NYMEX Light Sweet Crude Oil Future August 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	51.80	52.34	0.54	1.0%	55.90
High	52.71	54.25	1.54	2.9%	55.90
Low	51.50	51.68	0.18	0.3%	50.76
Close	52.33	54.10	1.77	3.4%	54.10
Range	1.21	2.57	1.36	112.4%	5.14
ATR	2.32	2.33	0.02	0.8%	0.00
Volume	32,338	25,988	-6,350	-19.6%	118,549

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.05	60.15	55.51
R3	58.48	57.58	54.81
R2	55.91	55.91	54.57
R1	55.01	55.01	54.34	55.46
PP	53.34	53.34	53.34	53.57
S1	52.44	52.44	53.86	52.89
S2	50.77	50.77	53.63
S3	48.20	49.87	53.39
S4	45.63	47.30	52.69

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	69.01	66.69	56.93
R3	63.87	61.55	55.51
R2	58.73	58.73	55.04
R1	56.41	56.41	54.57	55.00
PP	53.59	53.59	53.59	52.88
S1	51.27	51.27	53.63	49.86
S2	48.45	48.45	53.16
S3	43.31	46.13	52.69
S4	38.17	40.99	51.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.90	50.76	5.14	9.5%	2.25	4.2%	65%	False	False	23,709
10	58.39	50.76	7.63	14.1%	2.08	3.8%	44%	False	False	20,990
20	58.71	50.76	7.95	14.7%	2.30	4.2%	42%	False	False	16,753
40	58.71	45.00	13.71	25.3%	2.32	4.3%	66%	False	False	13,427
60	58.71	43.34	15.37	28.4%	2.19	4.1%	70%	False	False	11,337
80	60.48	43.34	17.14	31.7%	2.17	4.0%	63%	False	False	9,596
100	62.08	43.34	18.74	34.6%	1.90	3.5%	57%	False	False	8,290
120	76.95	43.34	33.61	62.1%	1.85	3.4%	32%	False	False	7,236

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	0.36
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	65.17
2.618	60.98
1.618	58.41
1.000	56.82
0.618	55.84
HIGH	54.25
0.618	53.27
0.500	52.97
0.382	52.66
LOW	51.68
0.618	50.09
1.000	49.11
1.618	47.52
2.618	44.95
4.250	40.76

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	53.72	53.66
PP	53.34	53.21
S1	52.97	52.77

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

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