NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	55.40	56.65	1.25	2.3%	55.92
High	57.28	56.93	-0.35	-0.6%	57.29
Low	55.40	54.50	-0.90	-1.6%	54.50
Close	57.04	55.48	-1.56	-2.7%	55.48
Range	1.88	2.43	0.55	29.3%	2.79
ATR	2.60	2.59	0.00	-0.2%	0.00
Volume	28,271	21,528	-6,743	-23.9%	114,028

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.93	61.63	56.82
R3	60.50	59.20	56.15
R2	58.07	58.07	55.93
R1	56.77	56.77	55.70	56.21
PP	55.64	55.64	55.64	55.35
S1	54.34	54.34	55.26	53.78
S2	53.21	53.21	55.03
S3	50.78	51.91	54.81
S4	48.35	49.48	54.14

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.13	62.59	57.01
R3	61.34	59.80	56.25
R2	58.55	58.55	55.99
R1	57.01	57.01	55.74	56.39
PP	55.76	55.76	55.76	55.44
S1	54.22	54.22	55.22	53.60
S2	52.97	52.97	54.97
S3	50.18	51.43	54.71
S4	47.39	48.64	53.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.29	54.50	2.79	5.0%	1.95	3.5%	35%	False	True	22,805
10	57.29	47.02	10.27	18.5%	2.44	4.4%	82%	False	False	20,960
20	57.29	44.27	13.02	23.5%	2.60	4.7%	86%	False	False	20,199
40	57.29	42.19	15.10	27.2%	2.48	4.5%	88%	False	False	17,933
60	60.72	42.19	18.53	33.4%	2.69	4.8%	72%	False	False	15,958
80	60.72	42.19	18.53	33.4%	2.76	5.0%	72%	False	False	13,587
100	76.25	42.19	34.06	61.4%	2.69	4.9%	39%	False	False	11,531
120	91.84	42.19	49.65	89.5%	2.58	4.6%	27%	False	False	10,035

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	67.26
2.618	63.29
1.618	60.86
1.000	59.36
0.618	58.43
HIGH	56.93
0.618	56.00
0.500	55.72
0.382	55.43
LOW	54.50
0.618	53.00
1.000	52.07
1.618	50.57
2.618	48.14
4.250	44.17

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	55.72	55.89
PP	55.64	55.75
S1	55.56	55.62

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

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