NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	59.30	60.85	1.55	2.6%	50.25
High	60.09	60.85	0.76	1.3%	59.00
Low	58.82	59.96	1.14	1.9%	50.25
Close	59.27	60.70	1.43	2.4%	58.94
Range	1.27	0.89	-0.38	-29.9%	8.75
ATR	2.12	2.08	-0.04	-1.8%	0.00
Volume	8,020	3,576	-4,444	-55.4%	22,333

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.17	62.83	61.19
R3	62.28	61.94	60.94
R2	61.39	61.39	60.86
R1	61.05	61.05	60.78	60.78
PP	60.50	60.50	60.50	60.37
S1	60.16	60.16	60.62	59.89
S2	59.61	59.61	60.54
S3	58.72	59.27	60.46
S4	57.83	58.38	60.21

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	57.81	3.41	5.6%	1.26	2.1%	85%	False	False	5,599
10	61.22	50.25	10.97	18.1%	1.84	3.0%	95%	False	False	4,847
20	61.22	47.48	13.74	22.6%	1.78	2.9%	96%	False	False	4,779
40	61.22	45.87	15.35	25.3%	1.62	2.7%	97%	False	False	4,122

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.63
2.618	63.18
1.618	62.29
1.000	61.74
0.618	61.40
HIGH	60.85
0.618	60.51
0.500	60.41
0.382	60.30
LOW	59.96
0.618	59.41
1.000	59.07
1.618	58.52
2.618	57.63
4.250	56.18

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	60.60	60.41
PP	60.50	60.12
S1	60.41	59.84

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

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