NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 26-Mar-2009

Day Change Summary
	Previous	Current
	25-Mar-2009	26-Mar-2009	Change	Change %	Previous Week
Open	61.40	60.07	-1.33	-2.2%	51.47
High	61.40	61.75	0.35	0.6%	60.08
Low	59.59	60.07	0.48	0.8%	50.50
Close	60.13	61.52	1.39	2.3%	59.74
Range	1.81	1.68	-0.13	-7.2%	9.58
ATR	2.53	2.47	-0.06	-2.4%	0.00
Volume	25,186	29,146	3,960	15.7%	110,414

Daily Pivots for day following 26-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.15	65.52	62.44
R3	64.47	63.84	61.98
R2	62.79	62.79	61.83
R1	62.16	62.16	61.67	62.48
PP	61.11	61.11	61.11	61.27
S1	60.48	60.48	61.37	60.80
S2	59.43	59.43	61.21
S3	57.75	58.80	61.06
S4	56.07	57.12	60.60

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	58.31	3.82	6.2%	1.76	2.9%	84%	False	False	25,407
10	62.13	50.50	11.63	18.9%	2.36	3.8%	95%	False	False	23,088
20	62.13	48.00	14.13	23.0%	2.46	4.0%	96%	False	False	23,390
40	62.13	46.14	15.99	26.0%	2.35	3.8%	96%	False	False	21,617

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	68.89
2.618	66.15
1.618	64.47
1.000	63.43
0.618	62.79
HIGH	61.75
0.618	61.11
0.500	60.91
0.382	60.71
LOW	60.07
0.618	59.03
1.000	58.39
1.618	57.35
2.618	55.67
4.250	52.93

Fisher Pivots for day following 26-Mar-2009
Pivot	1 day	3 day
R1	61.32	61.29
PP	61.11	61.06
S1	60.91	60.84

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

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