NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 31-Mar-2009

Day Change Summary
	Previous	Current
	30-Mar-2009	31-Mar-2009	Change	Change %	Previous Week
Open	52.25	48.64	-3.61	-6.9%	52.13
High	52.25	50.00	-2.25	-4.3%	54.66
Low	48.11	47.77	-0.34	-0.7%	51.62
Close	48.41	49.66	1.25	2.6%	52.38
Range	4.14	2.23	-1.91	-46.1%	3.04
ATR	2.89	2.84	-0.05	-1.6%	0.00
Volume	181,165	222,171	41,006	22.6%	1,103,473

Daily Pivots for day following 31-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.83	54.98	50.89
R3	53.60	52.75	50.27
R2	51.37	51.37	50.07
R1	50.52	50.52	49.86	50.95
PP	49.14	49.14	49.14	49.36
S1	48.29	48.29	49.46	48.72
S2	46.91	46.91	49.25
S3	44.68	46.06	49.05
S4	42.45	43.83	48.43

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	47.77	6.89	13.9%	2.65	5.3%	27%	False	True	219,353
10	54.66	47.20	7.46	15.0%	2.60	5.2%	33%	False	False	216,340
20	54.66	43.19	11.47	23.1%	2.92	5.9%	56%	False	False	187,767
40	54.66	39.42	15.24	30.7%	2.77	5.6%	67%	False	False	132,777
60	58.31	39.42	18.89	38.0%	2.87	5.8%	54%	False	False	98,151
80	58.31	39.42	18.89	38.0%	3.01	6.1%	54%	False	False	76,610
100	73.88	39.42	34.46	69.4%	3.06	6.2%	30%	False	False	62,801
120	89.32	39.42	49.90	100.5%	3.06	6.2%	21%	False	False	53,084

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	59.48
2.618	55.84
1.618	53.61
1.000	52.23
0.618	51.38
HIGH	50.00
0.618	49.15
0.500	48.89
0.382	48.62
LOW	47.77
0.618	46.39
1.000	45.54
1.618	44.16
2.618	41.93
4.250	38.29

Fisher Pivots for day following 31-Mar-2009
Pivot	1 day	3 day
R1	49.40	51.03
PP	49.14	50.57
S1	48.89	50.12

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

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