NYMEX Light Sweet Crude Oil Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Mar-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 24-Mar-2009 | 25-Mar-2009 | Change | Change % | Previous Week |  
                        | Open | 59.26 | 59.35 | 0.09 | 0.2% | 49.73 |  
                        | High | 59.93 | 59.39 | -0.54 | -0.9% | 58.18 |  
                        | Low | 59.16 | 57.93 | -1.23 | -2.1% | 49.73 |  
                        | Close | 59.93 | 58.39 | -1.54 | -2.6% | 58.12 |  
                        | Range | 0.77 | 1.46 | 0.69 | 89.6% | 8.45 |  
                        | ATR | 2.13 | 2.12 | -0.01 | -0.4% | 0.00 |  
                        | Volume | 7,010 | 7,715 | 705 | 10.1% | 29,804 |  | 
    
| 
        
            | Daily Pivots for day following 25-Mar-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 62.95 | 62.13 | 59.19 |  |  
                | R3 | 61.49 | 60.67 | 58.79 |  |  
                | R2 | 60.03 | 60.03 | 58.66 |  |  
                | R1 | 59.21 | 59.21 | 58.52 | 58.89 |  
                | PP | 58.57 | 58.57 | 58.57 | 58.41 |  
                | S1 | 57.75 | 57.75 | 58.26 | 57.43 |  
                | S2 | 57.11 | 57.11 | 58.12 |  |  
                | S3 | 55.65 | 56.29 | 57.99 |  |  
                | S4 | 54.19 | 54.83 | 57.59 |  |  | 
        
            | Weekly Pivots for week ending 20-Mar-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 80.69 | 77.86 | 62.77 |  |  
                | R3 | 72.24 | 69.41 | 60.44 |  |  
                | R2 | 63.79 | 63.79 | 59.67 |  |  
                | R1 | 60.96 | 60.96 | 58.89 | 62.38 |  
                | PP | 55.34 | 55.34 | 55.34 | 56.05 |  
                | S1 | 52.51 | 52.51 | 57.35 | 53.93 |  
                | S2 | 46.89 | 46.89 | 56.57 |  |  
                | S3 | 38.44 | 44.06 | 55.80 |  |  
                | S4 | 29.99 | 35.61 | 53.47 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 65.60 |  
            | 2.618 | 63.21 |  
            | 1.618 | 61.75 |  
            | 1.000 | 60.85 |  
            | 0.618 | 60.29 |  
            | HIGH | 59.39 |  
            | 0.618 | 58.83 |  
            | 0.500 | 58.66 |  
            | 0.382 | 58.49 |  
            | LOW | 57.93 |  
            | 0.618 | 57.03 |  
            | 1.000 | 56.47 |  
            | 1.618 | 55.57 |  
            | 2.618 | 54.11 |  
            | 4.250 | 51.73 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 25-Mar-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 58.66 | 59.10 |  
                                | PP | 58.57 | 58.86 |  
                                | S1 | 58.48 | 58.63 |  |