NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	59.12	60.83	1.71	2.9%	50.25
High	61.22	60.83	-0.39	-0.6%	59.00
Low	59.12	59.96	0.84	1.4%	50.25
Close	61.18	60.81	-0.37	-0.6%	58.94
Range	2.10	0.87	-1.23	-58.6%	8.75
ATR	2.20	2.13	-0.07	-3.2%	0.00
Volume	5,502	5,921	419	7.6%	22,333

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.14	62.85	61.29
R3	62.27	61.98	61.05
R2	61.40	61.40	60.97
R1	61.11	61.11	60.89	60.82
PP	60.53	60.53	60.53	60.39
S1	60.24	60.24	60.73	59.95
S2	59.66	59.66	60.65
S3	58.79	59.37	60.57
S4	57.92	58.50	60.33

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	61.22	53.70	7.52	12.4%	1.94	3.2%	95%	False	False	5,596
10	61.22	49.00	12.22	20.1%	2.10	3.5%	97%	False	False	4,709
20	61.22	47.48	13.74	22.6%	1.88	3.1%	97%	False	False	4,852
40	61.22	45.87	15.35	25.2%	1.62	2.7%	97%	False	False	4,011

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	64.53
2.618	63.11
1.618	62.24
1.000	61.70
0.618	61.37
HIGH	60.83
0.618	60.50
0.500	60.40
0.382	60.29
LOW	59.96
0.618	59.42
1.000	59.09
1.618	58.55
2.618	57.68
4.250	56.26

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	60.67	60.38
PP	60.53	59.95
S1	60.40	59.52

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

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