NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 23-Mar-2009

Day Change Summary
	Previous	Current
	20-Mar-2009	23-Mar-2009	Change	Change %	Previous Week
Open	56.21	57.50	1.29	2.3%	48.78
High	57.35	59.41	2.06	3.6%	57.85
Low	55.98	57.25	1.27	2.3%	48.78
Close	57.28	59.36	2.08	3.6%	57.28
Range	1.37	2.16	0.79	57.7%	9.07
ATR	2.56	2.53	-0.03	-1.1%	0.00
Volume	9,308	7,672	-1,636	-17.6%	47,043

Daily Pivots for day following 23-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.15	64.42	60.55
R3	62.99	62.26	59.95
R2	60.83	60.83	59.76
R1	60.10	60.10	59.56	60.47
PP	58.67	58.67	58.67	58.86
S1	57.94	57.94	59.16	58.31
S2	56.51	56.51	58.96
S3	54.35	55.78	58.77
S4	52.19	53.62	58.17

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	59.41	50.94	8.47	14.3%	2.35	4.0%	99%	True	False	9,710
10	59.41	47.85	11.56	19.5%	2.45	4.1%	100%	True	False	9,077
20	59.41	45.78	13.63	23.0%	2.47	4.2%	100%	True	False	9,254
40	59.41	44.19	15.22	25.6%	2.25	3.8%	100%	True	False	7,230

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	68.59
2.618	65.06
1.618	62.90
1.000	61.57
0.618	60.74
HIGH	59.41
0.618	58.58
0.500	58.33
0.382	58.08
LOW	57.25
0.618	55.92
1.000	55.09
1.618	53.76
2.618	51.60
4.250	48.07

Fisher Pivots for day following 23-Mar-2009
Pivot	1 day	3 day
R1	59.02	58.73
PP	58.67	58.09
S1	58.33	57.46

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

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