NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 05-Apr-2011

Day Change Summary
	Previous	Current
	04-Apr-2011	05-Apr-2011	Change	Change %	Previous Week
Open	109.65	109.92	0.27	0.2%	107.20
High	110.39	110.55	0.16	0.1%	109.55
Low	109.24	109.41	0.17	0.2%	104.54
Close	110.25	110.39	0.14	0.1%	109.35
Range	1.15	1.14	-0.01	-0.9%	5.01
ATR	2.27	2.19	-0.08	-3.6%	0.00
Volume	36,837	33,517	-3,320	-9.0%	173,938

Daily Pivots for day following 05-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.54	113.10	111.02
R3	112.40	111.96	110.70
R2	111.26	111.26	110.60
R1	110.82	110.82	110.49	111.04
PP	110.12	110.12	110.12	110.23
S1	109.68	109.68	110.29	109.90
S2	108.98	108.98	110.18
S3	107.84	108.54	110.08
S4	106.70	107.40	109.76

Weekly Pivots for week ending 01-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	122.84	121.11	112.11
R3	117.83	116.10	110.73
R2	112.82	112.82	110.27
R1	111.09	111.09	109.81	111.96
PP	107.81	107.81	107.81	108.25
S1	106.08	106.08	108.89	106.95
S2	102.80	102.80	108.43
S3	97.79	101.07	107.97
S4	92.78	96.06	106.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.55	105.46	5.09	4.6%	1.52	1.4%	97%	True	False	37,360
10	110.55	104.54	6.01	5.4%	1.56	1.4%	97%	True	False	37,245
20	110.55	99.07	11.48	10.4%	2.41	2.2%	99%	True	False	41,322
40	110.55	95.75	14.80	13.4%	2.44	2.2%	99%	True	False	52,817

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	115.40
2.618	113.53
1.618	112.39
1.000	111.69
0.618	111.25
HIGH	110.55
0.618	110.11
0.500	109.98
0.382	109.85
LOW	109.41
0.618	108.71
1.000	108.27
1.618	107.57
2.618	106.43
4.250	104.57

Fisher Pivots for day following 05-Apr-2011
Pivot	1 day	3 day
R1	110.25	110.01
PP	110.12	109.62
S1	109.98	109.24

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

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