NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 20-Apr-2009

Day Change Summary
	Previous	Current
	17-Apr-2009	20-Apr-2009	Change	Change %	Previous Week
Open	55.61	55.90	0.29	0.5%	58.00
High	56.71	55.90	-0.81	-1.4%	58.33
Low	55.44	52.22	-3.22	-5.8%	55.34
Close	56.11	52.43	-3.68	-6.6%	56.11
Range	1.27	3.68	2.41	189.8%	2.99
ATR	2.37	2.48	0.11	4.6%	0.00
Volume	18,713	14,175	-4,538	-24.3%	71,466

Daily Pivots for day following 20-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.56	62.17	54.45
R3	60.88	58.49	53.44
R2	57.20	57.20	53.10
R1	54.81	54.81	52.77	54.17
PP	53.52	53.52	53.52	53.19
S1	51.13	51.13	52.09	50.49
S2	49.84	49.84	51.76
S3	46.16	47.45	51.42
S4	42.48	43.77	50.41

Weekly Pivots for week ending 17-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.56	63.83	57.75
R3	62.57	60.84	56.93
R2	59.58	59.58	56.66
R1	57.85	57.85	56.38	57.22
PP	56.59	56.59	56.59	56.28
S1	54.86	54.86	55.84	54.23
S2	53.60	53.60	55.56
S3	50.61	51.87	55.29
S4	47.62	48.88	54.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.33	52.22	6.11	11.7%	2.19	4.2%	3%	False	True	17,128
10	58.71	52.22	6.49	12.4%	2.42	4.6%	3%	False	True	16,955
20	58.71	51.74	6.97	13.3%	2.22	4.2%	10%	False	False	13,222
40	58.71	44.00	14.71	28.1%	2.32	4.4%	57%	False	False	11,705
60	58.71	43.34	15.37	29.3%	2.24	4.3%	59%	False	False	10,029
80	60.48	43.34	17.14	32.7%	2.11	4.0%	53%	False	False	8,490
100	62.08	43.34	18.74	35.7%	1.86	3.6%	49%	False	False	7,350
120	76.95	43.34	33.61	64.1%	1.85	3.5%	27%	False	False	6,442

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	0.45
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	71.54
2.618	65.53
1.618	61.85
1.000	59.58
0.618	58.17
HIGH	55.90
0.618	54.49
0.500	54.06
0.382	53.63
LOW	52.22
0.618	49.95
1.000	48.54
1.618	46.27
2.618	42.59
4.250	36.58

Fisher Pivots for day following 20-Apr-2009
Pivot	1 day	3 day
R1	54.06	54.47
PP	53.52	53.79
S1	52.97	53.11

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

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