NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 03-Feb-2009

Day Change Summary
	Previous	Current
	02-Feb-2009	03-Feb-2009	Change	Change %	Previous Week
Open	55.15	53.39	-1.76	-3.2%	55.75
High	55.15	53.43	-1.72	-3.1%	57.54
Low	52.67	52.61	-0.06	-0.1%	53.63
Close	52.77	52.83	0.06	0.1%	54.80
Range	2.48	0.82	-1.66	-66.9%	3.91
ATR	2.73	2.59	-0.14	-5.0%	0.00
Volume	17,969	18,936	967	5.4%	96,814

Daily Pivots for day following 03-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.42	54.94	53.28
R3	54.60	54.12	53.06
R2	53.78	53.78	52.98
R1	53.30	53.30	52.91	53.13
PP	52.96	52.96	52.96	52.87
S1	52.48	52.48	52.75	52.31
S2	52.14	52.14	52.68
S3	51.32	51.66	52.60
S4	50.50	50.84	52.38

Weekly Pivots for week ending 30-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.05	64.84	56.95
R3	63.14	60.93	55.88
R2	59.23	59.23	55.52
R1	57.02	57.02	55.16	56.17
PP	55.32	55.32	55.32	54.90
S1	53.11	53.11	54.44	52.26
S2	51.41	51.41	54.08
S3	47.50	49.20	53.72
S4	43.59	45.29	52.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.49	52.61	3.88	7.3%	1.90	3.6%	6%	False	True	17,805
10	57.54	52.49	5.05	9.6%	2.26	4.3%	7%	False	False	21,340
20	64.09	52.49	11.60	22.0%	2.47	4.7%	3%	False	False	18,578

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.61
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	56.92
2.618	55.58
1.618	54.76
1.000	54.25
0.618	53.94
HIGH	53.43
0.618	53.12
0.500	53.02
0.382	52.92
LOW	52.61
0.618	52.10
1.000	51.79
1.618	51.28
2.618	50.46
4.250	49.13

Fisher Pivots for day following 03-Feb-2009
Pivot	1 day	3 day
R1	53.02	54.55
PP	52.96	53.98
S1	52.89	53.40

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

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