NYMEX Light Sweet Crude Oil Future November 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	56.17	57.85	1.68	3.0%	50.25
High	58.81	59.00	0.19	0.3%	59.00
Low	55.85	57.81	1.96	3.5%	50.25
Close	58.42	58.94	0.52	0.9%	58.94
Range	2.96	1.19	-1.77	-59.8%	8.75
ATR	2.27	2.19	-0.08	-3.4%	0.00
Volume	4,566	4,977	411	9.0%	22,333

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.15	61.74	59.59
R3	60.96	60.55	59.27
R2	59.77	59.77	59.16
R1	59.36	59.36	59.05	59.57
PP	58.58	58.58	58.58	58.69
S1	58.17	58.17	58.83	58.38
S2	57.39	57.39	58.72
S3	56.20	56.98	58.61
S4	55.01	55.79	58.29

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.31	79.38	63.75
R3	73.56	70.63	61.35
R2	64.81	64.81	60.54
R1	61.88	61.88	59.74	63.35
PP	56.06	56.06	56.06	56.80
S1	53.13	53.13	58.14	54.60
S2	47.31	47.31	57.34
S3	38.56	44.38	56.53
S4	29.81	35.63	54.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.00	50.25	8.75	14.8%	2.41	4.1%	99%	True	False	4,466
10	59.00	49.00	10.00	17.0%	2.20	3.7%	99%	True	False	4,380
20	59.00	47.00	12.00	20.4%	1.92	3.3%	100%	True	False	4,622
40	59.00	45.87	13.13	22.3%	1.67	2.8%	100%	True	False	3,953

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	64.06
2.618	62.12
1.618	60.93
1.000	60.19
0.618	59.74
HIGH	59.00
0.618	58.55
0.500	58.41
0.382	58.26
LOW	57.81
0.618	57.07
1.000	56.62
1.618	55.88
2.618	54.69
4.250	52.75

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	58.76	58.08
PP	58.58	57.21
S1	58.41	56.35

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

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