NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 15-Mar-2011

Day Change Summary
	Previous	Current
	14-Mar-2011	15-Mar-2011	Change	Change %	Previous Week
Open	104.07	104.40	0.33	0.3%	106.75
High	104.43	104.55	0.12	0.1%	109.10
Low	102.21	99.86	-2.35	-2.3%	102.15
Close	104.26	100.04	-4.22	-4.0%	104.30
Range	2.22	4.69	2.47	111.3%	6.95
ATR	2.58	2.73	0.15	5.9%	0.00
Volume	42,292	28,122	-14,170	-33.5%	328,357

Daily Pivots for day following 15-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	115.55	112.49	102.62
R3	110.86	107.80	101.33
R2	106.17	106.17	100.90
R1	103.11	103.11	100.47	102.30
PP	101.48	101.48	101.48	101.08
S1	98.42	98.42	99.61	97.61
S2	96.79	96.79	99.18
S3	92.10	93.73	98.75
S4	87.41	89.04	97.46

Weekly Pivots for week ending 11-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	126.03	122.12	108.12
R3	119.08	115.17	106.21
R2	112.13	112.13	105.57
R1	108.22	108.22	104.94	106.70
PP	105.18	105.18	105.18	104.43
S1	101.27	101.27	103.66	99.75
S2	98.23	98.23	103.03
S3	91.28	94.32	102.39
S4	84.33	87.37	100.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.25	99.86	8.39	8.4%	3.38	3.4%	2%	False	True	50,831
10	109.10	99.86	9.24	9.2%	2.79	2.8%	2%	False	True	58,993
20	109.10	95.75	13.35	13.3%	2.93	2.9%	32%	False	False	65,322

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	0.41
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	124.48
2.618	116.83
1.618	112.14
1.000	109.24
0.618	107.45
HIGH	104.55
0.618	102.76
0.500	102.21
0.382	101.65
LOW	99.86
0.618	96.96
1.000	95.17
1.618	92.27
2.618	87.58
4.250	79.93

Fisher Pivots for day following 15-Mar-2011
Pivot	1 day	3 day
R1	102.21	102.83
PP	101.48	101.90
S1	100.76	100.97

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

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