NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 24-Feb-2009

Day Change Summary
	Previous	Current
	23-Feb-2009	24-Feb-2009	Change	Change %	Previous Week
Open	48.76	48.75	-0.01	0.0%	52.25
High	50.51	49.82	-0.69	-1.4%	53.00
Low	47.81	48.16	0.35	0.7%	46.14
Close	48.63	49.82	1.19	2.4%	48.90
Range	2.70	1.66	-1.04	-38.5%	6.86
ATR	2.57	2.50	-0.06	-2.5%	0.00
Volume	17,391	18,245	854	4.9%	92,767

Daily Pivots for day following 24-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	54.25	53.69	50.73
R3	52.59	52.03	50.28
R2	50.93	50.93	50.12
R1	50.37	50.37	49.97	50.65
PP	49.27	49.27	49.27	49.41
S1	48.71	48.71	49.67	48.99
S2	47.61	47.61	49.52
S3	45.95	47.05	49.36
S4	44.29	45.39	48.91

Weekly Pivots for week ending 20-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	69.93	66.27	52.67
R3	63.07	59.41	50.79
R2	56.21	56.21	50.16
R1	52.55	52.55	49.53	50.95
PP	49.35	49.35	49.35	48.55
S1	45.69	45.69	48.27	44.09
S2	42.49	42.49	47.64
S3	35.63	38.83	47.01
S4	28.77	31.97	45.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.51	46.14	4.37	8.8%	2.44	4.9%	84%	False	False	21,837
10	56.88	46.14	10.74	21.6%	2.48	5.0%	34%	False	False	20,363
20	57.05	46.14	10.91	21.9%	2.28	4.6%	34%	False	False	19,575

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.69
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	56.88
2.618	54.17
1.618	52.51
1.000	51.48
0.618	50.85
HIGH	49.82
0.618	49.19
0.500	48.99
0.382	48.79
LOW	48.16
0.618	47.13
1.000	46.50
1.618	45.47
2.618	43.81
4.250	41.11

Fisher Pivots for day following 24-Feb-2009
Pivot	1 day	3 day
R1	49.54	49.50
PP	49.27	49.17
S1	48.99	48.85

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

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