NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 06-Feb-2009

Day Change Summary
	Previous	Current
	05-Feb-2009	06-Feb-2009	Change	Change %	Previous Week
Open	53.30	54.10	0.80	1.5%	52.80
High	54.41	54.91	0.50	0.9%	54.91
Low	52.95	53.30	0.35	0.7%	52.10
Close	54.41	54.82	0.41	0.8%	54.82
Range	1.46	1.61	0.15	10.3%	2.81
ATR	1.62	1.62	0.00	-0.1%	0.00
Volume	2,123	4,064	1,941	91.4%	12,922

Daily Pivots for day following 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	59.17	58.61	55.71
R3	57.56	57.00	55.26
R2	55.95	55.95	55.12
R1	55.39	55.39	54.97	55.67
PP	54.34	54.34	54.34	54.49
S1	53.78	53.78	54.67	54.06
S2	52.73	52.73	54.52
S3	51.12	52.17	54.38
S4	49.51	50.56	53.93

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	62.37	61.41	56.37
R3	59.56	58.60	55.59
R2	56.75	56.75	55.34
R1	55.79	55.79	55.08	56.27
PP	53.94	53.94	53.94	54.19
S1	52.98	52.98	54.56	53.46
S2	51.13	51.13	54.30
S3	48.32	50.17	54.05
S4	45.51	47.36	53.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.91	52.10	2.81	5.1%	0.88	1.6%	97%	True	False	2,584
10	56.63	52.10	4.53	8.3%	1.03	1.9%	60%	False	False	2,839
20	58.00	52.10	5.90	10.8%	1.21	2.2%	46%	False	False	3,110

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	61.75
2.618	59.12
1.618	57.51
1.000	56.52
0.618	55.90
HIGH	54.91
0.618	54.29
0.500	54.11
0.382	53.92
LOW	53.30
0.618	52.31
1.000	51.69
1.618	50.70
2.618	49.09
4.250	46.46

Fisher Pivots for day following 06-Feb-2009
Pivot	1 day	3 day
R1	54.58	54.42
PP	54.34	54.02
S1	54.11	53.63

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

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