NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 23-Feb-2009

Day Change Summary
	Previous	Current
	20-Feb-2009	23-Feb-2009	Change	Change %	Previous Week
Open	41.93	41.89	-0.04	-0.1%	45.06
High	42.28	43.80	1.52	3.6%	45.64
Low	39.95	40.63	0.68	1.7%	39.42
Close	42.17	41.27	-0.90	-2.1%	42.17
Range	2.33	3.17	0.84	36.1%	6.22
ATR	2.81	2.83	0.03	0.9%	0.00
Volume	97,811	77,046	-20,765	-21.2%	334,622

Daily Pivots for day following 23-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	51.41	49.51	43.01
R3	48.24	46.34	42.14
R2	45.07	45.07	41.85
R1	43.17	43.17	41.56	42.54
PP	41.90	41.90	41.90	41.58
S1	40.00	40.00	40.98	39.37
S2	38.73	38.73	40.69
S3	35.56	36.83	40.40
S4	32.39	33.66	39.53

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	45.64	39.42	6.22	15.1%	3.17	7.7%	30%	False	False	82,333
10	50.47	39.42	11.05	26.8%	2.74	6.6%	17%	False	False	76,967
20	52.34	39.42	12.92	31.3%	2.62	6.3%	14%	False	False	56,082
40	58.31	39.42	18.89	45.8%	3.01	7.3%	10%	False	False	38,584
60	59.89	39.42	20.47	49.6%	3.06	7.4%	9%	False	False	29,656
80	75.10	39.42	35.68	86.5%	3.20	7.7%	5%	False	False	23,933
100	100.60	39.42	61.18	148.2%	3.00	7.3%	3%	False	False	19,823
120	112.52	39.42	73.10	177.1%	2.67	6.5%	3%	False	False	16,854

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.69
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.27
2.618	52.10
1.618	48.93
1.000	46.97
0.618	45.76
HIGH	43.80
0.618	42.59
0.500	42.22
0.382	41.84
LOW	40.63
0.618	38.67
1.000	37.46
1.618	35.50
2.618	32.33
4.250	27.16

Fisher Pivots for day following 23-Feb-2009
Pivot	1 day	3 day
R1	42.22	41.61
PP	41.90	41.50
S1	41.59	41.38

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

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