NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	56.39	55.40	-0.99	-1.8%	48.25
High	56.80	57.28	0.48	0.8%	55.76
Low	54.85	55.40	0.55	1.0%	47.02
Close	55.47	57.04	1.57	2.8%	55.20
Range	1.95	1.88	-0.07	-3.6%	8.74
ATR	2.65	2.60	-0.06	-2.1%	0.00
Volume	20,620	28,271	7,651	37.1%	95,576

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.21	61.51	58.07
R3	60.33	59.63	57.56
R2	58.45	58.45	57.38
R1	57.75	57.75	57.21	58.10
PP	56.57	56.57	56.57	56.75
S1	55.87	55.87	56.87	56.22
S2	54.69	54.69	56.70
S3	52.81	53.99	56.52
S4	50.93	52.11	56.01

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.88	75.78	60.01
R3	70.14	67.04	57.60
R2	61.40	61.40	56.80
R1	58.30	58.30	56.00	59.85
PP	52.66	52.66	52.66	53.44
S1	49.56	49.56	54.40	51.11
S2	43.92	43.92	53.60
S3	35.18	40.82	52.80
S4	26.44	32.08	50.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.29	53.90	3.39	5.9%	1.78	3.1%	93%	False	False	23,494
10	57.29	47.02	10.27	18.0%	2.41	4.2%	98%	False	False	20,302
20	57.29	44.27	13.02	22.8%	2.58	4.5%	98%	False	False	20,456
40	57.29	42.19	15.10	26.5%	2.46	4.3%	98%	False	False	17,695
60	60.72	42.19	18.53	32.5%	2.68	4.7%	80%	False	False	15,704
80	60.72	42.19	18.53	32.5%	2.77	4.9%	80%	False	False	13,345
100	76.25	42.19	34.06	59.7%	2.71	4.7%	44%	False	False	11,344
120	94.07	42.19	51.88	91.0%	2.56	4.5%	29%	False	False	9,905

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	65.27
2.618	62.20
1.618	60.32
1.000	59.16
0.618	58.44
HIGH	57.28
0.618	56.56
0.500	56.34
0.382	56.12
LOW	55.40
0.618	54.24
1.000	53.52
1.618	52.36
2.618	50.48
4.250	47.41

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	56.81	56.72
PP	56.57	56.39
S1	56.34	56.07

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

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