NYMEX Light Sweet Crude Oil Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Mar-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Mar-2009 | 
                    19-Mar-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        53.80 | 
                        55.50 | 
                        1.70 | 
                        3.2% | 
                        51.21 | 
                     
                    
                        | High | 
                        55.01 | 
                        57.85 | 
                        2.84 | 
                        5.2% | 
                        52.21 | 
                     
                    
                        | Low | 
                        52.31 | 
                        55.50 | 
                        3.19 | 
                        6.1% | 
                        47.85 | 
                     
                    
                        | Close | 
                        53.66 | 
                        56.83 | 
                        3.17 | 
                        5.9% | 
                        50.63 | 
                     
                    
                        | Range | 
                        2.70 | 
                        2.35 | 
                        -0.35 | 
                        -13.0% | 
                        4.36 | 
                     
                    
                        | ATR | 
                        2.54 | 
                        2.65 | 
                        0.12 | 
                        4.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        12,593 | 
                        10,510 | 
                        -2,083 | 
                        -16.5% | 
                        45,849 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Mar-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                63.78 | 
                62.65 | 
                58.12 | 
                 | 
             
            
                | R3 | 
                61.43 | 
                60.30 | 
                57.48 | 
                 | 
             
            
                | R2 | 
                59.08 | 
                59.08 | 
                57.26 | 
                 | 
             
            
                | R1 | 
                57.95 | 
                57.95 | 
                57.05 | 
                58.52 | 
             
            
                | PP | 
                56.73 | 
                56.73 | 
                56.73 | 
                57.01 | 
             
            
                | S1 | 
                55.60 | 
                55.60 | 
                56.61 | 
                56.17 | 
             
            
                | S2 | 
                54.38 | 
                54.38 | 
                56.40 | 
                 | 
             
            
                | S3 | 
                52.03 | 
                53.25 | 
                56.18 | 
                 | 
             
            
                | S4 | 
                49.68 | 
                50.90 | 
                55.54 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            67.84 | 
         
        
            | 
2.618             | 
            64.00 | 
         
        
            | 
1.618             | 
            61.65 | 
         
        
            | 
1.000             | 
            60.20 | 
         
        
            | 
0.618             | 
            59.30 | 
         
        
            | 
HIGH             | 
            57.85 | 
         
        
            | 
0.618             | 
            56.95 | 
         
        
            | 
0.500             | 
            56.68 | 
         
        
            | 
0.382             | 
            56.40 | 
         
        
            | 
LOW             | 
            55.50 | 
         
        
            | 
0.618             | 
            54.05 | 
         
        
            | 
1.000             | 
            53.15 | 
         
        
            | 
1.618             | 
            51.70 | 
         
        
            | 
2.618             | 
            49.35 | 
         
        
            | 
4.250             | 
            45.51 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Mar-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                56.78 | 
                                56.02 | 
                             
                            
                                | PP | 
                                56.73 | 
                                55.21 | 
                             
                            
                                | S1 | 
                                56.68 | 
                                54.40 | 
                             
             
         |