NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	57.25	58.71	1.46	2.6%	51.47
High	60.08	59.90	-0.18	-0.3%	60.08
Low	56.51	58.31	1.80	3.2%	50.50
Close	59.18	59.74	0.56	0.9%	59.74
Range	3.57	1.59	-1.98	-55.5%	9.58
ATR	2.76	2.68	-0.08	-3.0%	0.00
Volume	24,252	27,341	3,089	12.7%	110,414

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.09	63.50	60.61
R3	62.50	61.91	60.18
R2	60.91	60.91	60.03
R1	60.32	60.32	59.89	60.62
PP	59.32	59.32	59.32	59.46
S1	58.73	58.73	59.59	59.03
S2	57.73	57.73	59.45
S3	56.14	57.14	59.30
S4	54.55	55.55	58.87

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.51	82.21	65.01
R3	75.93	72.63	62.37
R2	66.35	66.35	61.50
R1	63.05	63.05	60.62	64.70
PP	56.77	56.77	56.77	57.60
S1	53.47	53.47	58.86	55.12
S2	47.19	47.19	57.98
S3	37.61	43.89	57.11
S4	28.03	34.31	54.47

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	16.0%	2.93	4.9%	96%	False	False	22,082
10	60.08	49.46	10.62	17.8%	2.75	4.6%	97%	False	False	23,124
20	60.08	47.81	12.27	20.5%	2.56	4.3%	97%	False	False	22,676
40	60.08	46.14	13.94	23.3%	2.47	4.1%	98%	False	False	21,537

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	66.66
2.618	64.06
1.618	62.47
1.000	61.49
0.618	60.88
HIGH	59.90
0.618	59.29
0.500	59.11
0.382	58.92
LOW	58.31
0.618	57.33
1.000	56.72
1.618	55.74
2.618	54.15
4.250	51.55

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	59.53	58.89
PP	59.32	58.05
S1	59.11	57.20

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

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