NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 31-Mar-2011

Day Change Summary
	Previous	Current
	30-Mar-2011	31-Mar-2011	Change	Change %	Previous Week
Open	106.33	106.21	-0.12	-0.1%	105.00
High	106.92	108.45	1.53	1.4%	107.70
Low	105.46	106.21	0.75	0.7%	104.25
Close	106.35	108.33	1.98	1.9%	107.06
Range	1.46	2.24	0.78	53.4%	3.45
ATR	2.42	2.41	-0.01	-0.5%	0.00
Volume	29,688	45,786	16,098	54.2%	199,197

Daily Pivots for day following 31-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.38	113.60	109.56
R3	112.14	111.36	108.95
R2	109.90	109.90	108.74
R1	109.12	109.12	108.54	109.51
PP	107.66	107.66	107.66	107.86
S1	106.88	106.88	108.12	107.27
S2	105.42	105.42	107.92
S3	103.18	104.64	107.71
S4	100.94	102.40	107.10

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	108.45	104.54	3.91	3.6%	1.74	1.6%	97%	True	False	36,406
10	108.45	102.90	5.55	5.1%	1.90	1.8%	98%	True	False	36,384
20	109.10	99.07	10.03	9.3%	2.55	2.4%	92%	False	False	45,472
40	109.10	95.75	13.35	12.3%	2.48	2.3%	94%	False	False	53,757

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	0.53
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	117.97
2.618	114.31
1.618	112.07
1.000	110.69
0.618	109.83
HIGH	108.45
0.618	107.59
0.500	107.33
0.382	107.07
LOW	106.21
0.618	104.83
1.000	103.97
1.618	102.59
2.618	100.35
4.250	96.69

Fisher Pivots for day following 31-Mar-2011
Pivot	1 day	3 day
R1	108.00	107.72
PP	107.66	107.11
S1	107.33	106.50

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

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