NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	53.04	54.50	1.46	2.8%	48.25
High	55.76	55.46	-0.30	-0.5%	55.76
Low	52.43	53.90	1.47	2.8%	47.02
Close	54.79	55.20	0.41	0.7%	55.20
Range	3.33	1.56	-1.77	-53.2%	8.74
ATR	2.93	2.83	-0.10	-3.3%	0.00
Volume	23,003	24,973	1,970	8.6%	95,576

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.53	58.93	56.06
R3	57.97	57.37	55.63
R2	56.41	56.41	55.49
R1	55.81	55.81	55.34	56.11
PP	54.85	54.85	54.85	55.01
S1	54.25	54.25	55.06	54.55
S2	53.29	53.29	54.91
S3	51.73	52.69	54.77
S4	50.17	51.13	54.34

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.88	75.78	60.01
R3	70.14	67.04	57.60
R2	61.40	61.40	56.80
R1	58.30	58.30	56.00	59.85
PP	52.66	52.66	52.66	53.44
S1	49.56	49.56	54.40	51.11
S2	43.92	43.92	53.60
S3	35.18	40.82	52.80
S4	26.44	32.08	50.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.76	47.02	8.74	15.8%	2.92	5.3%	94%	False	False	19,115
10	55.76	46.25	9.51	17.2%	2.86	5.2%	94%	False	False	20,426
20	55.76	43.42	12.34	22.4%	2.75	5.0%	95%	False	False	19,203
40	55.76	42.19	13.57	24.6%	2.60	4.7%	96%	False	False	16,733
60	60.72	42.19	18.53	33.6%	2.74	5.0%	70%	False	False	14,600
80	61.20	42.19	19.01	34.4%	2.82	5.1%	68%	False	False	12,408
100	76.25	42.19	34.06	61.7%	2.70	4.9%	38%	False	False	10,556
120	102.25	42.19	60.06	108.8%	2.50	4.5%	22%	False	False	9,192

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.77
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	62.09
2.618	59.54
1.618	57.98
1.000	57.02
0.618	56.42
HIGH	55.46
0.618	54.86
0.500	54.68
0.382	54.50
LOW	53.90
0.618	52.94
1.000	52.34
1.618	51.38
2.618	49.82
4.250	47.27

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	55.03	54.47
PP	54.85	53.73
S1	54.68	53.00

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

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