NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 17-Feb-2009

Day Change Summary
	Previous	Current
	13-Feb-2009	17-Feb-2009	Change	Change %	Previous Week
Open	51.60	49.91	-1.69	-3.3%	53.92
High	51.62	49.91	-1.71	-3.3%	54.95
Low	49.69	46.22	-3.47	-7.0%	49.69
Close	50.17	46.46	-3.71	-7.4%	50.17
Range	1.93	3.69	1.76	91.2%	5.26
ATR	2.08	2.22	0.13	6.4%	0.00
Volume	6,194	10,217	4,023	64.9%	28,373

Daily Pivots for day following 17-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.60	56.22	48.49
R3	54.91	52.53	47.47
R2	51.22	51.22	47.14
R1	48.84	48.84	46.80	48.19
PP	47.53	47.53	47.53	47.20
S1	45.15	45.15	46.12	44.50
S2	43.84	43.84	45.78
S3	40.15	41.46	45.45
S4	36.46	37.77	44.43

Weekly Pivots for week ending 13-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.38	64.04	53.06
R3	62.12	58.78	51.62
R2	56.86	56.86	51.13
R1	53.52	53.52	50.65	52.56
PP	51.60	51.60	51.60	51.13
S1	48.26	48.26	49.69	47.30
S2	46.34	46.34	49.21
S3	41.08	43.00	48.72
S4	35.82	37.74	47.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.84	46.22	8.62	18.6%	2.30	5.0%	3%	False	True	6,689
10	54.95	46.22	8.73	18.8%	1.94	4.2%	3%	False	True	5,313
20	55.68	46.22	9.46	20.4%	1.98	4.3%	3%	False	True	4,842

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	0.47
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	65.59
2.618	59.57
1.618	55.88
1.000	53.60
0.618	52.19
HIGH	49.91
0.618	48.50
0.500	48.07
0.382	47.63
LOW	46.22
0.618	43.94
1.000	42.53
1.618	40.25
2.618	36.56
4.250	30.54

Fisher Pivots for day following 17-Feb-2009
Pivot	1 day	3 day
R1	48.07	49.05
PP	47.53	48.18
S1	47.00	47.32

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

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