NYMEX Light Sweet Crude Oil Future May 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	53.73	52.84	-0.89	-1.7%	46.38
High	54.18	54.66	0.48	0.9%	52.98
Low	51.86	52.76	0.90	1.7%	44.72
Close	52.77	54.34	1.57	3.0%	52.07
Range	2.32	1.90	-0.42	-18.1%	8.26
ATR	2.86	2.79	-0.07	-2.4%	0.00
Volume	212,789	283,727	70,938	33.3%	943,857

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.62	58.88	55.39
R3	57.72	56.98	54.86
R2	55.82	55.82	54.69
R1	55.08	55.08	54.51	55.45
PP	53.92	53.92	53.92	54.11
S1	53.18	53.18	54.17	53.55
S2	52.02	52.02	53.99
S3	50.12	51.28	53.82
S4	48.22	49.38	53.30

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	54.66	51.00	3.66	6.7%	2.02	3.7%	91%	True	False	236,804
10	54.66	44.72	9.94	18.3%	2.63	4.8%	97%	True	False	205,407
20	54.66	41.75	12.91	23.8%	2.93	5.4%	98%	True	False	173,734
40	54.66	39.42	15.24	28.0%	2.72	5.0%	98%	True	False	120,201
60	58.31	39.42	18.89	34.8%	2.97	5.5%	79%	False	False	88,725
80	58.40	39.42	18.98	34.9%	3.00	5.5%	79%	False	False	69,393
100	75.10	39.42	35.68	65.7%	3.12	5.7%	42%	False	False	56,978
120	94.50	39.42	55.08	101.4%	3.05	5.6%	27%	False	False	48,138

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	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.72
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	62.74
2.618	59.63
1.618	57.73
1.000	56.56
0.618	55.83
HIGH	54.66
0.618	53.93
0.500	53.71
0.382	53.49
LOW	52.76
0.618	51.59
1.000	50.86
1.618	49.69
2.618	47.79
4.250	44.69

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	54.13	53.98
PP	53.92	53.62
S1	53.71	53.26

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

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