NYMEX Light Sweet Crude Oil Future December 2009

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

Day Change Summary
	Previous	Current
	02-Mar-2009	03-Mar-2009	Change	Change %	Previous Week
Open	51.97	48.40	-3.57	-6.9%	48.76
High	52.30	50.10	-2.20	-4.2%	53.35
Low	48.21	48.00	-0.21	-0.4%	47.81
Close	48.53	49.63	1.10	2.3%	52.52
Range	4.09	2.10	-1.99	-48.7%	5.54
ATR	2.61	2.57	-0.04	-1.4%	0.00
Volume	20,325	18,176	-2,149	-10.6%	113,717

Daily Pivots for day following 03-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.54	54.69	50.79
R3	53.44	52.59	50.21
R2	51.34	51.34	50.02
R1	50.49	50.49	49.82	50.92
PP	49.24	49.24	49.24	49.46
S1	48.39	48.39	49.44	48.82
S2	47.14	47.14	49.25
S3	45.04	46.29	49.05
S4	42.94	44.19	48.48

Weekly Pivots for week ending 27-Feb-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.85	65.72	55.57
R3	62.31	60.18	54.04
R2	56.77	56.77	53.54
R1	54.64	54.64	53.03	55.71
PP	51.23	51.23	51.23	51.76
S1	49.10	49.10	52.01	50.17
S2	45.69	45.69	51.50
S3	40.15	43.56	51.00
S4	34.61	38.02	49.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.35	48.00	5.35	10.8%	2.60	5.2%	30%	False	True	23,316
10	53.35	46.14	7.21	14.5%	2.52	5.1%	48%	False	False	22,577
20	57.05	46.14	10.91	22.0%	2.35	4.7%	32%	False	False	20,690
40	64.09	46.14	17.95	36.2%	2.48	5.0%	19%	False	False	19,379

Crabel Price Patterns
NR	True
NR4	False
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	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	59.03
2.618	55.60
1.618	53.50
1.000	52.20
0.618	51.40
HIGH	50.10
0.618	49.30
0.500	49.05
0.382	48.80
LOW	48.00
0.618	46.70
1.000	45.90
1.618	44.60
2.618	42.50
4.250	39.08

Fisher Pivots for day following 03-Mar-2009
Pivot	1 day	3 day
R1	49.44	50.53
PP	49.24	50.23
S1	49.05	49.93

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

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