NYMEX Light Sweet Crude Oil Future April 2009

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

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	45.57	42.73	-2.84	-6.2%	44.34
High	46.04	47.22	1.18	2.6%	46.30
Low	42.08	42.51	0.43	1.0%	39.44
Close	42.33	47.03	4.70	11.1%	45.52
Range	3.96	4.71	0.75	18.9%	6.86
ATR	3.22	3.34	0.12	3.7%	0.00
Volume	289,157	339,876	50,719	17.5%	1,309,303

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.72	58.08	49.62
R3	55.01	53.37	48.33
R2	50.30	50.30	47.89
R1	48.66	48.66	47.46	49.48
PP	45.59	45.59	45.59	46.00
S1	43.95	43.95	46.60	44.77
S2	40.88	40.88	46.17
S3	36.17	39.24	45.73
S4	31.46	34.53	44.44

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.33	61.79	49.29
R3	57.47	54.93	47.41
R2	50.61	50.61	46.78
R1	48.07	48.07	46.15	49.34
PP	43.75	43.75	43.75	44.39
S1	41.21	41.21	44.89	42.48
S2	36.89	36.89	44.26
S3	30.03	34.35	43.63
S4	23.17	27.49	41.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.83	42.08	6.75	14.4%	3.67	7.8%	73%	False	False	310,832
10	48.83	39.44	9.39	20.0%	3.56	7.6%	81%	False	False	292,247
20	48.83	37.12	11.71	24.9%	3.18	6.8%	85%	False	False	269,452
40	50.88	37.12	13.76	29.3%	3.09	6.6%	72%	False	False	193,145
60	56.96	37.12	19.84	42.2%	3.32	7.1%	50%	False	False	137,186
80	62.61	37.12	25.49	54.2%	3.36	7.1%	39%	False	False	106,659
100	77.63	37.12	40.51	86.1%	3.53	7.5%	24%	False	False	86,735
120	111.15	37.12	74.03	157.4%	3.62	7.7%	13%	False	False	72,936

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	0.45
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	67.24
2.618	59.55
1.618	54.84
1.000	51.93
0.618	50.13
HIGH	47.22
0.618	45.42
0.500	44.87
0.382	44.31
LOW	42.51
0.618	39.60
1.000	37.80
1.618	34.89
2.618	30.18
4.250	22.49

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	46.31	46.42
PP	45.59	45.81
S1	44.87	45.20

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

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