NYMEX Light Sweet Crude Oil Future October 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	59.35	59.45	0.10	0.2%	49.73
High	59.39	59.88	0.49	0.8%	58.18
Low	57.93	58.98	1.05	1.8%	49.73
Close	58.39	59.87	1.48	2.5%	58.12
Range	1.46	0.90	-0.56	-38.4%	8.45
ATR	2.12	2.08	-0.05	-2.1%	0.00
Volume	7,715	5,071	-2,644	-34.3%	29,804

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.28	61.97	60.37
R3	61.38	61.07	60.12
R2	60.48	60.48	60.04
R1	60.17	60.17	59.95	60.33
PP	59.58	59.58	59.58	59.65
S1	59.27	59.27	59.79	59.43
S2	58.68	58.68	59.71
S3	57.78	58.37	59.62
S4	56.88	57.47	59.38

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.69	77.86	62.77
R3	72.24	69.41	60.44
R2	63.79	63.79	59.67
R1	60.96	60.96	58.89	62.38
PP	55.34	55.34	55.34	56.05
S1	52.51	52.51	57.35	53.93
S2	46.89	46.89	56.57
S3	38.44	44.06	55.80
S4	29.99	35.61	53.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.27	56.86	3.41	5.7%	1.25	2.1%	88%	False	False	6,557
10	60.27	49.73	10.54	17.6%	1.76	2.9%	96%	False	False	5,984
20	60.27	46.50	13.77	23.0%	1.71	2.9%	97%	False	False	6,060
40	60.27	45.06	15.21	25.4%	1.60	2.7%	97%	False	False	5,097

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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	63.71
2.618	62.24
1.618	61.34
1.000	60.78
0.618	60.44
HIGH	59.88
0.618	59.54
0.500	59.43
0.382	59.32
LOW	58.98
0.618	58.42
1.000	58.08
1.618	57.52
2.618	56.62
4.250	55.16

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	59.72	59.56
PP	59.58	59.24
S1	59.43	58.93

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

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