NYMEX Light Sweet Crude Oil Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Mar-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Mar-2009 | 31-Mar-2009 | Change | Change % | Previous Week |  
                        | Open | 53.88 | 50.10 | -3.78 | -7.0% | 54.28 |  
                        | High | 53.88 | 51.64 | -2.24 | -4.2% | 56.10 |  
                        | Low | 49.87 | 49.48 | -0.39 | -0.8% | 53.05 |  
                        | Close | 50.20 | 51.37 | 1.17 | 2.3% | 54.02 |  
                        | Range | 4.01 | 2.16 | -1.85 | -46.1% | 3.05 |  
                        | ATR | 2.82 | 2.78 | -0.05 | -1.7% | 0.00 |  
                        | Volume | 59,990 | 86,080 | 26,090 | 43.5% | 397,386 |  | 
    
| 
        
            | Daily Pivots for day following 31-Mar-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 57.31 | 56.50 | 52.56 |  |  
                | R3 | 55.15 | 54.34 | 51.96 |  |  
                | R2 | 52.99 | 52.99 | 51.77 |  |  
                | R1 | 52.18 | 52.18 | 51.57 | 52.59 |  
                | PP | 50.83 | 50.83 | 50.83 | 51.03 |  
                | S1 | 50.02 | 50.02 | 51.17 | 50.43 |  
                | S2 | 48.67 | 48.67 | 50.97 |  |  
                | S3 | 46.51 | 47.86 | 50.78 |  |  
                | S4 | 44.35 | 45.70 | 50.18 |  |  | 
        
            | 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 | 49.48 | 6.62 | 12.9% | 2.76 | 5.4% | 29% | False | True | 81,600 |  
                | 10 | 56.10 | 49.06 | 7.04 | 13.7% | 2.55 | 5.0% | 33% | False | False | 75,616 |  
                | 20 | 56.10 | 44.20 | 11.90 | 23.2% | 2.80 | 5.4% | 60% | False | False | 67,357 |  
                | 40 | 56.10 | 40.85 | 15.25 | 29.7% | 2.67 | 5.2% | 69% | False | False | 54,544 |  
                | 60 | 59.66 | 40.85 | 18.81 | 36.6% | 2.77 | 5.4% | 56% | False | False | 46,406 |  
                | 80 | 59.66 | 40.85 | 18.81 | 36.6% | 2.96 | 5.8% | 56% | False | False | 40,464 |  
                | 100 | 73.80 | 40.85 | 32.95 | 64.1% | 3.06 | 6.0% | 32% | False | False | 35,361 |  
                | 120 | 90.16 | 40.85 | 49.31 | 96.0% | 3.25 | 6.3% | 21% | False | False | 31,686 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 60.82 |  
            | 2.618 | 57.29 |  
            | 1.618 | 55.13 |  
            | 1.000 | 53.80 |  
            | 0.618 | 52.97 |  
            | HIGH | 51.64 |  
            | 0.618 | 50.81 |  
            | 0.500 | 50.56 |  
            | 0.382 | 50.31 |  
            | LOW | 49.48 |  
            | 0.618 | 48.15 |  
            | 1.000 | 47.32 |  
            | 1.618 | 45.99 |  
            | 2.618 | 43.83 |  
            | 4.250 | 40.30 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Mar-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 51.10 | 52.59 |  
                                | PP | 50.83 | 52.18 |  
                                | S1 | 50.56 | 51.78 |  |