NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 19-Mar-2009

Day Change Summary
	Previous	Current
	18-Mar-2009	19-Mar-2009	Change	Change %	Previous Week
Open	55.26	57.25	1.99	3.6%	52.06
High	57.25	60.08	2.83	4.9%	53.74
Low	54.32	56.51	2.19	4.0%	49.46
Close	55.69	59.18	3.49	6.3%	52.30
Range	2.93	3.57	0.64	21.8%	4.28
ATR	2.64	2.76	0.13	4.7%	0.00
Volume	25,050	24,252	-798	-3.2%	120,832

Daily Pivots for day following 19-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	69.30	67.81	61.14
R3	65.73	64.24	60.16
R2	62.16	62.16	59.83
R1	60.67	60.67	59.51	61.42
PP	58.59	58.59	58.59	58.96
S1	57.10	57.10	58.85	57.85
S2	55.02	55.02	58.53
S3	51.45	53.53	58.20
S4	47.88	49.96	57.22

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	60.08	50.50	9.58	16.2%	2.96	5.0%	91%	True	False	20,769
10	60.08	49.46	10.62	17.9%	2.74	4.6%	92%	True	False	22,451
20	60.08	47.19	12.89	21.8%	2.57	4.3%	93%	True	False	22,805
40	60.08	46.14	13.94	23.6%	2.48	4.2%	94%	True	False	21,442

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.60
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	75.25
2.618	69.43
1.618	65.86
1.000	63.65
0.618	62.29
HIGH	60.08
0.618	58.72
0.500	58.30
0.382	57.87
LOW	56.51
0.618	54.30
1.000	52.94
1.618	50.73
2.618	47.16
4.250	41.34

Fisher Pivots for day following 19-Mar-2009
Pivot	1 day	3 day
R1	58.89	58.19
PP	58.59	57.20
S1	58.30	56.22

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

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