NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 10-Mar-2009

Day Change Summary
	Previous	Current
	09-Mar-2009	10-Mar-2009	Change	Change %	Previous Week
Open	52.06	51.71	-0.35	-0.7%	51.97
High	53.00	53.62	0.62	1.2%	52.30
Low	50.23	51.36	1.13	2.2%	48.00
Close	51.68	51.78	0.10	0.2%	52.12
Range	2.77	2.26	-0.51	-18.4%	4.30
ATR	2.50	2.48	-0.02	-0.7%	0.00
Volume	19,776	26,069	6,293	31.8%	108,558

Daily Pivots for day following 10-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.03	57.67	53.02
R3	56.77	55.41	52.40
R2	54.51	54.51	52.19
R1	53.15	53.15	51.99	53.83
PP	52.25	52.25	52.25	52.60
S1	50.89	50.89	51.57	51.57
S2	49.99	49.99	51.37
S3	47.73	48.63	51.16
S4	45.47	46.37	50.54

Weekly Pivots for week ending 06-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.71	62.21	54.49
R3	59.41	57.91	53.30
R2	55.11	55.11	52.91
R1	53.61	53.61	52.51	54.36
PP	50.81	50.81	50.81	51.18
S1	49.31	49.31	51.73	50.06
S2	46.51	46.51	51.33
S3	42.21	45.01	50.94
S4	37.91	40.71	49.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.62	48.76	4.86	9.4%	2.27	4.4%	62%	True	False	23,180
10	53.62	48.00	5.62	10.9%	2.44	4.7%	67%	True	False	23,248
20	56.88	46.14	10.74	20.7%	2.46	4.7%	53%	False	False	21,805
40	59.44	46.14	13.30	25.7%	2.40	4.6%	42%	False	False	20,602

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	63.23
2.618	59.54
1.618	57.28
1.000	55.88
0.618	55.02
HIGH	53.62
0.618	52.76
0.500	52.49
0.382	52.22
LOW	51.36
0.618	49.96
1.000	49.10
1.618	47.70
2.618	45.44
4.250	41.76

Fisher Pivots for day following 10-Mar-2009
Pivot	1 day	3 day
R1	52.49	51.93
PP	52.25	51.88
S1	52.02	51.83

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

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