NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	52.00	50.50	-1.50	-2.9%	53.58
High	52.15	50.94	-1.21	-2.3%	55.68
Low	50.53	50.50	-0.03	-0.1%	51.49
Close	50.64	50.68	0.04	0.1%	52.85
Range	1.62	0.44	-1.18	-72.8%	4.19
ATR	2.35	2.22	-0.14	-5.8%	0.00
Volume	3,304	3,463	159	4.8%	21,372

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	52.03	51.79	50.92
R3	51.59	51.35	50.80
R2	51.15	51.15	50.76
R1	50.91	50.91	50.72	51.03
PP	50.71	50.71	50.71	50.77
S1	50.47	50.47	50.64	50.59
S2	50.27	50.27	50.60
S3	49.83	50.03	50.56
S4	49.39	49.59	50.44

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.91	63.57	55.15
R3	61.72	59.38	54.00
R2	57.53	57.53	53.62
R1	55.19	55.19	53.23	54.27
PP	53.34	53.34	53.34	52.88
S1	51.00	51.00	52.47	50.08
S2	49.15	49.15	52.08
S3	44.96	46.81	51.70
S4	40.77	42.62	50.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.30	50.50	3.80	7.5%	1.31	2.6%	5%	False	True	3,663
10	55.68	50.12	5.56	11.0%	1.88	3.7%	10%	False	False	4,360
20	61.90	50.12	11.78	23.2%	1.86	3.7%	5%	False	False	3,989

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.21
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	52.81
2.618	52.09
1.618	51.65
1.000	51.38
0.618	51.21
HIGH	50.94
0.618	50.77
0.500	50.72
0.382	50.67
LOW	50.50
0.618	50.23
1.000	50.06
1.618	49.79
2.618	49.35
4.250	48.63

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	50.72	52.40
PP	50.71	51.83
S1	50.69	51.25

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

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