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

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	15.8%	2.48	4.3%	94%	False	False	9,408
10	57.85	47.85	10.00	17.5%	2.49	4.4%	94%	False	False	9,289
20	57.85	45.32	12.53	21.9%	2.50	4.4%	95%	False	False	9,201
40	57.85	44.19	13.66	23.8%	2.29	4.0%	96%	False	False	7,184

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Narrowest range in 18 trading days

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

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

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