NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	46.91	46.19	-0.72	-1.5%	49.91
High	48.07	47.25	-0.82	-1.7%	49.91
Low	45.32	46.15	0.83	1.8%	44.19
Close	46.08	47.25	1.17	2.5%	46.55
Range	2.75	1.10	-1.65	-60.0%	5.72
ATR	2.32	2.24	-0.08	-3.5%	0.00
Volume	6,624	7,302	678	10.2%	29,930

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	50.18	49.82	47.86
R3	49.08	48.72	47.55
R2	47.98	47.98	47.45
R1	47.62	47.62	47.35	47.80
PP	46.88	46.88	46.88	46.98
S1	46.52	46.52	47.15	46.70
S2	45.78	45.78	47.05
S3	44.68	45.42	46.95
S4	43.58	44.32	46.65

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.04	61.02	49.70
R3	58.32	55.30	48.12
R2	52.60	52.60	47.60
R1	49.58	49.58	47.07	48.23
PP	46.88	46.88	46.88	46.21
S1	43.86	43.86	46.03	42.51
S2	41.16	41.16	45.50
S3	35.44	38.14	44.98
S4	29.72	32.42	43.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.07	44.19	3.88	8.2%	2.13	4.5%	79%	False	False	6,727
10	54.84	44.19	10.65	22.5%	2.22	4.7%	29%	False	False	6,708
20	54.95	44.19	10.76	22.8%	1.97	4.2%	28%	False	False	5,345

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	51.93
2.618	50.13
1.618	49.03
1.000	48.35
0.618	47.93
HIGH	47.25
0.618	46.83
0.500	46.70
0.382	46.57
LOW	46.15
0.618	45.47
1.000	45.05
1.618	44.37
2.618	43.27
4.250	41.48

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	47.07	46.97
PP	46.88	46.69
S1	46.70	46.42

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

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