NYMEX Light Sweet Crude Oil Future January 2010

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

Day Change Summary
	Previous	Current
	23-Apr-2009	24-Apr-2009	Change	Change %	Previous Week
Open	57.11	58.40	1.29	2.3%	58.80
High	57.11	58.62	1.51	2.6%	58.80
Low	56.50	58.30	1.80	3.2%	56.18
Close	57.04	58.54	1.50	2.6%	58.54
Range	0.61	0.32	-0.29	-47.5%	2.62
ATR	1.61	1.61	0.00	-0.1%	0.00
Volume	2,526	2,305	-221	-8.7%	9,028

Daily Pivots for day following 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.45	59.31	58.72
R3	59.13	58.99	58.63
R2	58.81	58.81	58.60
R1	58.67	58.67	58.57	58.74
PP	58.49	58.49	58.49	58.52
S1	58.35	58.35	58.51	58.42
S2	58.17	58.17	58.48
S3	57.85	58.03	58.45
S4	57.53	57.71	58.36

Weekly Pivots for week ending 24-Apr-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.70	64.74	59.98
R3	63.08	62.12	59.26
R2	60.46	60.46	59.02
R1	59.50	59.50	58.78	58.67
PP	57.84	57.84	57.84	57.43
S1	56.88	56.88	58.30	56.05
S2	55.22	55.22	58.06
S3	52.60	54.26	57.82
S4	49.98	51.64	57.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.80	56.18	2.62	4.5%	0.90	1.5%	90%	False	False	1,805
10	61.54	56.18	5.36	9.2%	0.80	1.4%	44%	False	False	1,503
20	62.41	56.18	6.23	10.6%	1.04	1.8%	38%	False	False	1,797

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.08
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	59.98
2.618	59.46
1.618	59.14
1.000	58.94
0.618	58.82
HIGH	58.62
0.618	58.50
0.500	58.46
0.382	58.42
LOW	58.30
0.618	58.10
1.000	57.98
1.618	57.78
2.618	57.46
4.250	56.94

Fisher Pivots for day following 24-Apr-2009
Pivot	1 day	3 day
R1	58.51	58.21
PP	58.49	57.87
S1	58.46	57.54

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

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