NYMEX Light Sweet Crude Oil Future June 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 | 
                        55.35 | 
                        54.22 | 
                        -1.13 | 
                        -2.0% | 
                        47.74 | 
                     
                    
                        | High | 
                        55.58 | 
                        56.10 | 
                        0.52 | 
                        0.9% | 
                        54.49 | 
                     
                    
                        | Low | 
                        53.50 | 
                        53.05 | 
                        -0.45 | 
                        -0.8% | 
                        45.95 | 
                     
                    
                        | Close | 
                        54.19 | 
                        55.78 | 
                        1.59 | 
                        2.9% | 
                        53.80 | 
                     
                    
                        | Range | 
                        2.08 | 
                        3.05 | 
                        0.97 | 
                        46.6% | 
                        8.54 | 
                     
                    
                        | ATR | 
                        2.71 | 
                        2.73 | 
                        0.02 | 
                        0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        75,464 | 
                        119,624 | 
                        44,160 | 
                        58.5% | 
                        303,967 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                64.13 | 
                63.00 | 
                57.46 | 
                 | 
             
            
                | R3 | 
                61.08 | 
                59.95 | 
                56.62 | 
                 | 
             
            
                | R2 | 
                58.03 | 
                58.03 | 
                56.34 | 
                 | 
             
            
                | R1 | 
                56.90 | 
                56.90 | 
                56.06 | 
                57.47 | 
             
            
                | PP | 
                54.98 | 
                54.98 | 
                54.98 | 
                55.26 | 
             
            
                | S1 | 
                53.85 | 
                53.85 | 
                55.50 | 
                54.42 | 
             
            
                | S2 | 
                51.93 | 
                51.93 | 
                55.22 | 
                 | 
             
            
                | S3 | 
                48.88 | 
                50.80 | 
                54.94 | 
                 | 
             
            
                | S4 | 
                45.83 | 
                47.75 | 
                54.10 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                56.10 | 
                52.60 | 
                3.50 | 
                6.3% | 
                2.10 | 
                3.8% | 
                91% | 
                True | 
                False | 
                82,688 | 
                 
                
                | 10 | 
                56.10 | 
                45.95 | 
                10.15 | 
                18.2% | 
                2.59 | 
                4.6% | 
                97% | 
                True | 
                False | 
                69,616 | 
                 
                
                | 20 | 
                56.10 | 
                43.03 | 
                13.07 | 
                23.4% | 
                2.80 | 
                5.0% | 
                98% | 
                True | 
                False | 
                63,660 | 
                 
                
                | 40 | 
                56.10 | 
                40.85 | 
                15.25 | 
                27.3% | 
                2.62 | 
                4.7% | 
                98% | 
                True | 
                False | 
                51,437 | 
                 
                
                | 60 | 
                59.66 | 
                40.85 | 
                18.81 | 
                33.7% | 
                2.87 | 
                5.1% | 
                79% | 
                False | 
                False | 
                43,724 | 
                 
                
                | 80 | 
                59.66 | 
                40.85 | 
                18.81 | 
                33.7% | 
                2.96 | 
                5.3% | 
                79% | 
                False | 
                False | 
                38,370 | 
                 
                
                | 100 | 
                76.00 | 
                40.85 | 
                35.15 | 
                63.0% | 
                3.14 | 
                5.6% | 
                42% | 
                False | 
                False | 
                33,670 | 
                 
                
                | 120 | 
                95.75 | 
                40.85 | 
                54.90 | 
                98.4% | 
                3.27 | 
                5.9% | 
                27% | 
                False | 
                False | 
                30,128 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            69.06 | 
         
        
            | 
2.618             | 
            64.08 | 
         
        
            | 
1.618             | 
            61.03 | 
         
        
            | 
1.000             | 
            59.15 | 
         
        
            | 
0.618             | 
            57.98 | 
         
        
            | 
HIGH             | 
            56.10 | 
         
        
            | 
0.618             | 
            54.93 | 
         
        
            | 
0.500             | 
            54.58 | 
         
        
            | 
0.382             | 
            54.22 | 
         
        
            | 
LOW             | 
            53.05 | 
         
        
            | 
0.618             | 
            51.17 | 
         
        
            | 
1.000             | 
            50.00 | 
         
        
            | 
1.618             | 
            48.12 | 
         
        
            | 
2.618             | 
            45.07 | 
         
        
            | 
4.250             | 
            40.09 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Mar-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                55.38 | 
                                55.38 | 
                             
                            
                                | PP | 
                                54.98 | 
                                54.98 | 
                             
                            
                                | S1 | 
                                54.58 | 
                                54.58 | 
                             
             
         |