NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 05-Feb-2009

Day Change Summary
	Previous	Current
	04-Feb-2009	05-Feb-2009	Change	Change %	Previous Week
Open	51.34	51.80	0.46	0.9%	53.58
High	51.90	53.06	1.16	2.2%	55.68
Low	50.86	51.31	0.45	0.9%	51.49
Close	51.37	53.06	1.69	3.3%	52.85
Range	1.04	1.75	0.71	68.3%	4.19
ATR	2.14	2.12	-0.03	-1.3%	0.00
Volume	3,361	3,644	283	8.4%	21,372

Daily Pivots for day following 05-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	57.73	57.14	54.02
R3	55.98	55.39	53.54
R2	54.23	54.23	53.38
R1	53.64	53.64	53.22	53.94
PP	52.48	52.48	52.48	52.62
S1	51.89	51.89	52.90	52.19
S2	50.73	50.73	52.74
S3	48.98	50.14	52.58
S4	47.23	48.39	52.10

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	7.2%	1.27	2.4%	67%	False	False	3,378
10	55.68	50.50	5.18	9.8%	1.86	3.5%	49%	False	False	4,095
20	57.15	50.12	7.03	13.2%	1.78	3.3%	42%	False	False	4,006

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	60.50
2.618	57.64
1.618	55.89
1.000	54.81
0.618	54.14
HIGH	53.06
0.618	52.39
0.500	52.19
0.382	51.98
LOW	51.31
0.618	50.23
1.000	49.56
1.618	48.48
2.618	46.73
4.250	43.87

Fisher Pivots for day following 05-Feb-2009
Pivot	1 day	3 day
R1	52.77	52.63
PP	52.48	52.21
S1	52.19	51.78

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

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