NYMEX Light Sweet Crude Oil Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Mar-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Mar-2009 | 20-Mar-2009 | Change | Change % | Previous Week |  
                        | Open | 55.50 | 56.21 | 0.71 | 1.3% | 48.78 |  
                        | High | 57.85 | 57.35 | -0.50 | -0.9% | 57.85 |  
                        | Low | 55.50 | 55.98 | 0.48 | 0.9% | 48.78 |  
                        | Close | 56.83 | 57.28 | 0.45 | 0.8% | 57.28 |  
                        | Range | 2.35 | 1.37 | -0.98 | -41.7% | 9.07 |  
                        | ATR | 2.65 | 2.56 | -0.09 | -3.5% | 0.00 |  
                        | Volume | 10,510 | 9,308 | -1,202 | -11.4% | 47,043 |  | 
    
| 
        
            | Daily Pivots for day following 20-Mar-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 60.98 | 60.50 | 58.03 |  |  
                | R3 | 59.61 | 59.13 | 57.66 |  |  
                | R2 | 58.24 | 58.24 | 57.53 |  |  
                | R1 | 57.76 | 57.76 | 57.41 | 58.00 |  
                | PP | 56.87 | 56.87 | 56.87 | 56.99 |  
                | S1 | 56.39 | 56.39 | 57.15 | 56.63 |  
                | S2 | 55.50 | 55.50 | 57.03 |  |  
                | S3 | 54.13 | 55.02 | 56.90 |  |  
                | S4 | 52.76 | 53.65 | 56.53 |  |  | 
        
            | Weekly Pivots for week ending 20-Mar-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 81.85 | 78.63 | 62.27 |  |  
                | R3 | 72.78 | 69.56 | 59.77 |  |  
                | R2 | 63.71 | 63.71 | 58.94 |  |  
                | R1 | 60.49 | 60.49 | 58.11 | 62.10 |  
                | PP | 54.64 | 54.64 | 54.64 | 55.44 |  
                | S1 | 51.42 | 51.42 | 56.45 | 53.03 |  
                | S2 | 45.57 | 45.57 | 55.62 |  |  
                | S3 | 36.50 | 42.35 | 54.79 |  |  
                | S4 | 27.43 | 33.28 | 52.29 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 63.17 |  
            | 2.618 | 60.94 |  
            | 1.618 | 59.57 |  
            | 1.000 | 58.72 |  
            | 0.618 | 58.20 |  
            | HIGH | 57.35 |  
            | 0.618 | 56.83 |  
            | 0.500 | 56.67 |  
            | 0.382 | 56.50 |  
            | LOW | 55.98 |  
            | 0.618 | 55.13 |  
            | 1.000 | 54.61 |  
            | 1.618 | 53.76 |  
            | 2.618 | 52.39 |  
            | 4.250 | 50.16 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Mar-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 57.08 | 56.55 |  
                                | PP | 56.87 | 55.81 |  
                                | S1 | 56.67 | 55.08 |  |