NYMEX Light Sweet Crude Oil Future July 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	48.09	44.52	-3.57	-7.4%	44.93
High	48.10	46.40	-1.70	-3.5%	49.74
Low	44.52	44.27	-0.25	-0.6%	43.42
Close	44.73	46.01	1.28	2.9%	48.98
Range	3.58	2.13	-1.45	-40.5%	6.32
ATR	2.79	2.74	-0.05	-1.7%	0.00
Volume	17,124	12,282	-4,842	-28.3%	94,101

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	51.95	51.11	47.18
R3	49.82	48.98	46.60
R2	47.69	47.69	46.40
R1	46.85	46.85	46.21	47.27
PP	45.56	45.56	45.56	45.77
S1	44.72	44.72	45.81	45.14
S2	43.43	43.43	45.62
S3	41.30	42.59	45.42
S4	39.17	40.46	44.84

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	44.27	5.47	11.9%	2.76	6.0%	32%	False	True	19,428
10	49.74	42.19	7.55	16.4%	2.65	5.7%	51%	False	False	17,890
20	53.21	42.19	11.02	24.0%	2.46	5.3%	35%	False	False	16,090
40	60.72	42.19	18.53	40.3%	2.57	5.6%	21%	False	False	14,144
60	60.72	42.19	18.53	40.3%	2.85	6.2%	21%	False	False	11,746
80	72.11	42.19	29.92	65.0%	2.73	5.9%	13%	False	False	9,662
100	89.63	42.19	47.44	103.1%	2.57	5.6%	8%	False	False	8,267
120	110.25	42.19	68.06	147.9%	2.35	5.1%	6%	False	False	7,106

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.46
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	55.45
2.618	51.98
1.618	49.85
1.000	48.53
0.618	47.72
HIGH	46.40
0.618	45.59
0.500	45.34
0.382	45.08
LOW	44.27
0.618	42.95
1.000	42.14
1.618	40.82
2.618	38.69
4.250	35.22

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	45.79	46.84
PP	45.56	46.56
S1	45.34	46.29

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

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