NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	82.45	81.51	-0.94	-1.1%	82.27
High	83.47	81.64	-1.83	-2.2%	83.47
Low	80.89	79.41	-1.48	-1.8%	80.57
Close	81.54	80.08	-1.46	-1.8%	81.54
Range	2.58	2.23	-0.35	-13.6%	2.90
ATR	2.09	2.10	0.01	0.5%	0.00
Volume	159,699	131,484	-28,215	-17.7%	707,234

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.07	85.80	81.31
R3	84.84	83.57	80.69
R2	82.61	82.61	80.49
R1	81.34	81.34	80.28	80.86
PP	80.38	80.38	80.38	80.14
S1	79.11	79.11	79.88	78.63
S2	78.15	78.15	79.67
S3	75.92	76.88	79.47
S4	73.69	74.65	78.85

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.56	88.95	83.14
R3	87.66	86.05	82.34
R2	84.76	84.76	82.07
R1	83.15	83.15	81.81	82.51
PP	81.86	81.86	81.86	81.54
S1	80.25	80.25	81.27	79.61
S2	78.96	78.96	81.01
S3	76.06	77.35	80.74
S4	73.16	74.45	79.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.47	79.41	4.06	5.1%	1.96	2.4%	17%	False	True	148,006
10	83.47	78.67	4.80	6.0%	1.87	2.3%	29%	False	False	117,758
20	83.47	74.58	8.89	11.1%	2.09	2.6%	62%	False	False	91,449
40	83.47	70.28	13.19	16.5%	2.22	2.8%	74%	False	False	68,998
60	85.43	70.28	15.15	18.9%	2.03	2.5%	65%	False	False	50,577
80	85.43	70.28	15.15	18.9%	1.99	2.5%	65%	False	False	40,430
100	85.43	70.28	15.15	18.9%	1.95	2.4%	65%	False	False	33,417
120	85.43	68.84	16.59	20.7%	1.83	2.3%	68%	False	False	28,562

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.12
2.618	87.48
1.618	85.25
1.000	83.87
0.618	83.02
HIGH	81.64
0.618	80.79
0.500	80.53
0.382	80.26
LOW	79.41
0.618	78.03
1.000	77.18
1.618	75.80
2.618	73.57
4.250	69.93

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	80.53	81.44
PP	80.38	80.99
S1	80.23	80.53

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

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