NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 02-Apr-2009

Day Change Summary
	Previous	Current
	01-Apr-2009	02-Apr-2009	Change	Change %	Previous Week
Open	56.72	59.77	3.05	5.4%	60.80
High	57.33	61.79	4.46	7.8%	62.42
Low	56.31	59.69	3.38	6.0%	60.02
Close	57.33	61.74	4.41	7.7%	60.89
Range	1.02	2.10	1.08	105.9%	2.40
ATR	2.01	2.19	0.17	8.7%	0.00
Volume	1,263	1,770	507	40.1%	8,842

Daily Pivots for day following 02-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.37	66.66	62.90
R3	65.27	64.56	62.32
R2	63.17	63.17	62.13
R1	62.46	62.46	61.93	62.82
PP	61.07	61.07	61.07	61.25
S1	60.36	60.36	61.55	60.72
S2	58.97	58.97	61.36
S3	56.87	58.26	61.16
S4	54.77	56.16	60.59

Weekly Pivots for week ending 27-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	68.31	67.00	62.21
R3	65.91	64.60	61.55
R2	63.51	63.51	61.33
R1	62.20	62.20	61.11	62.86
PP	61.11	61.11	61.11	61.44
S1	59.80	59.80	60.67	60.46
S2	58.71	58.71	60.45
S3	56.31	57.40	60.23
S4	53.91	55.00	59.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.79	56.31	5.48	8.9%	1.53	2.5%	99%	True	False	1,456
10	62.42	56.31	6.11	9.9%	1.32	2.1%	89%	False	False	1,619
20	62.42	50.10	12.32	20.0%	1.54	2.5%	94%	False	False	2,093

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	70.72
2.618	67.29
1.618	65.19
1.000	63.89
0.618	63.09
HIGH	61.79
0.618	60.99
0.500	60.74
0.382	60.49
LOW	59.69
0.618	58.39
1.000	57.59
1.618	56.29
2.618	54.19
4.250	50.77

Fisher Pivots for day following 02-Apr-2009
Pivot	1 day	3 day
R1	61.41	60.84
PP	61.07	59.95
S1	60.74	59.05

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

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