NYMEX Light Sweet Crude Oil Future May 2009

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

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	41.89	41.17	-0.72	-1.7%	45.06
High	43.80	42.91	-0.89	-2.0%	45.64
Low	40.63	40.72	0.09	0.2%	39.42
Close	41.27	42.76	1.49	3.6%	42.17
Range	3.17	2.19	-0.98	-30.9%	6.22
ATR	2.83	2.79	-0.05	-1.6%	0.00
Volume	77,046	97,935	20,889	27.1%	334,622

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	48.70	47.92	43.96
R3	46.51	45.73	43.36
R2	44.32	44.32	43.16
R1	43.54	43.54	42.96	43.93
PP	42.13	42.13	42.13	42.33
S1	41.35	41.35	42.56	41.74
S2	39.94	39.94	42.36
S3	37.75	39.16	42.16
S4	35.56	36.97	41.56

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	61.07	57.84	45.59
R3	54.85	51.62	43.88
R2	48.63	48.63	43.31
R1	45.40	45.40	42.74	43.91
PP	42.41	42.41	42.41	41.66
S1	39.18	39.18	41.60	37.69
S2	36.19	36.19	41.03
S3	29.97	32.96	40.46
S4	23.75	26.74	38.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.80	39.42	4.38	10.2%	2.58	6.0%	76%	False	False	86,332
10	50.44	39.42	11.02	25.8%	2.73	6.4%	30%	False	False	80,182
20	51.40	39.42	11.98	28.0%	2.58	6.0%	28%	False	False	59,658
40	58.31	39.42	18.89	44.2%	2.96	6.9%	18%	False	False	40,764
60	59.89	39.42	20.47	47.9%	3.04	7.1%	16%	False	False	31,155
80	75.10	39.42	35.68	83.4%	3.20	7.5%	9%	False	False	25,109
100	99.01	39.42	59.59	139.4%	3.02	7.1%	6%	False	False	20,791
120	112.52	39.42	73.10	171.0%	2.67	6.2%	5%	False	False	17,648

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	52.22
2.618	48.64
1.618	46.45
1.000	45.10
0.618	44.26
HIGH	42.91
0.618	42.07
0.500	41.82
0.382	41.56
LOW	40.72
0.618	39.37
1.000	38.53
1.618	37.18
2.618	34.99
4.250	31.41

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	42.45	42.47
PP	42.13	42.17
S1	41.82	41.88

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

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