NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 17-Mar-2009

Day Change Summary
	Previous	Current
	16-Mar-2009	17-Mar-2009	Change	Change %	Previous Week
Open	50.25	53.00	2.75	5.5%	52.00
High	52.84	55.12	2.28	4.3%	53.03
Low	50.25	52.40	2.15	4.3%	49.00
Close	52.59	54.94	2.35	4.5%	51.76
Range	2.59	2.72	0.13	5.0%	4.03
ATR	2.07	2.12	0.05	2.2%	0.00
Volume	2,353	3,423	1,070	45.5%	21,473

Daily Pivots for day following 17-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.31	61.35	56.44
R3	59.59	58.63	55.69
R2	56.87	56.87	55.44
R1	55.91	55.91	55.19	56.39
PP	54.15	54.15	54.15	54.40
S1	53.19	53.19	54.69	53.67
S2	51.43	51.43	54.44
S3	48.71	50.47	54.19
S4	45.99	47.75	53.44

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.35	61.59	53.98
R3	59.32	57.56	52.87
R2	55.29	55.29	52.50
R1	53.53	53.53	52.13	52.40
PP	51.26	51.26	51.26	50.70
S1	49.50	49.50	51.39	48.37
S2	47.23	47.23	51.02
S3	43.20	45.47	50.65
S4	39.17	41.44	49.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.12	49.00	6.12	11.1%	2.25	4.1%	97%	True	False	3,822
10	55.12	49.00	6.12	11.1%	1.92	3.5%	97%	True	False	4,180
20	55.12	45.87	9.25	16.8%	1.84	3.4%	98%	True	False	4,394
40	56.63	45.87	10.76	19.6%	1.56	2.8%	84%	False	False	3,788

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	0.31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	66.68
2.618	62.24
1.618	59.52
1.000	57.84
0.618	56.80
HIGH	55.12
0.618	54.08
0.500	53.76
0.382	53.44
LOW	52.40
0.618	50.72
1.000	49.68
1.618	48.00
2.618	45.28
4.250	40.84

Fisher Pivots for day following 17-Mar-2009
Pivot	1 day	3 day
R1	54.55	54.19
PP	54.15	53.44
S1	53.76	52.69

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

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