NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 28-Apr-2009

Day Change Summary
	Previous	Current
	27-Apr-2009	28-Apr-2009	Change	Change %	Previous Week
Open	53.50	52.49	-1.01	-1.9%	55.90
High	53.55	52.78	-0.77	-1.4%	55.90
Low	50.82	51.15	0.33	0.6%	50.76
Close	52.69	52.18	-0.51	-1.0%	54.10
Range	2.73	1.63	-1.10	-40.3%	5.14
ATR	2.40	2.35	-0.06	-2.3%	0.00
Volume	23,844	22,903	-941	-3.9%	118,549

Daily Pivots for day following 28-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.93	56.18	53.08
R3	55.30	54.55	52.63
R2	53.67	53.67	52.48
R1	52.92	52.92	52.33	52.48
PP	52.04	52.04	52.04	51.82
S1	51.29	51.29	52.03	50.85
S2	50.41	50.41	51.88
S3	48.78	49.66	51.73
S4	47.15	48.03	51.28

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	54.25	50.82	3.43	6.6%	1.92	3.7%	40%	False	False	26,543
10	57.70	50.76	6.94	13.3%	1.99	3.8%	20%	False	False	21,895
20	58.71	50.76	7.95	15.2%	2.34	4.5%	18%	False	False	18,430
40	58.71	45.00	13.71	26.3%	2.30	4.4%	52%	False	False	13,986
60	58.71	43.34	15.37	29.5%	2.21	4.2%	58%	False	False	11,895
80	60.48	43.34	17.14	32.8%	2.20	4.2%	52%	False	False	10,153
100	60.48	43.34	17.14	32.8%	1.94	3.7%	52%	False	False	8,713
120	76.95	43.34	33.61	64.4%	1.87	3.6%	26%	False	False	7,557

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	59.71
2.618	57.05
1.618	55.42
1.000	54.41
0.618	53.79
HIGH	52.78
0.618	52.16
0.500	51.97
0.382	51.77
LOW	51.15
0.618	50.14
1.000	49.52
1.618	48.51
2.618	46.88
4.250	44.22

Fisher Pivots for day following 28-Apr-2009
Pivot	1 day	3 day
R1	52.11	52.54
PP	52.04	52.42
S1	51.97	52.30

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

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