NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 04-Mar-2009

Day Change Summary
	Previous	Current
	03-Mar-2009	04-Mar-2009	Change	Change %	Previous Week
Open	46.55	49.84	3.29	7.1%	48.83
High	48.41	50.97	2.56	5.3%	51.95
Low	46.50	49.66	3.16	6.8%	46.31
Close	48.39	50.96	2.57	5.3%	51.24
Range	1.91	1.31	-0.60	-31.4%	5.64
ATR	2.07	2.10	0.04	1.8%	0.00
Volume	3,593	4,884	1,291	35.9%	27,329

Daily Pivots for day following 04-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	54.46	54.02	51.68
R3	53.15	52.71	51.32
R2	51.84	51.84	51.20
R1	51.40	51.40	51.08	51.62
PP	50.53	50.53	50.53	50.64
S1	50.09	50.09	50.84	50.31
S2	49.22	49.22	50.72
S3	47.91	48.78	50.60
S4	46.60	47.47	50.24

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	66.75	64.64	54.34
R3	61.11	59.00	52.79
R2	55.47	55.47	52.27
R1	53.36	53.36	51.76	54.42
PP	49.83	49.83	49.83	50.36
S1	47.72	47.72	50.72	48.78
S2	44.19	44.19	50.21
S3	38.55	42.08	49.69
S4	32.91	36.44	48.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.95	46.50	5.45	10.7%	1.63	3.2%	82%	False	False	5,480
10	51.95	45.81	6.14	12.0%	1.72	3.4%	84%	False	False	5,120
20	55.40	45.06	10.34	20.3%	1.59	3.1%	57%	False	False	4,662
40	61.35	45.06	16.29	32.0%	1.41	2.8%	36%	False	False	3,927

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	0.22
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	56.54
2.618	54.40
1.618	53.09
1.000	52.28
0.618	51.78
HIGH	50.97
0.618	50.47
0.500	50.32
0.382	50.16
LOW	49.66
0.618	48.85
1.000	48.35
1.618	47.54
2.618	46.23
4.250	44.09

Fisher Pivots for day following 04-Mar-2009
Pivot	1 day	3 day
R1	50.75	50.22
PP	50.53	49.48
S1	50.32	48.74

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

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