NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	52.84	54.00	1.16	2.2%	52.13
High	54.66	54.28	-0.38	-0.7%	54.66
Low	52.76	51.64	-1.12	-2.1%	51.62
Close	54.34	52.38	-1.96	-3.6%	52.38
Range	1.90	2.64	0.74	38.9%	3.04
ATR	2.79	2.78	-0.01	-0.2%	0.00
Volume	283,727	196,916	-86,811	-30.6%	1,103,473

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.69	59.17	53.83
R3	58.05	56.53	53.11
R2	55.41	55.41	52.86
R1	53.89	53.89	52.62	53.33
PP	52.77	52.77	52.77	52.49
S1	51.25	51.25	52.14	50.69
S2	50.13	50.13	51.90
S3	47.49	48.61	51.65
S4	44.85	45.97	50.93

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.01	60.23	54.05
R3	58.97	57.19	53.22
R2	55.93	55.93	52.94
R1	54.15	54.15	52.66	55.04
PP	52.89	52.89	52.89	53.33
S1	51.11	51.11	52.10	52.00
S2	49.85	49.85	51.82
S3	46.81	48.07	51.54
S4	43.77	45.03	50.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.66	51.62	3.04	5.8%	2.21	4.2%	25%	False	False	220,694
10	54.66	44.72	9.94	19.0%	2.66	5.1%	77%	False	False	204,733
20	54.66	41.75	12.91	24.6%	2.94	5.6%	82%	False	False	178,011
40	54.66	39.42	15.24	29.1%	2.74	5.2%	85%	False	False	124,177
60	58.31	39.42	18.89	36.1%	2.99	5.7%	69%	False	False	91,877
80	58.31	39.42	18.89	36.1%	2.98	5.7%	69%	False	False	71,789
100	75.10	39.42	35.68	68.1%	3.10	5.9%	36%	False	False	58,875
120	92.08	39.42	52.66	100.5%	3.06	5.8%	25%	False	False	49,760

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	65.50
2.618	61.19
1.618	58.55
1.000	56.92
0.618	55.91
HIGH	54.28
0.618	53.27
0.500	52.96
0.382	52.65
LOW	51.64
0.618	50.01
1.000	49.00
1.618	47.37
2.618	44.73
4.250	40.42

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	52.96	53.15
PP	52.77	52.89
S1	52.57	52.64

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

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