NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 03-Apr-2009

Day Change Summary
	Previous	Current
	02-Apr-2009	03-Apr-2009	Change	Change %	Previous Week
Open	48.45	52.36	3.91	8.1%	52.25
High	52.87	53.90	1.03	1.9%	53.90
Low	48.45	51.02	2.57	5.3%	47.26
Close	52.64	52.51	-0.13	-0.2%	52.51
Range	4.42	2.88	-1.54	-34.8%	6.64
ATR	2.93	2.93	0.00	-0.1%	0.00
Volume	234,224	270,270	36,046	15.4%	1,148,084

Daily Pivots for day following 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.12	59.69	54.09
R3	58.24	56.81	53.30
R2	55.36	55.36	53.04
R1	53.93	53.93	52.77	54.65
PP	52.48	52.48	52.48	52.83
S1	51.05	51.05	52.25	51.77
S2	49.60	49.60	51.98
S3	46.72	48.17	51.72
S4	43.84	45.29	50.93

Weekly Pivots for week ending 03-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	71.14	68.47	56.16
R3	64.50	61.83	54.34
R2	57.86	57.86	53.73
R1	55.19	55.19	53.12	56.53
PP	51.22	51.22	51.22	51.89
S1	48.55	48.55	51.90	49.89
S2	44.58	44.58	51.29
S3	37.94	41.91	50.68
S4	31.30	35.27	48.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.90	47.26	6.64	12.6%	3.07	5.9%	79%	True	False	229,616
10	54.66	47.26	7.40	14.1%	2.64	5.0%	71%	False	False	225,155
20	54.66	43.74	10.92	20.8%	2.90	5.5%	80%	False	False	208,816
40	54.66	39.42	15.24	29.0%	2.89	5.5%	86%	False	False	148,686
60	54.66	39.42	15.24	29.0%	2.83	5.4%	86%	False	False	109,850
80	58.31	39.42	18.89	36.0%	3.01	5.7%	69%	False	False	85,379
100	69.72	39.42	30.30	57.7%	3.05	5.8%	43%	False	False	69,987
120	86.05	39.42	46.63	88.8%	3.07	5.8%	28%	False	False	59,213

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	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	66.14
2.618	61.44
1.618	58.56
1.000	56.78
0.618	55.68
HIGH	53.90
0.618	52.80
0.500	52.46
0.382	52.12
LOW	51.02
0.618	49.24
1.000	48.14
1.618	46.36
2.618	43.48
4.250	38.78

Fisher Pivots for day following 03-Apr-2009
Pivot	1 day	3 day
R1	52.49	51.87
PP	52.48	51.22
S1	52.46	50.58

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

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