NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	105.00	105.00	0.00	0.0%	104.07
High	106.33	105.85	-0.48	-0.5%	106.33
Low	102.90	104.57	1.67	1.6%	99.07
Close	103.74	105.16	1.42	1.4%	103.74
Range	3.43	1.28	-2.15	-62.7%	7.26
ATR	2.98	2.91	-0.06	-2.1%	0.00
Volume	31,685	44,785	13,100	41.3%	199,209

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.03	108.38	105.86
R3	107.75	107.10	105.51
R2	106.47	106.47	105.39
R1	105.82	105.82	105.28	106.15
PP	105.19	105.19	105.19	105.36
S1	104.54	104.54	105.04	104.87
S2	103.91	103.91	104.93
S3	102.63	103.26	104.81
S4	101.35	101.98	104.46

Weekly Pivots for week ending 18-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.83	121.54	107.73
R3	117.57	114.28	105.74
R2	110.31	110.31	105.07
R1	107.02	107.02	104.41	105.04
PP	103.05	103.05	103.05	102.05
S1	99.76	99.76	103.07	97.78
S2	95.79	95.79	102.41
S3	88.53	92.50	101.74
S4	81.27	85.24	99.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.33	99.07	7.26	6.9%	3.58	3.4%	84%	False	False	40,340
10	108.25	99.07	9.18	8.7%	3.23	3.1%	66%	False	False	49,942
20	109.10	97.70	11.40	10.8%	3.21	3.1%	65%	False	False	63,527

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.63
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	111.29
2.618	109.20
1.618	107.92
1.000	107.13
0.618	106.64
HIGH	105.85
0.618	105.36
0.500	105.21
0.382	105.06
LOW	104.57
0.618	103.78
1.000	103.29
1.618	102.50
2.618	101.22
4.250	99.13

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	105.21	104.46
PP	105.19	103.76
S1	105.18	103.07

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

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