64	106.59	106.18
S2	104.50	104.50	106.38
S3	102.29	103.43	106.18
S4	100.08	101.22	105.57

Weekly Pivots for week ending 04-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.19	120.18	109.75
R3	116.39	114.38	108.16
R2	110.59	110.59	107.62
R1	108.58	108.58	107.09	109.59
PP	104.79	104.79	104.79	105.30
S1	102.78	102.78	106.03	103.79
S2	98.99	98.99	105.50
S3	93.19	96.98	104.97
S4	87.39	91.18	103.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.10	103.41	5.69	5.3%	2.20	2.1%	59%	False	False	67,156
10	109.10	99.32	9.78	9.2%	2.85	2.7%	76%	False	False	78,739
20	109.10	95.75	13.35	12.5%	2.47	2.3%	83%	False	False	64,312

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.16
2.618	113.56
1.618	111.35
1.000	109.98
0.618	109.14
HIGH	107.77
0.618	106.93
0.500	106.67
0.382	106.40
LOW	105.56
0.618	104.19
1.000	103.35
1.618	101.98
2.618	99.77
4.250	96.17

Fisher Pivots for day following 08-Mar-2011
Pivot	1 day	3 day
R1	106.75	107.05
PP	106.71	106.96
S1	106.67	106.88

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

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