NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 26-Feb-2009

Day Change Summary
	Previous	Current
	25-Feb-2009	26-Feb-2009	Change	Change %	Previous Week
Open	48.25	49.74	1.49	3.1%	48.21
High	50.18	51.95	1.77	3.5%	48.21
Low	47.81	49.60	1.79	3.7%	45.06
Close	49.30	51.95	2.65	5.4%	47.34
Range	2.37	2.35	-0.02	-0.8%	3.15
ATR	1.86	1.92	0.06	3.0%	0.00
Volume	7,338	6,488	-850	-11.6%	20,923

Daily Pivots for day following 26-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.22	57.43	53.24
R3	55.87	55.08	52.60
R2	53.52	53.52	52.38
R1	52.73	52.73	52.17	53.13
PP	51.17	51.17	51.17	51.36
S1	50.38	50.38	51.73	50.78
S2	48.82	48.82	51.52
S3	46.47	48.03	51.30
S4	44.12	45.68	50.66

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	56.32	54.98	49.07
R3	53.17	51.83	48.21
R2	50.02	50.02	47.92
R1	48.68	48.68	47.63	47.78
PP	46.87	46.87	46.87	46.42
S1	45.53	45.53	47.05	44.63
S2	43.72	43.72	46.76
S3	40.57	42.38	46.47
S4	37.42	39.23	45.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.95	45.81	6.14	11.8%	2.00	3.9%	100%	True	False	4,874
10	52.39	45.06	7.33	14.1%	1.67	3.2%	94%	False	False	5,145
20	55.40	45.06	10.34	19.9%	1.48	2.9%	67%	False	False	4,134

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	False
Stretch	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	61.94
2.618	58.10
1.618	55.75
1.000	54.30
0.618	53.40
HIGH	51.95
0.618	51.05
0.500	50.78
0.382	50.50
LOW	49.60
0.618	48.15
1.000	47.25
1.618	45.80
2.618	43.45
4.250	39.61

Fisher Pivots for day following 26-Feb-2009
Pivot	1 day	3 day
R1	51.56	51.12
PP	51.17	50.30
S1	50.78	49.47

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

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