NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 12-Feb-2009

Day Change Summary
	Previous	Current
	11-Feb-2009	12-Feb-2009	Change	Change %	Previous Week
Open	54.10	53.77	-0.33	-0.6%	55.15
High	54.74	54.26	-0.48	-0.9%	56.10
Low	53.34	53.12	-0.22	-0.4%	52.56
Close	53.69	53.87	0.18	0.3%	55.52
Range	1.40	1.14	-0.26	-18.6%	3.54
ATR	2.44	2.35	-0.09	-3.8%	0.00
Volume	18,375	21,212	2,837	15.4%	84,859

Daily Pivots for day following 12-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	57.17	56.66	54.50
R3	56.03	55.52	54.18
R2	54.89	54.89	54.08
R1	54.38	54.38	53.97	54.64
PP	53.75	53.75	53.75	53.88
S1	53.24	53.24	53.77	53.50
S2	52.61	52.61	53.66
S3	51.47	52.10	53.56
S4	50.33	50.96	53.24

Weekly Pivots for week ending 06-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	65.35	63.97	57.47
R3	61.81	60.43	56.49
R2	58.27	58.27	56.17
R1	56.89	56.89	55.84	57.58
PP	54.73	54.73	54.73	55.07
S1	53.35	53.35	55.20	54.04
S2	51.19	51.19	54.87
S3	47.65	49.81	54.55
S4	44.11	46.27	53.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.05	53.12	3.93	7.3%	2.13	4.0%	19%	False	True	20,210
10	57.05	52.56	4.49	8.3%	1.93	3.6%	29%	False	False	18,013
20	59.44	52.49	6.95	12.9%	2.28	4.2%	20%	False	False	19,725

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	59.11
2.618	57.24
1.618	56.10
1.000	55.40
0.618	54.96
HIGH	54.26
0.618	53.82
0.500	53.69
0.382	53.56
LOW	53.12
0.618	52.42
1.000	51.98
1.618	51.28
2.618	50.14
4.250	48.28

Fisher Pivots for day following 12-Feb-2009
Pivot	1 day	3 day
R1	53.81	55.00
PP	53.75	54.62
S1	53.69	54.25

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

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