NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	43.58	42.82	-0.76	-1.7%	46.78
High	45.20	44.33	-0.87	-1.9%	47.26
Low	42.18	42.27	0.09	0.2%	40.85
Close	42.86	44.23	1.37	3.2%	43.56
Range	3.02	2.06	-0.96	-31.8%	6.41
ATR	2.78	2.73	-0.05	-1.9%	0.00
Volume	36,219	40,633	4,414	12.2%	190,530

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	49.79	49.07	45.36
R3	47.73	47.01	44.80
R2	45.67	45.67	44.61
R1	44.95	44.95	44.42	45.31
PP	43.61	43.61	43.61	43.79
S1	42.89	42.89	44.04	43.25
S2	41.55	41.55	43.85
S3	39.49	40.83	43.66
S4	37.43	38.77	43.10

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	63.12	59.75	47.09
R3	56.71	53.34	45.32
R2	50.30	50.30	44.74
R1	46.93	46.93	44.15	45.41
PP	43.89	43.89	43.89	43.13
S1	40.52	40.52	42.97	39.00
S2	37.48	37.48	42.38
S3	31.07	34.11	41.80
S4	24.66	27.70	40.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.20	40.85	4.35	9.8%	2.56	5.8%	78%	False	False	44,826
10	51.93	40.85	11.08	25.1%	2.68	6.1%	31%	False	False	42,667
20	52.37	40.85	11.52	26.0%	2.49	5.6%	29%	False	False	37,637
40	59.66	40.85	18.81	42.5%	2.90	6.6%	18%	False	False	31,429
60	61.33	40.85	20.48	46.3%	3.05	6.9%	17%	False	False	28,664
80	76.00	40.85	35.15	79.5%	3.29	7.4%	10%	False	False	25,173
100	100.75	40.85	59.90	135.4%	3.39	7.7%	6%	False	False	22,496
120	113.10	40.85	72.25	163.4%	3.42	7.7%	5%	False	False	19,947

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.66
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	53.09
2.618	49.72
1.618	47.66
1.000	46.39
0.618	45.60
HIGH	44.33
0.618	43.54
0.500	43.30
0.382	43.06
LOW	42.27
0.618	41.00
1.000	40.21
1.618	38.94
2.618	36.88
4.250	33.52

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	43.92	43.93
PP	43.61	43.63
S1	43.30	43.33

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

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