NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 09-Feb-2009

Day Change Summary
	Previous	Current
	06-Feb-2009	09-Feb-2009	Change	Change %	Previous Week
Open	52.95	54.82	1.87	3.5%	52.50
High	54.50	55.21	0.71	1.3%	54.50
Low	52.65	53.97	1.32	2.5%	51.32
Close	54.12	53.97	-0.15	-0.3%	54.12
Range	1.85	1.24	-0.61	-33.0%	3.18
ATR	1.54	1.52	-0.02	-1.4%	0.00
Volume	3,953	4,761	808	20.4%	14,156

Daily Pivots for day following 09-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.10	57.28	54.65
R3	56.86	56.04	54.31
R2	55.62	55.62	54.20
R1	54.80	54.80	54.08	54.59
PP	54.38	54.38	54.38	54.28
S1	53.56	53.56	53.86	53.35
S2	53.14	53.14	53.74
S3	51.90	52.32	53.63
S4	50.66	51.08	53.29

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.85	61.67	55.87
R3	59.67	58.49	54.99
R2	56.49	56.49	54.70
R1	55.31	55.31	54.41	55.90
PP	53.31	53.31	53.31	53.61
S1	52.13	52.13	53.83	52.72
S2	50.13	50.13	53.54
S3	46.95	48.95	53.25
S4	43.77	45.77	52.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.21	51.32	3.89	7.2%	1.18	2.2%	68%	True	False	3,178
10	55.21	51.32	3.89	7.2%	1.15	2.1%	68%	True	False	3,141
20	56.95	51.11	5.84	10.8%	1.29	2.4%	49%	False	False	3,348

Crabel Price Patterns
NR	True
NR4	False
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	True
Stretch	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	60.48
2.618	58.46
1.618	57.22
1.000	56.45
0.618	55.98
HIGH	55.21
0.618	54.74
0.500	54.59
0.382	54.44
LOW	53.97
0.618	53.20
1.000	52.73
1.618	51.96
2.618	50.72
4.250	48.70

Fisher Pivots for day following 09-Feb-2009
Pivot	1 day	3 day
R1	54.59	53.88
PP	54.38	53.79
S1	54.18	53.70

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

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