NYMEX Light Sweet Crude Oil Future September 2009

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

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	47.25	50.25	3.00	6.3%	46.91
High	50.50	50.25	-0.25	-0.5%	51.29
Low	47.25	48.59	1.34	2.8%	45.32
Close	50.40	49.28	-1.12	-2.2%	50.57
Range	3.25	1.66	-1.59	-48.9%	5.97
ATR	2.53	2.47	-0.05	-2.0%	0.00
Volume	10,212	10,235	23	0.2%	42,306

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	54.35	53.48	50.19
R3	52.69	51.82	49.74
R2	51.03	51.03	49.58
R1	50.16	50.16	49.43	49.77
PP	49.37	49.37	49.37	49.18
S1	48.50	48.50	49.13	48.11
S2	47.71	47.71	48.98
S3	46.05	46.84	48.82
S4	44.39	45.18	48.37

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	50.99	45.78	5.21	10.6%	2.78	5.6%	67%	False	False	9,033
10	51.29	44.76	6.53	13.3%	2.52	5.1%	69%	False	False	8,189
20	54.95	44.19	10.76	21.8%	2.40	4.9%	47%	False	False	7,151
40	59.15	44.19	14.96	30.4%	2.12	4.3%	34%	False	False	5,567

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	0.42
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	57.31
2.618	54.60
1.618	52.94
1.000	51.91
0.618	51.28
HIGH	50.25
0.618	49.62
0.500	49.42
0.382	49.22
LOW	48.59
0.618	47.56
1.000	46.93
1.618	45.90
2.618	44.24
4.250	41.54

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	49.42	48.90
PP	49.37	48.52
S1	49.33	48.14

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

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