NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	55.92	57.03	1.11	2.0%	48.25
High	57.29	57.08	-0.21	-0.4%	55.76
Low	55.01	55.85	0.84	1.5%	47.02
Close	57.20	57.00	-0.20	-0.3%	55.20
Range	2.28	1.23	-1.05	-46.1%	8.74
ATR	2.79	2.69	-0.10	-3.7%	0.00
Volume	16,428	27,181	10,753	65.5%	95,576

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.33	59.90	57.68
R3	59.10	58.67	57.34
R2	57.87	57.87	57.23
R1	57.44	57.44	57.11	57.04
PP	56.64	56.64	56.64	56.45
S1	56.21	56.21	56.89	55.81
S2	55.41	55.41	56.77
S3	54.18	54.98	56.66
S4	52.95	53.75	56.32

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	57.29	50.23	7.06	12.4%	2.28	4.0%	96%	False	False	22,104
10	57.29	46.25	11.04	19.4%	2.71	4.7%	97%	False	False	20,227
20	57.29	44.27	13.02	22.8%	2.69	4.7%	98%	False	False	20,065
40	57.29	42.19	15.10	26.5%	2.52	4.4%	98%	False	False	17,195
60	60.72	42.19	18.53	32.5%	2.71	4.7%	80%	False	False	15,049
80	61.20	42.19	19.01	33.4%	2.78	4.9%	78%	False	False	12,847
100	76.25	42.19	34.06	59.8%	2.69	4.7%	43%	False	False	10,911
120	99.62	42.19	57.43	100.8%	2.52	4.4%	26%	False	False	9,519

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	62.31
2.618	60.30
1.618	59.07
1.000	58.31
0.618	57.84
HIGH	57.08
0.618	56.61
0.500	56.47
0.382	56.32
LOW	55.85
0.618	55.09
1.000	54.62
1.618	53.86
2.618	52.63
4.250	50.62

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	56.82	56.53
PP	56.64	56.06
S1	56.47	55.60

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

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