NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	82.18	81.13	-1.05	-1.3%	82.22
High	82.22	82.36	0.14	0.2%	84.00
Low	80.72	81.13	0.41	0.5%	80.15
Close	81.44	81.46	0.02	0.0%	81.77
Range	1.50	1.23	-0.27	-18.0%	3.85
ATR	1.91	1.87	-0.05	-2.6%	0.00
Volume	24,302	26,916	2,614	10.8%	120,506

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.34	84.63	82.14
R3	84.11	83.40	81.80
R2	82.88	82.88	81.69
R1	82.17	82.17	81.57	82.53
PP	81.65	81.65	81.65	81.83
S1	80.94	80.94	81.35	81.30
S2	80.42	80.42	81.23
S3	79.19	79.71	81.12
S4	77.96	78.48	80.78

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.52	91.50	83.89
R3	89.67	87.65	82.83
R2	85.82	85.82	82.48
R1	83.80	83.80	82.12	82.89
PP	81.97	81.97	81.97	81.52
S1	79.95	79.95	81.42	79.04
S2	78.12	78.12	81.06
S3	74.27	76.10	80.71
S4	70.42	72.25	79.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.26	79.70	3.56	4.4%	1.81	2.2%	49%	False	False	27,169
10	84.13	79.70	4.43	5.4%	1.81	2.2%	40%	False	False	23,994
20	84.14	79.16	4.98	6.1%	1.74	2.1%	46%	False	False	21,211
40	84.14	71.64	12.50	15.3%	2.00	2.5%	79%	False	False	15,999
60	86.41	71.64	14.77	18.1%	1.84	2.3%	66%	False	False	12,623
80	86.41	71.64	14.77	18.1%	1.79	2.2%	66%	False	False	10,394
100	86.41	71.64	14.77	18.1%	1.78	2.2%	66%	False	False	8,920
120	86.41	71.64	14.77	18.1%	1.75	2.1%	66%	False	False	7,964

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	0.30
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	87.59
2.618	85.58
1.618	84.35
1.000	83.59
0.618	83.12
HIGH	82.36
0.618	81.89
0.500	81.75
0.382	81.60
LOW	81.13
0.618	80.37
1.000	79.90
1.618	79.14
2.618	77.91
4.250	75.90

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	81.75	81.82
PP	81.65	81.70
S1	81.56	81.58

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

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