NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 13-Mar-2009

Day Change Summary
	Previous	Current
	12-Mar-2009	13-Mar-2009	Change	Change %	Previous Week
Open	48.20	51.07	2.87	6.0%	51.21
High	51.60	51.97	0.37	0.7%	52.21
Low	47.99	50.35	2.36	4.9%	47.85
Close	51.51	50.63	-0.88	-1.7%	50.63
Range	3.61	1.62	-1.99	-55.1%	4.36
ATR	2.51	2.45	-0.06	-2.5%	0.00
Volume	8,387	6,118	-2,269	-27.1%	45,849

Daily Pivots for day following 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.84	54.86	51.52
R3	54.22	53.24	51.08
R2	52.60	52.60	50.93
R1	51.62	51.62	50.78	51.30
PP	50.98	50.98	50.98	50.83
S1	50.00	50.00	50.48	49.68
S2	49.36	49.36	50.33
S3	47.74	48.38	50.18
S4	46.12	46.76	49.74

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.31	61.33	53.03
R3	58.95	56.97	51.83
R2	54.59	54.59	51.43
R1	52.61	52.61	51.03	51.42
PP	50.23	50.23	50.23	49.64
S1	48.25	48.25	50.23	47.06
S2	45.87	45.87	49.83
S3	41.51	43.89	49.43
S4	37.15	39.53	48.23

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	8.6%	2.50	4.9%	64%	False	False	9,169
10	52.21	45.78	6.43	12.7%	2.63	5.2%	75%	False	False	9,468
20	52.21	44.19	8.02	15.8%	2.50	4.9%	80%	False	False	8,655
40	57.15	44.19	12.96	25.6%	2.22	4.4%	50%	False	False	6,539

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.38
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	58.86
2.618	56.21
1.618	54.59
1.000	53.59
0.618	52.97
HIGH	51.97
0.618	51.35
0.500	51.16
0.382	50.97
LOW	50.35
0.618	49.35
1.000	48.73
1.618	47.73
2.618	46.11
4.250	43.47

Fisher Pivots for day following 13-Mar-2009
Pivot	1 day	3 day
R1	51.16	50.39
PP	50.98	50.15
S1	50.81	49.91

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

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