NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 03-Mar-2009

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	46.39	42.35	-4.04	-8.7%	41.89
High	46.49	44.22	-2.27	-4.9%	47.55
Low	42.14	41.75	-0.39	-0.9%	40.63
Close	42.45	43.91	1.46	3.4%	46.89
Range	4.35	2.47	-1.88	-43.2%	6.92
ATR	2.93	2.90	-0.03	-1.1%	0.00
Volume	117,650	90,560	-27,090	-23.0%	512,713

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	50.70	49.78	45.27
R3	48.23	47.31	44.59
R2	45.76	45.76	44.36
R1	44.84	44.84	44.14	45.30
PP	43.29	43.29	43.29	43.53
S1	42.37	42.37	43.68	42.83
S2	40.82	40.82	43.46
S3	38.35	39.90	43.23
S4	35.88	37.43	42.55

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	41.75	5.80	13.2%	3.01	6.9%	37%	False	True	109,188
10	47.55	39.42	8.13	18.5%	2.80	6.4%	55%	False	False	97,760
20	50.47	39.42	11.05	25.2%	2.62	6.0%	41%	False	False	77,788
40	58.31	39.42	18.89	43.0%	2.85	6.5%	24%	False	False	53,343
60	58.31	39.42	18.89	43.0%	3.04	6.9%	24%	False	False	39,558
80	73.88	39.42	34.46	78.5%	3.10	7.1%	13%	False	False	31,560
100	89.32	39.42	49.90	113.6%	3.08	7.0%	9%	False	False	26,147
120	109.58	39.42	70.16	159.8%	2.79	6.4%	6%	False	False	22,117

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.52
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.72
2.618	50.69
1.618	48.22
1.000	46.69
0.618	45.75
HIGH	44.22
0.618	43.28
0.500	42.99
0.382	42.69
LOW	41.75
0.618	40.22
1.000	39.28
1.618	37.75
2.618	35.28
4.250	31.25

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	43.60	44.51
PP	43.29	44.31
S1	42.99	44.11

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

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