NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 27-Feb-2009

Day Change Summary
	Previous	Current
	26-Feb-2009	27-Feb-2009	Change	Change %	Previous Week
Open	48.72	50.66	1.94	4.0%	46.91
High	51.29	50.99	-0.30	-0.6%	51.29
Low	48.37	49.05	0.68	1.4%	45.32
Close	51.25	50.57	-0.68	-1.3%	50.57
Range	2.92	1.94	-0.98	-33.6%	5.97
ATR	2.32	2.31	-0.01	-0.4%	0.00
Volume	8,118	10,477	2,359	29.1%	42,306

Daily Pivots for day following 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.02	55.24	51.64
R3	54.08	53.30	51.10
R2	52.14	52.14	50.93
R1	51.36	51.36	50.75	50.78
PP	50.20	50.20	50.20	49.92
S1	49.42	49.42	50.39	48.84
S2	48.26	48.26	50.21
S3	46.32	47.48	50.04
S4	44.38	45.54	49.50

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.97	64.74	53.85
R3	61.00	58.77	52.21
R2	55.03	55.03	51.66
R1	52.80	52.80	51.12	53.92
PP	49.06	49.06	49.06	49.62
S1	46.83	46.83	50.02	47.95
S2	43.09	43.09	49.48
S3	37.12	40.86	48.93
S4	31.15	34.89	47.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.29	45.32	5.97	11.8%	2.28	4.5%	88%	False	False	8,461
10	51.62	44.19	7.43	14.7%	2.38	4.7%	86%	False	False	7,843
20	54.95	44.19	10.76	21.3%	2.04	4.0%	59%	False	False	6,078

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	59.24
2.618	56.07
1.618	54.13
1.000	52.93
0.618	52.19
HIGH	50.99
0.618	50.25
0.500	50.02
0.382	49.79
LOW	49.05
0.618	47.85
1.000	47.11
1.618	45.91
2.618	43.97
4.250	40.81

Fisher Pivots for day following 27-Feb-2009
Pivot	1 day	3 day
R1	50.39	50.05
PP	50.20	49.53
S1	50.02	49.01

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

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