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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.85	48.78	9.07	16.0%	2.53	4.5%	89%	True	False	8,770
10	57.85	47.85	10.00	17.6%	2.54	4.5%	90%	True	False	9,772
20	57.85	44.76	13.09	23.0%	2.53	4.4%	92%	True	False	8,981
40	57.85	44.19	13.66	24.0%	2.29	4.0%	93%	True	False	7,055

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

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

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

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