NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 30-Mar-2011

Day Change Summary
	Previous	Current
	29-Mar-2011	30-Mar-2011	Change	Change %	Previous Week
Open	105.61	106.33	0.72	0.7%	105.00
High	106.64	106.92	0.28	0.3%	107.70
Low	104.54	105.46	0.92	0.9%	104.25
Close	106.50	106.35	-0.15	-0.1%	107.06
Range	2.10	1.46	-0.64	-30.5%	3.45
ATR	2.50	2.42	-0.07	-3.0%	0.00
Volume	24,879	29,688	4,809	19.3%	199,197

Daily Pivots for day following 30-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.62	109.95	107.15
R3	109.16	108.49	106.75
R2	107.70	107.70	106.62
R1	107.03	107.03	106.48	107.37
PP	106.24	106.24	106.24	106.41
S1	105.57	105.57	106.22	105.91
S2	104.78	104.78	106.08
S3	103.32	104.11	105.95
S4	101.86	102.65	105.55

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	107.56	104.54	3.02	2.8%	1.55	1.5%	60%	False	False	36,305
10	107.70	99.80	7.90	7.4%	2.19	2.1%	83%	False	False	36,299
20	109.10	99.07	10.03	9.4%	2.55	2.4%	73%	False	False	46,869
40	109.10	95.75	13.35	12.6%	2.45	2.3%	79%	False	False	54,013

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.57
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113.13
2.618	110.74
1.618	109.28
1.000	108.38
0.618	107.82
HIGH	106.92
0.618	106.36
0.500	106.19
0.382	106.02
LOW	105.46
0.618	104.56
1.000	104.00
1.618	103.10
2.618	101.64
4.250	99.26

Fisher Pivots for day following 30-Mar-2011
Pivot	1 day	3 day
R1	106.30	106.20
PP	106.24	106.06
S1	106.19	105.91

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

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