NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	45.74	47.95	2.21	4.8%	43.58
High	48.80	48.55	-0.25	-0.5%	48.80
Low	45.74	46.27	0.53	1.2%	42.18
Close	48.74	48.05	-0.69	-1.4%	48.05
Range	3.06	2.28	-0.78	-25.5%	6.62
ATR	2.75	2.73	-0.02	-0.7%	0.00
Volume	66,178	54,532	-11,646	-17.6%	238,305

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	54.46	53.54	49.30
R3	52.18	51.26	48.68
R2	49.90	49.90	48.47
R1	48.98	48.98	48.26	49.44
PP	47.62	47.62	47.62	47.86
S1	46.70	46.70	47.84	47.16
S2	45.34	45.34	47.63
S3	43.06	44.42	47.42
S4	40.78	42.14	46.80

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.20	63.75	51.69
R3	59.58	57.13	49.87
R2	52.96	52.96	49.26
R1	50.51	50.51	48.66	51.74
PP	46.34	46.34	46.34	46.96
S1	43.89	43.89	47.44	45.12
S2	39.72	39.72	46.84
S3	33.10	37.27	46.23
S4	26.48	30.65	44.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.80	42.18	6.62	13.8%	2.61	5.4%	89%	False	False	47,661
10	48.80	40.85	7.95	16.5%	2.80	5.8%	91%	False	False	47,622
20	51.93	40.85	11.08	23.1%	2.47	5.1%	65%	False	False	40,240
40	59.66	40.85	18.81	39.1%	2.92	6.1%	38%	False	False	34,800
60	59.66	40.85	18.81	39.1%	2.98	6.2%	38%	False	False	30,686
80	76.00	40.85	35.15	73.2%	3.20	6.7%	20%	False	False	26,614
100	91.57	40.85	50.72	105.6%	3.36	7.0%	14%	False	False	23,863
120	112.04	40.85	71.19	148.2%	3.43	7.1%	10%	False	False	21,149

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.55
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	58.24
2.618	54.52
1.618	52.24
1.000	50.83
0.618	49.96
HIGH	48.55
0.618	47.68
0.500	47.41
0.382	47.14
LOW	46.27
0.618	44.86
1.000	43.99
1.618	42.58
2.618	40.30
4.250	36.58

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	47.84	47.41
PP	47.62	46.78
S1	47.41	46.14

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

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