NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 27-Mar-2009

Day Change Summary
	Previous	Current
	26-Mar-2009	27-Mar-2009	Change	Change %	Previous Week
Open	60.85	59.00	-1.85	-3.0%	59.12
High	60.85	59.11	-1.74	-2.9%	61.22
Low	59.96	58.55	-1.41	-2.4%	58.55
Close	60.70	59.35	-1.35	-2.2%	59.35
Range	0.89	0.56	-0.33	-37.1%	2.67
ATR	2.08	2.08	0.01	0.2%	0.00
Volume	3,576	3,489	-87	-2.4%	26,508

Daily Pivots for day following 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.68	60.58	59.66
R3	60.12	60.02	59.50
R2	59.56	59.56	59.45
R1	59.46	59.46	59.40	59.51
PP	59.00	59.00	59.00	59.03
S1	58.90	58.90	59.30	58.95
S2	58.44	58.44	59.25
S3	57.88	58.34	59.20
S4	57.32	57.78	59.04

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.72	66.20	60.82
R3	65.05	63.53	60.08
R2	62.38	62.38	59.84
R1	60.86	60.86	59.59	61.62
PP	59.71	59.71	59.71	60.09
S1	58.19	58.19	59.11	58.95
S2	57.04	57.04	58.86
S3	54.37	55.52	58.62
S4	51.70	52.85	57.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.22	58.55	2.67	4.5%	1.14	1.9%	30%	False	True	5,301
10	61.22	50.25	10.97	18.5%	1.78	3.0%	83%	False	False	4,884
20	61.22	47.48	13.74	23.2%	1.73	2.9%	86%	False	False	4,630
40	61.22	45.87	15.35	25.9%	1.62	2.7%	88%	False	False	4,157

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	61.49
2.618	60.58
1.618	60.02
1.000	59.67
0.618	59.46
HIGH	59.11
0.618	58.90
0.500	58.83
0.382	58.76
LOW	58.55
0.618	58.20
1.000	57.99
1.618	57.64
2.618	57.08
4.250	56.17

Fisher Pivots for day following 27-Mar-2009
Pivot	1 day	3 day
R1	59.18	59.70
PP	59.00	59.58
S1	58.83	59.47

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

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