NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 18-Mar-2009

Day Change Summary
	Previous	Current
	17-Mar-2009	18-Mar-2009	Change	Change %	Previous Week
Open	52.98	55.26	2.28	4.3%	52.06
High	55.86	57.25	1.39	2.5%	53.74
Low	52.35	54.32	1.97	3.8%	49.46
Close	55.48	55.69	0.21	0.4%	52.30
Range	3.51	2.93	-0.58	-16.5%	4.28
ATR	2.61	2.64	0.02	0.9%	0.00
Volume	18,303	25,050	6,747	36.9%	120,832

Daily Pivots for day following 18-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.54	63.05	57.30
R3	61.61	60.12	56.50
R2	58.68	58.68	56.23
R1	57.19	57.19	55.96	57.94
PP	55.75	55.75	55.75	56.13
S1	54.26	54.26	55.42	55.01
S2	52.82	52.82	55.15
S3	49.89	51.33	54.88
S4	46.96	48.40	54.08

Weekly Pivots for week ending 13-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.67	62.77	54.65
R3	60.39	58.49	53.48
R2	56.11	56.11	53.08
R1	54.21	54.21	52.69	55.16
PP	51.83	51.83	51.83	52.31
S1	49.93	49.93	51.91	50.88
S2	47.55	47.55	51.52
S3	43.27	45.65	51.12
S4	38.99	41.37	49.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.25	49.66	7.59	13.6%	2.97	5.3%	79%	True	False	21,848
10	57.25	49.46	7.79	14.0%	2.54	4.6%	80%	True	False	22,948
20	57.25	46.14	11.11	19.9%	2.57	4.6%	86%	True	False	22,763
40	57.54	46.14	11.40	20.5%	2.44	4.4%	84%	False	False	21,449

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	0.53
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	69.70
2.618	64.92
1.618	61.99
1.000	60.18
0.618	59.06
HIGH	57.25
0.618	56.13
0.500	55.79
0.382	55.44
LOW	54.32
0.618	52.51
1.000	51.39
1.618	49.58
2.618	46.65
4.250	41.87

Fisher Pivots for day following 18-Mar-2009
Pivot	1 day	3 day
R1	55.79	55.09
PP	55.75	54.48
S1	55.72	53.88

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

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