NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 02-Mar-2009

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	46.59	46.39	-0.20	-0.4%	41.89
High	47.27	46.49	-0.78	-1.7%	47.55
Low	44.95	42.14	-2.81	-6.3%	40.63
Close	46.89	42.45	-4.44	-9.5%	46.89
Range	2.32	4.35	2.03	87.5%	6.92
ATR	2.79	2.93	0.14	5.0%	0.00
Volume	111,377	117,650	6,273	5.6%	512,713

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.74	53.95	44.84
R3	52.39	49.60	43.65
R2	48.04	48.04	43.25
R1	45.25	45.25	42.85	44.47
PP	43.69	43.69	43.69	43.31
S1	40.90	40.90	42.05	40.12
S2	39.34	39.34	41.65
S3	34.99	36.55	41.25
S4	30.64	32.20	40.06

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.78	63.26	50.70
R3	58.86	56.34	48.79
R2	51.94	51.94	48.16
R1	49.42	49.42	47.52	50.68
PP	45.02	45.02	45.02	45.66
S1	42.50	42.50	46.26	43.76
S2	38.10	38.10	45.62
S3	31.18	35.58	44.99
S4	24.26	28.66	43.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.55	40.72	6.83	16.1%	2.95	7.0%	25%	False	False	110,663
10	47.55	39.42	8.13	19.2%	3.06	7.2%	37%	False	False	96,498
20	50.47	39.42	11.05	26.0%	2.65	6.2%	27%	False	False	74,497
40	58.31	39.42	18.89	44.5%	2.93	6.9%	16%	False	False	51,477
60	58.31	39.42	18.89	44.5%	3.02	7.1%	16%	False	False	38,196
80	75.10	39.42	35.68	84.1%	3.17	7.5%	8%	False	False	30,497
100	90.77	39.42	51.35	121.0%	3.08	7.3%	6%	False	False	25,262
120	109.58	39.42	70.16	165.3%	2.77	6.5%	4%	False	False	21,375

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	0.52
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	64.98
2.618	57.88
1.618	53.53
1.000	50.84
0.618	49.18
HIGH	46.49
0.618	44.83
0.500	44.32
0.382	43.80
LOW	42.14
0.618	39.45
1.000	37.79
1.618	35.10
2.618	30.75
4.250	23.65

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	44.32	44.85
PP	43.69	44.05
S1	43.07	43.25

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

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