NYMEX Light Sweet Crude Oil Future December 2011

Trading Metrics calculated at close of trading on 11-Apr-2011

Day Change Summary
	Previous	Current
	08-Apr-2011	11-Apr-2011	Change	Change %	Previous Week
Open	111.64	114.58	2.94	2.6%	109.65
High	114.45	114.90	0.45	0.4%	114.45
Low	111.48	110.82	-0.66	-0.6%	109.24
Close	114.18	111.83	-2.35	-2.1%	114.18
Range	2.97	4.08	1.11	37.4%	5.21
ATR	2.16	2.30	0.14	6.3%	0.00
Volume	45,925	48,880	2,955	6.4%	190,173

Daily Pivots for day following 11-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	124.76	122.37	114.07
R3	120.68	118.29	112.95
R2	116.60	116.60	112.58
R1	114.21	114.21	112.20	113.37
PP	112.52	112.52	112.52	112.09
S1	110.13	110.13	111.46	109.29
S2	108.44	108.44	111.08
S3	104.36	106.05	110.71
S4	100.28	101.97	109.59

Weekly Pivots for week ending 08-Apr-2011
	Classic	Woodie	Camarilla	DeMark
R4	128.25	126.43	117.05
R3	123.04	121.22	115.61
R2	117.83	117.83	115.14
R1	116.01	116.01	114.66	116.92
PP	112.62	112.62	112.62	113.08
S1	110.80	110.80	113.70	111.71
S2	107.41	107.41	113.22
S3	102.20	105.59	112.75
S4	96.99	100.38	111.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.90	109.41	5.49	4.9%	2.26	2.0%	44%	True	False	40,443
10	114.90	104.54	10.36	9.3%	1.99	1.8%	70%	True	False	38,037
20	114.90	99.07	15.83	14.2%	2.31	2.1%	81%	True	False	38,455
40	114.90	95.75	19.15	17.1%	2.55	2.3%	84%	True	False	52,148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	132.24
2.618	125.58
1.618	121.50
1.000	118.98
0.618	117.42
HIGH	114.90
0.618	113.34
0.500	112.86
0.382	112.38
LOW	110.82
0.618	108.30
1.000	106.74
1.618	104.22
2.618	100.14
4.250	93.48

Fisher Pivots for day following 11-Apr-2011
Pivot	1 day	3 day
R1	112.86	112.56
PP	112.52	112.32
S1	112.17	112.07

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

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