NYMEX Light Sweet Crude Oil Future July 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	56.65	55.10	-1.55	-2.7%	55.92
High	56.93	55.10	-1.83	-3.2%	57.29
Low	54.50	51.44	-3.06	-5.6%	54.50
Close	55.48	51.79	-3.69	-6.7%	55.48
Range	2.43	3.66	1.23	50.6%	2.79
ATR	2.59	2.70	0.10	4.0%	0.00
Volume	21,528	23,435	1,907	8.9%	114,028

Daily Pivots for day following 30-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.76	61.43	53.80
R3	60.10	57.77	52.80
R2	56.44	56.44	52.46
R1	54.11	54.11	52.13	53.45
PP	52.78	52.78	52.78	52.44
S1	50.45	50.45	51.45	49.79
S2	49.12	49.12	51.12
S3	45.46	46.79	50.78
S4	41.80	43.13	49.78

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.13	62.59	57.01
R3	61.34	59.80	56.25
R2	58.55	58.55	55.99
R1	57.01	57.01	55.74	56.39
PP	55.76	55.76	55.76	55.44
S1	54.22	54.22	55.22	53.60
S2	52.97	52.97	54.97
S3	50.18	51.43	54.71
S4	47.39	48.64	53.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.28	51.44	5.84	11.3%	2.23	4.3%	6%	False	True	24,207
10	57.29	49.09	8.20	15.8%	2.48	4.8%	33%	False	False	22,170
20	57.29	44.27	13.02	25.1%	2.60	5.0%	58%	False	False	20,515
40	57.29	42.19	15.10	29.2%	2.52	4.9%	64%	False	False	18,252
60	60.72	42.19	18.53	35.8%	2.63	5.1%	52%	False	False	16,186
80	60.72	42.19	18.53	35.8%	2.78	5.4%	52%	False	False	13,840
100	76.25	42.19	34.06	65.8%	2.72	5.3%	28%	False	False	11,746
120	91.66	42.19	49.47	95.5%	2.59	5.0%	19%	False	False	10,219

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	0.47
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	70.66
2.618	64.68
1.618	61.02
1.000	58.76
0.618	57.36
HIGH	55.10
0.618	53.70
0.500	53.27
0.382	52.84
LOW	51.44
0.618	49.18
1.000	47.78
1.618	45.52
2.618	41.86
4.250	35.89

Fisher Pivots for day following 30-Mar-2009
Pivot	1 day	3 day
R1	53.27	54.36
PP	52.78	53.50
S1	52.28	52.65

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

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