NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 06-Apr-2011

Day Change Summary
	Previous	Current
	05-Apr-2011	06-Apr-2011	Change	Change %	Previous Week
Open	109.92	109.96	0.04	0.0%	107.20
High	110.55	111.09	0.54	0.5%	109.55
Low	109.41	109.74	0.33	0.3%	104.54
Close	110.39	110.77	0.38	0.3%	109.35
Range	1.14	1.35	0.21	18.4%	5.01
ATR	2.19	2.13	-0.06	-2.7%	0.00
Volume	33,517	41,172	7,655	22.8%	173,938

Daily Pivots for day following 06-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.58	114.03	111.51
R3	113.23	112.68	111.14
R2	111.88	111.88	111.02
R1	111.33	111.33	110.89	111.61
PP	110.53	110.53	110.53	110.67
S1	109.98	109.98	110.65	110.26
S2	109.18	109.18	110.52
S3	107.83	108.63	110.40
S4	106.48	107.28	110.03

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	111.09	106.21	4.88	4.4%	1.50	1.4%	93%	True	False	39,657
10	111.09	104.54	6.55	5.9%	1.53	1.4%	95%	True	False	37,981
20	111.09	99.07	12.02	10.9%	2.39	2.2%	97%	True	False	39,558
40	111.09	95.75	15.34	13.8%	2.42	2.2%	98%	True	False	53,100

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116.83
2.618	114.62
1.618	113.27
1.000	112.44
0.618	111.92
HIGH	111.09
0.618	110.57
0.500	110.42
0.382	110.26
LOW	109.74
0.618	108.91
1.000	108.39
1.618	107.56
2.618	106.21
4.250	104.00

Fisher Pivots for day following 06-Apr-2011
Pivot	1 day	3 day
R1	110.65	110.57
PP	110.53	110.37
S1	110.42	110.17

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

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