NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 30-Mar-2009

Day Change Summary
	Previous	Current
	27-Mar-2009	30-Mar-2009	Change	Change %	Previous Week
Open	55.35	53.88	-1.47	-2.7%	54.28
High	55.70	53.88	-1.82	-3.3%	56.10
Low	53.20	49.87	-3.33	-6.3%	53.05
Close	54.02	50.20	-3.82	-7.1%	54.02
Range	2.50	4.01	1.51	60.4%	3.05
ATR	2.72	2.82	0.10	3.8%	0.00
Volume	66,843	59,990	-6,853	-10.3%	397,386

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.35	60.78	52.41
R3	59.34	56.77	51.30
R2	55.33	55.33	50.94
R1	52.76	52.76	50.57	52.04
PP	51.32	51.32	51.32	50.96
S1	48.75	48.75	49.83	48.03
S2	47.31	47.31	49.46
S3	43.30	44.74	49.10
S4	39.29	40.73	47.99

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	49.87	6.23	12.4%	2.59	5.2%	5%	False	True	80,176
10	56.10	48.19	7.91	15.8%	2.68	5.3%	25%	False	False	71,929
20	56.10	43.03	13.07	26.0%	2.81	5.6%	55%	False	False	64,837
40	56.10	40.85	15.25	30.4%	2.69	5.4%	61%	False	False	53,090
60	59.66	40.85	18.81	37.5%	2.82	5.6%	50%	False	False	45,367
80	59.66	40.85	18.81	37.5%	2.95	5.9%	50%	False	False	39,649
100	76.00	40.85	35.15	70.0%	3.13	6.2%	27%	False	False	34,653
120	91.43	40.85	50.58	100.8%	3.27	6.5%	18%	False	False	31,038

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	70.92
2.618	64.38
1.618	60.37
1.000	57.89
0.618	56.36
HIGH	53.88
0.618	52.35
0.500	51.88
0.382	51.40
LOW	49.87
0.618	47.39
1.000	45.86
1.618	43.38
2.618	39.37
4.250	32.83

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	51.88	52.99
PP	51.32	52.06
S1	50.76	51.13

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

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