NYMEX Light Sweet Crude Oil Future June 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 | 54.28 | 55.50 | 1.22 | 2.2% | 47.74 |  
                        | High | 55.92 | 55.70 | -0.22 | -0.4% | 54.49 |  
                        | Low | 53.57 | 54.38 | 0.81 | 1.5% | 45.95 |  
                        | Close | 55.73 | 55.63 | -0.10 | -0.2% | 53.80 |  
                        | Range | 2.35 | 1.32 | -1.03 | -43.8% | 8.54 |  
                        | ATR | 2.86 | 2.75 | -0.11 | -3.8% | 0.00 |  
                        | Volume | 56,496 | 78,959 | 22,463 | 39.8% | 303,967 |  | 
    
| 
        
            | Daily Pivots for day following 24-Mar-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 59.20 | 58.73 | 56.36 |  |  
                | R3 | 57.88 | 57.41 | 55.99 |  |  
                | R2 | 56.56 | 56.56 | 55.87 |  |  
                | R1 | 56.09 | 56.09 | 55.75 | 56.33 |  
                | PP | 55.24 | 55.24 | 55.24 | 55.35 |  
                | S1 | 54.77 | 54.77 | 55.51 | 55.01 |  
                | S2 | 53.92 | 53.92 | 55.39 |  |  
                | S3 | 52.60 | 53.45 | 55.27 |  |  
                | S4 | 51.28 | 52.13 | 54.90 |  |  | 
        
            | Weekly Pivots for week ending 20-Mar-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 77.03 | 73.96 | 58.50 |  |  
                | R3 | 68.49 | 65.42 | 56.15 |  |  
                | R2 | 59.95 | 59.95 | 55.37 |  |  
                | R1 | 56.88 | 56.88 | 54.58 | 58.42 |  
                | PP | 51.41 | 51.41 | 51.41 | 52.18 |  
                | S1 | 48.34 | 48.34 | 53.02 | 49.88 |  
                | S2 | 42.87 | 42.87 | 52.23 |  |  
                | S3 | 34.33 | 39.80 | 51.45 |  |  
                | S4 | 25.79 | 31.26 | 49.10 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 55.92 | 49.06 | 6.86 | 12.3% | 2.34 | 4.2% | 96% | False | False | 69,631 |  
                | 10 | 55.92 | 45.08 | 10.84 | 19.5% | 2.81 | 5.1% | 97% | False | False | 64,896 |  
                | 20 | 55.92 | 43.03 | 12.89 | 23.2% | 2.83 | 5.1% | 98% | False | False | 59,251 |  
                | 40 | 55.92 | 40.85 | 15.07 | 27.1% | 2.66 | 4.8% | 98% | False | False | 48,444 |  
                | 60 | 59.66 | 40.85 | 18.81 | 33.8% | 2.87 | 5.2% | 79% | False | False | 40,703 |  
                | 80 | 61.33 | 40.85 | 20.48 | 36.8% | 2.99 | 5.4% | 72% | False | False | 36,311 |  
                | 100 | 76.00 | 40.85 | 35.15 | 63.2% | 3.19 | 5.7% | 42% | False | False | 31,989 |  
                | 120 | 100.75 | 40.85 | 59.90 | 107.7% | 3.30 | 5.9% | 25% | False | False | 28,622 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 61.31 |  
            | 2.618 | 59.16 |  
            | 1.618 | 57.84 |  
            | 1.000 | 57.02 |  
            | 0.618 | 56.52 |  
            | HIGH | 55.70 |  
            | 0.618 | 55.20 |  
            | 0.500 | 55.04 |  
            | 0.382 | 54.88 |  
            | LOW | 54.38 |  
            | 0.618 | 53.56 |  
            | 1.000 | 53.06 |  
            | 1.618 | 52.24 |  
            | 2.618 | 50.92 |  
            | 4.250 | 48.77 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Mar-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 55.43 | 55.17 |  
                                | PP | 55.24 | 54.72 |  
                                | S1 | 55.04 | 54.26 |  |