NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 24-Mar-2009

Day Change Summary
	Previous	Current
	23-Mar-2009	24-Mar-2009	Change	Change %	Previous Week
Open	60.00	62.08	2.08	3.5%	51.47
High	62.13	62.08	-0.05	-0.1%	60.08
Low	59.66	60.81	1.15	1.9%	50.50
Close	62.08	61.68	-0.40	-0.6%	59.74
Range	2.47	1.27	-1.20	-48.6%	9.58
ATR	2.66	2.56	-0.10	-3.7%	0.00
Volume	23,235	22,131	-1,104	-4.8%	110,414

Daily Pivots for day following 24-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.33	64.78	62.38
R3	64.06	63.51	62.03
R2	62.79	62.79	61.91
R1	62.24	62.24	61.80	61.88
PP	61.52	61.52	61.52	61.35
S1	60.97	60.97	61.56	60.61
S2	60.25	60.25	61.45
S3	58.98	59.70	61.33
S4	57.71	58.43	60.98

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	62.13	54.32	7.81	12.7%	2.37	3.8%	94%	False	False	24,401
10	62.13	49.46	12.67	20.5%	2.62	4.2%	96%	False	False	23,076
20	62.13	48.00	14.13	22.9%	2.53	4.1%	97%	False	False	23,162
40	62.13	46.14	15.99	25.9%	2.40	3.9%	97%	False	False	21,369

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	0.50
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	67.48
2.618	65.40
1.618	64.13
1.000	63.35
0.618	62.86
HIGH	62.08
0.618	61.59
0.500	61.45
0.382	61.30
LOW	60.81
0.618	60.03
1.000	59.54
1.618	58.76
2.618	57.49
4.250	55.41

Fisher Pivots for day following 24-Mar-2009
Pivot	1 day	3 day
R1	61.60	61.19
PP	61.52	60.71
S1	61.45	60.22

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

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