NYMEX Light Sweet Crude Oil Future July 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	49.13	48.09	-1.04	-2.1%	44.93
High	49.41	48.10	-1.31	-2.7%	49.74
Low	47.23	44.52	-2.71	-5.7%	43.42
Close	48.98	44.73	-4.25	-8.7%	48.98
Range	2.18	3.58	1.40	64.2%	6.32
ATR	2.66	2.79	0.13	4.8%	0.00
Volume	26,659	17,124	-9,535	-35.8%	94,101

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.52	54.21	46.70
R3	52.94	50.63	45.71
R2	49.36	49.36	45.39
R1	47.05	47.05	45.06	46.42
PP	45.78	45.78	45.78	45.47
S1	43.47	43.47	44.40	42.84
S2	42.20	42.20	44.07
S3	38.62	39.89	43.75
S4	35.04	36.31	42.76

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.34	63.98	52.46
R3	60.02	57.66	50.72
R2	53.70	53.70	50.14
R1	51.34	51.34	49.56	52.52
PP	47.38	47.38	47.38	47.97
S1	45.02	45.02	48.40	46.20
S2	41.06	41.06	47.82
S3	34.74	38.70	47.24
S4	28.42	32.38	45.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.74	43.69	6.05	13.5%	2.71	6.1%	17%	False	False	19,840
10	49.74	42.19	7.55	16.9%	2.93	6.5%	34%	False	False	18,769
20	53.21	42.19	11.02	24.6%	2.44	5.5%	23%	False	False	15,989
40	60.72	42.19	18.53	41.4%	2.64	5.9%	14%	False	False	14,021
60	60.72	42.19	18.53	41.4%	2.83	6.3%	14%	False	False	11,615
80	76.25	42.19	34.06	76.1%	2.75	6.2%	7%	False	False	9,554
100	91.66	42.19	49.47	110.6%	2.59	5.8%	5%	False	False	8,160
120	110.25	42.19	68.06	152.2%	2.34	5.2%	4%	False	False	7,006

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	0.44
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	63.32
2.618	57.47
1.618	53.89
1.000	51.68
0.618	50.31
HIGH	48.10
0.618	46.73
0.500	46.31
0.382	45.89
LOW	44.52
0.618	42.31
1.000	40.94
1.618	38.73
2.618	35.15
4.250	29.31

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	46.31	47.13
PP	45.78	46.33
S1	45.26	45.53

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

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