NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 28-Mar-2011

Day Change Summary
	Previous	Current
	25-Mar-2011	28-Mar-2011	Change	Change %	Previous Week
Open	106.90	107.20	0.30	0.3%	105.00
High	107.49	107.28	-0.21	-0.2%	107.70
Low	106.29	105.59	-0.70	-0.7%	104.25
Close	107.06	105.93	-1.13	-1.1%	107.06
Range	1.20	1.69	0.49	40.8%	3.45
ATR	2.59	2.53	-0.06	-2.5%	0.00
Volume	49,068	32,612	-16,456	-33.5%	199,197

Daily Pivots for day following 28-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	111.34	110.32	106.86
R3	109.65	108.63	106.39
R2	107.96	107.96	106.24
R1	106.94	106.94	106.08	106.61
PP	106.27	106.27	106.27	106.10
S1	105.25	105.25	105.78	104.92
S2	104.58	104.58	105.62
S3	102.89	103.56	105.47
S4	101.20	101.87	105.00

Weekly Pivots for week ending 25-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.69	115.32	108.96
R3	113.24	111.87	108.01
R2	109.79	109.79	107.69
R1	108.42	108.42	107.38	109.11
PP	106.34	106.34	106.34	106.68
S1	104.97	104.97	106.74	105.66
S2	102.89	102.89	106.43
S3	99.44	101.52	106.11
S4	95.99	98.07	105.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	107.70	104.25	3.45	3.3%	1.69	1.6%	49%	False	False	37,404
10	107.70	99.07	8.63	8.1%	2.64	2.5%	79%	False	False	38,872
20	109.10	99.07	10.03	9.5%	2.65	2.5%	68%	False	False	49,546
40	109.10	95.75	13.35	12.6%	2.47	2.3%	76%	False	False	56,494

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114.46
2.618	111.70
1.618	110.01
1.000	108.97
0.618	108.32
HIGH	107.28
0.618	106.63
0.500	106.44
0.382	106.24
LOW	105.59
0.618	104.55
1.000	103.90
1.618	102.86
2.618	101.17
4.250	98.41

Fisher Pivots for day following 28-Mar-2011
Pivot	1 day	3 day
R1	106.44	106.58
PP	106.27	106.36
S1	106.10	106.15

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

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