NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	51.87	53.80	1.93	3.7%	51.21
High	54.10	55.01	0.91	1.7%	52.21
Low	50.94	52.31	1.37	2.7%	47.85
Close	53.81	53.66	-0.15	-0.3%	50.63
Range	3.16	2.70	-0.46	-14.6%	4.36
ATR	2.52	2.54	0.01	0.5%	0.00
Volume	8,471	12,593	4,122	48.7%	45,849

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.76	60.41	55.15
R3	59.06	57.71	54.40
R2	56.36	56.36	54.16
R1	55.01	55.01	53.91	54.34
PP	53.66	53.66	53.66	53.32
S1	52.31	52.31	53.41	51.64
S2	50.96	50.96	53.17
S3	48.26	49.61	52.92
S4	45.56	46.91	52.18

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	55.01	47.99	7.02	13.1%	2.78	5.2%	81%	True	False	8,346
10	55.01	47.85	7.16	13.3%	2.47	4.6%	81%	True	False	9,745
20	55.01	44.19	10.82	20.2%	2.56	4.8%	88%	True	False	8,790
40	55.68	44.19	11.49	21.4%	2.27	4.2%	82%	False	False	6,930

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	66.49
2.618	62.08
1.618	59.38
1.000	57.71
0.618	56.68
HIGH	55.01
0.618	53.98
0.500	53.66
0.382	53.34
LOW	52.31
0.618	50.64
1.000	49.61
1.618	47.94
2.618	45.24
4.250	40.84

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	53.66	53.07
PP	53.66	52.48
S1	53.66	51.90

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

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