NYMEX Light Sweet Crude Oil Future June 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	54.22	55.35	1.13	2.1%	54.28
High	56.10	55.70	-0.40	-0.7%	56.10
Low	53.05	53.20	0.15	0.3%	53.05
Close	55.78	54.02	-1.76	-3.2%	54.02
Range	3.05	2.50	-0.55	-18.0%	3.05
ATR	2.73	2.72	-0.01	-0.4%	0.00
Volume	119,624	66,843	-52,781	-44.1%	397,386

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.81	60.41	55.40
R3	59.31	57.91	54.71
R2	56.81	56.81	54.48
R1	55.41	55.41	54.25	54.86
PP	54.31	54.31	54.31	54.03
S1	52.91	52.91	53.79	52.36
S2	51.81	51.81	53.56
S3	49.31	50.41	53.33
S4	46.81	47.91	52.65

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.54	61.83	55.70
R3	60.49	58.78	54.86
R2	57.44	57.44	54.58
R1	55.73	55.73	54.30	55.06
PP	54.39	54.39	54.39	54.06
S1	52.68	52.68	53.74	52.01
S2	51.34	51.34	53.46
S3	48.29	49.63	53.18
S4	45.24	46.58	52.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.10	53.05	3.05	5.6%	2.26	4.2%	32%	False	False	79,477
10	56.10	45.95	10.15	18.8%	2.62	4.9%	80%	False	False	70,135
20	56.10	43.03	13.07	24.2%	2.81	5.2%	84%	False	False	64,275
40	56.10	40.85	15.25	28.2%	2.64	4.9%	86%	False	False	52,258
60	59.66	40.85	18.81	34.8%	2.88	5.3%	70%	False	False	44,625
80	59.66	40.85	18.81	34.8%	2.94	5.4%	70%	False	False	39,083
100	76.00	40.85	35.15	65.1%	3.12	5.8%	37%	False	False	34,146
120	91.57	40.85	50.72	93.9%	3.26	6.0%	26%	False	False	30,598

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.74
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	66.33
2.618	62.25
1.618	59.75
1.000	58.20
0.618	57.25
HIGH	55.70
0.618	54.75
0.500	54.45
0.382	54.16
LOW	53.20
0.618	51.66
1.000	50.70
1.618	49.16
2.618	46.66
4.250	42.58

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	54.45	54.58
PP	54.31	54.39
S1	54.16	54.21

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

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