NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	52.13	53.83	1.70	3.3%	46.38
High	54.05	54.20	0.15	0.3%	52.98
Low	51.62	52.45	0.83	1.6%	44.72
Close	53.80	53.98	0.18	0.3%	52.07
Range	2.43	1.75	-0.68	-28.0%	8.26
ATR	2.99	2.90	-0.09	-3.0%	0.00
Volume	180,152	229,889	49,737	27.6%	943,857

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.79	58.14	54.94
R3	57.04	56.39	54.46
R2	55.29	55.29	54.30
R1	54.64	54.64	54.14	54.97
PP	53.54	53.54	53.54	53.71
S1	52.89	52.89	53.82	53.22
S2	51.79	51.79	53.66
S3	50.04	51.14	53.50
S4	48.29	49.39	53.02

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.70	71.65	56.61
R3	66.44	63.39	54.34
R2	58.18	58.18	53.58
R1	55.13	55.13	52.83	56.66
PP	49.92	49.92	49.92	50.69
S1	46.87	46.87	51.31	48.40
S2	41.66	41.66	50.56
S3	33.40	38.61	49.80
S4	25.14	30.35	47.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.20	47.20	7.00	13.0%	2.55	4.7%	97%	True	False	213,327
10	54.20	43.74	10.46	19.4%	2.98	5.5%	98%	True	False	193,337
20	54.20	41.75	12.45	23.1%	3.01	5.6%	98%	True	False	160,226
40	54.20	39.42	14.78	27.4%	2.80	5.2%	99%	True	False	109,942
60	58.31	39.42	18.89	35.0%	2.98	5.5%	77%	False	False	80,585
80	59.89	39.42	20.47	37.9%	3.04	5.6%	71%	False	False	63,423
100	75.10	39.42	35.68	66.1%	3.16	5.9%	41%	False	False	52,133
120	99.01	39.42	59.59	110.4%	3.02	5.6%	24%	False	False	44,030

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.77
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	61.64
2.618	58.78
1.618	57.03
1.000	55.95
0.618	55.28
HIGH	54.20
0.618	53.53
0.500	53.33
0.382	53.12
LOW	52.45
0.618	51.37
1.000	50.70
1.618	49.62
2.618	47.87
4.250	45.01

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	53.76	53.52
PP	53.54	53.06
S1	53.33	52.60

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

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