NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	107.18	107.82	0.64	0.6%	107.50
High	108.24	107.91	-0.33	-0.3%	107.56
Low	106.55	105.35	-1.20	-1.1%	103.78
Close	108.09	105.61	-2.48	-2.3%	107.06
Range	1.69	2.56	0.87	51.5%	3.78
ATR	2.22	2.26	0.04	1.7%	0.00
Volume	83,668	26,441	-57,227	-68.4%	1,259,109

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.97	112.35	107.02
R3	111.41	109.79	106.31
R2	108.85	108.85	106.08
R1	107.23	107.23	105.84	106.76
PP	106.29	106.29	106.29	106.06
S1	104.67	104.67	105.38	104.20
S2	103.73	103.73	105.14
S3	101.17	102.11	104.91
S4	98.61	99.55	104.20

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	117.47	116.05	109.14
R3	113.69	112.27	108.10
R2	109.91	109.91	107.75
R1	108.49	108.49	107.41	107.31
PP	106.13	106.13	106.13	105.55
S1	104.71	104.71	106.71	103.53
S2	102.35	102.35	106.37
S3	98.57	100.93	106.02
S4	94.79	97.15	104.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.24	103.78	4.46	4.2%	2.15	2.0%	41%	False	False	181,617
10	108.24	103.78	4.46	4.2%	2.03	1.9%	41%	False	False	219,423
20	110.55	103.78	6.77	6.4%	2.31	2.2%	27%	False	False	251,705
40	110.55	95.81	14.74	14.0%	2.20	2.1%	66%	False	False	184,502
60	110.55	95.81	14.74	14.0%	2.20	2.1%	66%	False	False	136,688
80	110.55	93.27	17.28	16.4%	2.26	2.1%	71%	False	False	108,151
100	110.55	89.34	21.21	20.1%	2.30	2.2%	77%	False	False	89,944
120	110.55	76.15	34.40	32.6%	2.38	2.3%	86%	False	False	76,673

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	0.46
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	118.79
2.618	114.61
1.618	112.05
1.000	110.47
0.618	109.49
HIGH	107.91
0.618	106.93
0.500	106.63
0.382	106.33
LOW	105.35
0.618	103.77
1.000	102.79
1.618	101.21
2.618	98.65
4.250	94.47

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	106.63	106.69
PP	106.29	106.33
S1	105.95	105.97

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

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