NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 12-Mar-2009

Day Change Summary
	Previous	Current
	11-Mar-2009	12-Mar-2009	Change	Change %	Previous Week
Open	50.43	48.20	-2.23	-4.4%	49.88
High	50.43	51.60	1.17	2.3%	51.02
Low	47.85	47.99	0.14	0.3%	45.78
Close	48.02	51.51	3.49	7.3%	50.88
Range	2.58	3.61	1.03	39.9%	5.24
ATR	2.43	2.51	0.08	3.5%	0.00
Volume	9,008	8,387	-621	-6.9%	48,837

Daily Pivots for day following 12-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.20	59.96	53.50
R3	57.59	56.35	52.50
R2	53.98	53.98	52.17
R1	52.74	52.74	51.84	53.36
PP	50.37	50.37	50.37	50.68
S1	49.13	49.13	51.18	49.75
S2	46.76	46.76	50.85
S3	43.15	45.52	50.52
S4	39.54	41.91	49.52

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.95	63.15	53.76
R3	59.71	57.91	52.32
R2	54.47	54.47	51.84
R1	52.67	52.67	51.36	53.57
PP	49.23	49.23	49.23	49.68
S1	47.43	47.43	50.40	48.33
S2	43.99	43.99	49.92
S3	38.75	42.19	49.44
S4	33.51	36.95	48.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.21	47.85	4.36	8.5%	2.54	4.9%	84%	False	False	10,775
10	52.21	45.78	6.43	12.5%	2.66	5.2%	89%	False	False	9,904
20	52.21	44.19	8.02	15.6%	2.48	4.8%	91%	False	False	8,642
40	57.15	44.19	12.96	25.2%	2.22	4.3%	56%	False	False	6,490

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	0.34
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	66.94
2.618	61.05
1.618	57.44
1.000	55.21
0.618	53.83
HIGH	51.60
0.618	50.22
0.500	49.80
0.382	49.37
LOW	47.99
0.618	45.76
1.000	44.38
1.618	42.15
2.618	38.54
4.250	32.65

Fisher Pivots for day following 12-Mar-2009
Pivot	1 day	3 day
R1	50.94	51.02
PP	50.37	50.52
S1	49.80	50.03

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

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