NYMEX Light Sweet Crude Oil Future July 2009

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

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	50.38	51.13	0.75	1.5%	54.38
High	51.38	53.09	1.71	3.3%	54.41
Low	50.09	50.40	0.31	0.6%	49.07
Close	51.07	52.94	1.87	3.7%	52.94
Range	1.29	2.69	1.40	108.5%	5.34
ATR	2.44	2.46	0.02	0.7%	0.00
Volume	95,249	90,781	-4,468	-4.7%	393,985

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.21	59.27	54.42
R3	57.52	56.58	53.68
R2	54.83	54.83	53.43
R1	53.89	53.89	53.19	54.36
PP	52.14	52.14	52.14	52.38
S1	51.20	51.20	52.69	51.67
S2	49.45	49.45	52.45
S3	46.76	48.51	52.20
S4	44.07	45.82	51.46

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	68.16	65.89	55.88
R3	62.82	60.55	54.41
R2	57.48	57.48	53.92
R1	55.21	55.21	53.43	53.68
PP	52.14	52.14	52.14	51.37
S1	49.87	49.87	52.45	48.34
S2	46.80	46.80	51.96
S3	41.46	44.53	51.47
S4	36.12	39.19	50.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.41	49.07	5.34	10.1%	2.32	4.4%	72%	False	False	78,797
10	56.88	49.07	7.81	14.8%	2.15	4.1%	50%	False	False	68,798
20	57.50	49.07	8.43	15.9%	2.49	4.7%	46%	False	False	54,262
40	57.50	44.27	13.23	25.0%	2.54	4.8%	66%	False	False	37,359
60	57.50	42.19	15.31	28.9%	2.47	4.7%	70%	False	False	29,884
80	60.72	42.19	18.53	35.0%	2.63	5.0%	58%	False	False	25,343
100	60.72	42.19	18.53	35.0%	2.72	5.1%	58%	False	False	21,528
120	76.25	42.19	34.06	64.3%	2.67	5.0%	32%	False	False	18,497

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.51
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	64.52
2.618	60.13
1.618	57.44
1.000	55.78
0.618	54.75
HIGH	53.09
0.618	52.06
0.500	51.75
0.382	51.43
LOW	50.40
0.618	48.74
1.000	47.71
1.618	46.05
2.618	43.36
4.250	38.97

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	52.54	52.43
PP	52.14	51.92
S1	51.75	51.41

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

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