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

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

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

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

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