NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 24-Mar-2011

Day Change Summary
	Previous	Current
	23-Mar-2011	24-Mar-2011	Change	Change %	Previous Week
Open	106.49	106.38	-0.11	-0.1%	104.07
High	107.70	107.56	-0.14	-0.1%	106.33
Low	106.00	106.24	0.24	0.2%	99.07
Close	106.90	107.05	0.15	0.1%	103.74
Range	1.70	1.32	-0.38	-22.4%	7.26
ATR	2.80	2.70	-0.11	-3.8%	0.00
Volume	33,816	45,279	11,463	33.9%	199,209

Daily Pivots for day following 24-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.91	110.30	107.78
R3	109.59	108.98	107.41
R2	108.27	108.27	107.29
R1	107.66	107.66	107.17	107.97
PP	106.95	106.95	106.95	107.10
S1	106.34	106.34	106.93	106.65
S2	105.63	105.63	106.81
S3	104.31	105.02	106.69
S4	102.99	103.70	106.32

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	107.70	102.90	4.80	4.5%	2.06	1.9%	86%	False	False	36,362
10	107.70	99.07	8.63	8.1%	2.93	2.7%	92%	False	False	40,548
20	109.10	99.07	10.03	9.4%	2.76	2.6%	80%	False	False	53,724
40	109.10	94.71	14.39	13.4%	2.50	2.3%	86%	False	False	57,273

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113.17
2.618	111.02
1.618	109.70
1.000	108.88
0.618	108.38
HIGH	107.56
0.618	107.06
0.500	106.90
0.382	106.74
LOW	106.24
0.618	105.42
1.000	104.92
1.618	104.10
2.618	102.78
4.250	100.63

Fisher Pivots for day following 24-Mar-2011
Pivot	1 day	3 day
R1	107.00	106.69
PP	106.95	106.33
S1	106.90	105.98

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

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