NYMEX Light Sweet Crude Oil Future November 2009

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

Day Change Summary
	Previous	Current
	27-Feb-2009	02-Mar-2009	Change	Change %	Previous Week
Open	51.11	49.22	-1.89	-3.7%	49.00
High	51.89	49.25	-2.64	-5.1%	52.63
Low	50.40	47.78	-2.62	-5.2%	47.00
Close	51.89	47.89	-4.00	-7.7%	51.89
Range	1.49	1.47	-0.02	-1.3%	5.63
ATR	1.92	2.08	0.16	8.1%	0.00
Volume	6,457	4,785	-1,672	-25.9%	26,336

Daily Pivots for day following 02-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	52.72	51.77	48.70
R3	51.25	50.30	48.29
R2	49.78	49.78	48.16
R1	48.83	48.83	48.02	48.57
PP	48.31	48.31	48.31	48.18
S1	47.36	47.36	47.76	47.10
S2	46.84	46.84	47.62
S3	45.37	45.89	47.49
S4	43.90	44.42	47.08

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.40	65.27	54.99
R3	61.77	59.64	53.44
R2	56.14	56.14	52.92
R1	54.01	54.01	52.41	55.08
PP	50.51	50.51	50.51	51.04
S1	48.38	48.38	51.37	49.45
S2	44.88	44.88	50.86
S3	39.25	42.75	50.34
S4	33.62	37.12	48.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.63	47.64	4.99	10.4%	1.70	3.5%	5%	False	False	5,719
10	52.63	45.87	6.76	14.1%	1.83	3.8%	30%	False	False	4,781
20	55.92	45.87	10.05	21.0%	1.51	3.2%	20%	False	False	3,822

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	0.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	55.50
2.618	53.10
1.618	51.63
1.000	50.72
0.618	50.16
HIGH	49.25
0.618	48.69
0.500	48.52
0.382	48.34
LOW	47.78
0.618	46.87
1.000	46.31
1.618	45.40
2.618	43.93
4.250	41.53

Fisher Pivots for day following 02-Mar-2009
Pivot	1 day	3 day
R1	48.52	50.21
PP	48.31	49.43
S1	48.10	48.66

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

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