NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 31-Mar-2009

Day Change Summary
	Previous	Current
	30-Mar-2009	31-Mar-2009	Change	Change %	Previous Week
Open	56.05	53.51	-2.54	-4.5%	56.52
High	56.05	54.39	-1.66	-3.0%	58.40
Low	52.75	52.19	-0.56	-1.1%	55.72
Close	53.05	53.93	0.88	1.7%	56.65
Range	3.30	2.20	-1.10	-33.3%	2.68
ATR	2.43	2.41	-0.02	-0.7%	0.00
Volume	8,054	9,713	1,659	20.6%	37,060

Daily Pivots for day following 31-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.10	59.22	55.14
R3	57.90	57.02	54.54
R2	55.70	55.70	54.33
R1	54.82	54.82	54.13	55.26
PP	53.50	53.50	53.50	53.73
S1	52.62	52.62	53.73	53.06
S2	51.30	51.30	53.53
S3	49.10	50.42	53.33
S4	46.90	48.22	52.72

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.96	63.49	58.12
R3	62.28	60.81	57.39
R2	59.60	59.60	57.14
R1	58.13	58.13	56.90	58.87
PP	56.92	56.92	56.92	57.29
S1	55.45	55.45	56.40	56.19
S2	54.24	54.24	56.16
S3	51.56	52.77	55.91
S4	48.88	50.09	55.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.19	52.19	6.00	11.1%	2.10	3.9%	29%	False	True	7,895
10	58.40	51.22	7.18	13.3%	2.06	3.8%	38%	False	False	8,463
20	58.40	47.14	11.26	20.9%	2.25	4.2%	60%	False	False	9,687
40	58.40	43.34	15.06	27.9%	2.18	4.0%	70%	False	False	8,770
60	60.48	43.34	17.14	31.8%	2.10	3.9%	62%	False	False	7,629
80	60.48	43.34	17.14	31.8%	1.91	3.5%	62%	False	False	6,449
100	72.08	43.34	28.74	53.3%	1.75	3.2%	37%	False	False	5,525
120	89.88	43.34	46.54	86.3%	1.73	3.2%	23%	False	False	4,880

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	63.74
2.618	60.15
1.618	57.95
1.000	56.59
0.618	55.75
HIGH	54.39
0.618	53.55
0.500	53.29
0.382	53.03
LOW	52.19
0.618	50.83
1.000	49.99
1.618	48.63
2.618	46.43
4.250	42.84

Fisher Pivots for day following 31-Mar-2009
Pivot	1 day	3 day
R1	53.72	54.99
PP	53.50	54.63
S1	53.29	54.28

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

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