NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 17-Mar-2011

Day Change Summary
	Previous	Current
	16-Mar-2011	17-Mar-2011	Change	Change %	Previous Week
Open	99.94	100.21	0.27	0.3%	106.75
High	102.43	104.93	2.50	2.4%	109.10
Low	99.07	99.80	0.73	0.7%	102.15
Close	101.06	104.35	3.29	3.3%	104.30
Range	3.36	5.13	1.77	52.7%	6.95
ATR	2.77	2.94	0.17	6.1%	0.00
Volume	52,176	44,934	-7,242	-13.9%	328,357

Daily Pivots for day following 17-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	118.42	116.51	107.17
R3	113.29	111.38	105.76
R2	108.16	108.16	105.29
R1	106.25	106.25	104.82	107.21
PP	103.03	103.03	103.03	103.50
S1	101.12	101.12	103.88	102.08
S2	97.90	97.90	103.41
S3	92.77	95.99	102.94
S4	87.64	90.86	101.53

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	105.80	99.07	6.73	6.4%	3.81	3.7%	78%	False	False	44,733
10	109.10	99.07	10.03	9.6%	3.19	3.1%	53%	False	False	54,559
20	109.10	95.75	13.35	12.8%	3.16	3.0%	64%	False	False	65,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	126.73
2.618	118.36
1.618	113.23
1.000	110.06
0.618	108.10
HIGH	104.93
0.618	102.97
0.500	102.37
0.382	101.76
LOW	99.80
0.618	96.63
1.000	94.67
1.618	91.50
2.618	86.37
4.250	78.00

Fisher Pivots for day following 17-Mar-2011
Pivot	1 day	3 day
R1	103.69	103.57
PP	103.03	102.78
S1	102.37	102.00

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

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