NYMEX Light Sweet Crude Oil Future August 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	54.10	55.53	1.43	2.6%	48.23
High	56.84	56.40	-0.44	-0.8%	56.84
Low	54.10	55.09	0.99	1.8%	48.06
Close	55.86	56.28	0.42	0.8%	56.28
Range	2.74	1.31	-1.43	-52.2%	8.78
ATR	2.60	2.51	-0.09	-3.5%	0.00
Volume	9,720	9,894	174	1.8%	43,303

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.85	59.38	57.00
R3	58.54	58.07	56.64
R2	57.23	57.23	56.52
R1	56.76	56.76	56.40	57.00
PP	55.92	55.92	55.92	56.04
S1	55.45	55.45	56.16	55.69
S2	54.61	54.61	56.04
S3	53.30	54.14	55.92
S4	51.99	52.83	55.56

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.07	76.95	61.11
R3	71.29	68.17	58.69
R2	62.51	62.51	57.89
R1	59.39	59.39	57.08	60.95
PP	53.73	53.73	53.73	54.51
S1	50.61	50.61	55.48	52.17
S2	44.95	44.95	54.67
S3	36.17	41.83	53.87
S4	27.39	33.05	51.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.84	48.06	8.78	15.6%	2.54	4.5%	94%	False	False	8,660
10	56.84	47.14	9.70	17.2%	2.50	4.4%	94%	False	False	9,995
20	56.84	44.41	12.43	22.1%	2.40	4.3%	95%	False	False	10,270
40	56.84	43.34	13.50	24.0%	2.22	3.9%	96%	False	False	8,544
60	60.48	43.34	17.14	30.5%	2.10	3.7%	75%	False	False	6,968
80	62.08	43.34	18.74	33.3%	1.79	3.2%	69%	False	False	5,982
100	76.95	43.34	33.61	59.7%	1.77	3.1%	39%	False	False	5,156
120	102.52	43.34	59.18	105.2%	1.65	2.9%	22%	False	False	4,491

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	0.46
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	61.97
2.618	59.83
1.618	58.52
1.000	57.71
0.618	57.21
HIGH	56.40
0.618	55.90
0.500	55.75
0.382	55.59
LOW	55.09
0.618	54.28
1.000	53.78
1.618	52.97
2.618	51.66
4.250	49.52

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	56.10	55.53
PP	55.92	54.78
S1	55.75	54.03

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

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