NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 02-Feb-2009

Day Change Summary
	Previous	Current
	30-Jan-2009	02-Feb-2009	Change	Change %	Previous Week
Open	54.86	52.50	-2.36	-4.3%	55.95
High	54.86	52.74	-2.12	-3.9%	55.95
Low	53.61	51.81	-1.80	-3.4%	52.26
Close	53.52	51.38	-2.14	-4.0%	53.52
Range	1.25	0.93	-0.32	-25.6%	3.69
ATR	1.64	1.65	0.00	0.3%	0.00
Volume	2,501	3,025	524	21.0%	16,780

Daily Pivots for day following 02-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	54.77	54.00	51.89
R3	53.84	53.07	51.64
R2	52.91	52.91	51.55
R1	52.14	52.14	51.47	52.06
PP	51.98	51.98	51.98	51.94
S1	51.21	51.21	51.29	51.13
S2	51.05	51.05	51.21
S3	50.12	50.28	51.12
S4	49.19	49.35	50.87

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	64.98	62.94	55.55
R3	61.29	59.25	54.53
R2	57.60	57.60	54.20
R1	55.56	55.56	53.86	54.74
PP	53.91	53.91	53.91	53.50
S1	51.87	51.87	53.18	51.05
S2	50.22	50.22	52.84
S3	46.53	48.18	52.51
S4	42.84	44.49	51.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.86	51.81	3.05	5.9%	1.12	2.2%	-14%	False	True	3,103
10	55.95	51.11	4.84	9.4%	1.45	2.8%	6%	False	False	3,512
20	61.35	51.11	10.24	19.9%	1.25	2.4%	3%	False	False	3,156

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	56.69
2.618	55.17
1.618	54.24
1.000	53.67
0.618	53.31
HIGH	52.74
0.618	52.38
0.500	52.28
0.382	52.17
LOW	51.81
0.618	51.24
1.000	50.88
1.618	50.31
2.618	49.38
4.250	47.86

Fisher Pivots for day following 02-Feb-2009
Pivot	1 day	3 day
R1	52.28	53.34
PP	51.98	52.68
S1	51.68	52.03

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

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