NYMEX Light Sweet Crude Oil Future March 2009

Trading Metrics calculated at close of trading on 12-Jan-2009

Day Change Summary
	Previous	Current
	09-Jan-2009	12-Jan-2009	Change	Change %	Previous Week
Open	47.21	45.66	-1.55	-3.3%	50.63
High	47.40	46.20	-1.20	-2.5%	54.74
Low	44.41	43.25	-1.16	-2.6%	44.41
Close	46.07	43.65	-2.42	-5.3%	46.07
Range	2.99	2.95	-0.04	-1.3%	10.33
ATR	4.13	4.05	-0.08	-2.0%	0.00
Volume	175,043	173,204	-1,839	-1.1%	636,458

Daily Pivots for day following 12-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	53.22	51.38	45.27
R3	50.27	48.43	44.46
R2	47.32	47.32	44.19
R1	45.48	45.48	43.92	44.93
PP	44.37	44.37	44.37	44.09
S1	42.53	42.53	43.38	41.98
S2	41.42	41.42	43.11
S3	38.47	39.58	42.84
S4	35.52	36.63	42.03

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.40	73.06	51.75
R3	69.07	62.73	48.91
R2	58.74	58.74	47.96
R1	52.40	52.40	47.02	50.41
PP	48.41	48.41	48.41	47.41
S1	42.07	42.07	45.12	40.08
S2	38.08	38.08	44.18
S3	27.75	31.74	43.23
S4	17.42	21.41	40.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.74	43.25	11.49	26.3%	3.67	8.4%	3%	False	True	151,044
10	54.74	40.57	14.17	32.5%	4.31	9.9%	22%	False	False	99,399
20	55.30	38.00	17.30	39.6%	4.02	9.2%	33%	False	False	75,359
40	61.86	38.00	23.86	54.7%	3.89	8.9%	24%	False	False	53,681
60	77.08	38.00	39.08	89.5%	4.15	9.5%	14%	False	False	40,117
80	111.00	38.00	73.00	167.2%	4.40	10.1%	8%	False	False	32,028
100	123.30	38.00	85.30	195.4%	4.22	9.7%	7%	False	False	26,434
120	130.50	38.00	92.50	211.9%	3.91	9.0%	6%	False	False	22,399

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.10
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	58.74
2.618	53.92
1.618	50.97
1.000	49.15
0.618	48.02
HIGH	46.20
0.618	45.07
0.500	44.73
0.382	44.38
LOW	43.25
0.618	41.43
1.000	40.30
1.618	38.48
2.618	35.53
4.250	30.71

Fisher Pivots for day following 12-Jan-2009
Pivot	1 day	3 day
R1	44.73	45.80
PP	44.37	45.08
S1	44.01	44.37

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

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