NYMEX Light Sweet Crude Oil Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Feb-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Feb-2009 | 19-Feb-2009 | Change | Change % | Previous Week |  
                        | Open | 42.44 | 41.17 | -1.27 | -3.0% | 50.40 |  
                        | High | 43.20 | 44.04 | 0.84 | 1.9% | 51.93 |  
                        | Low | 40.89 | 40.85 | -0.04 | -0.1% | 46.09 |  
                        | Close | 41.15 | 43.97 | 2.82 | 6.9% | 46.67 |  
                        | Range | 2.31 | 3.19 | 0.88 | 38.1% | 5.84 |  
                        | ATR | 2.75 | 2.78 | 0.03 | 1.1% | 0.00 |  
                        | Volume | 49,147 | 48,672 | -475 | -1.0% | 206,030 |  | 
    
| 
        
            | Daily Pivots for day following 19-Feb-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 52.52 | 51.44 | 45.72 |  |  
                | R3 | 49.33 | 48.25 | 44.85 |  |  
                | R2 | 46.14 | 46.14 | 44.55 |  |  
                | R1 | 45.06 | 45.06 | 44.26 | 45.60 |  
                | PP | 42.95 | 42.95 | 42.95 | 43.23 |  
                | S1 | 41.87 | 41.87 | 43.68 | 42.41 |  
                | S2 | 39.76 | 39.76 | 43.39 |  |  
                | S3 | 36.57 | 38.68 | 43.09 |  |  
                | S4 | 33.38 | 35.49 | 42.22 |  |  | 
        
            | Weekly Pivots for week ending 13-Feb-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 65.75 | 62.05 | 49.88 |  |  
                | R3 | 59.91 | 56.21 | 48.28 |  |  
                | R2 | 54.07 | 54.07 | 47.74 |  |  
                | R1 | 50.37 | 50.37 | 47.21 | 49.30 |  
                | PP | 48.23 | 48.23 | 48.23 | 47.70 |  
                | S1 | 44.53 | 44.53 | 46.13 | 43.46 |  
                | S2 | 42.39 | 42.39 | 45.60 |  |  
                | S3 | 36.55 | 38.69 | 45.06 |  |  
                | S4 | 30.71 | 32.85 | 43.46 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 48.50 | 40.85 | 7.65 | 17.4% | 2.83 | 6.4% | 41% | False | True | 45,866 |  
                | 10 | 51.93 | 40.85 | 11.08 | 25.2% | 2.66 | 6.1% | 28% | False | True | 40,435 |  
                | 20 | 53.37 | 40.85 | 12.52 | 28.5% | 2.60 | 5.9% | 25% | False | True | 36,448 |  
                | 40 | 59.66 | 40.85 | 18.81 | 42.8% | 2.94 | 6.7% | 17% | False | True | 29,527 |  
                | 60 | 61.33 | 40.85 | 20.48 | 46.6% | 3.13 | 7.1% | 15% | False | True | 27,451 |  
                | 80 | 76.00 | 40.85 | 35.15 | 79.9% | 3.32 | 7.6% | 9% | False | True | 24,174 |  
                | 100 | 107.08 | 40.85 | 66.23 | 150.6% | 3.43 | 7.8% | 5% | False | True | 21,484 |  
                | 120 | 121.37 | 40.85 | 80.52 | 183.1% | 3.45 | 7.8% | 4% | False | True | 18,965 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 57.60 |  
            | 2.618 | 52.39 |  
            | 1.618 | 49.20 |  
            | 1.000 | 47.23 |  
            | 0.618 | 46.01 |  
            | HIGH | 44.04 |  
            | 0.618 | 42.82 |  
            | 0.500 | 42.45 |  
            | 0.382 | 42.07 |  
            | LOW | 40.85 |  
            | 0.618 | 38.88 |  
            | 1.000 | 37.66 |  
            | 1.618 | 35.69 |  
            | 2.618 | 32.50 |  
            | 4.250 | 27.29 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Feb-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 43.46 | 44.06 |  
                                | PP | 42.95 | 44.03 |  
                                | S1 | 42.45 | 44.00 |  |