NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 04-Mar-2009

Day Change Summary
	Previous	Current
	03-Mar-2009	04-Mar-2009	Change	Change %	Previous Week
Open	48.40	49.06	0.66	1.4%	48.76
High	50.10	52.06	1.96	3.9%	53.35
Low	48.00	48.76	0.76	1.6%	47.81
Close	49.63	51.89	2.26	4.6%	52.52
Range	2.10	3.30	1.20	57.1%	5.54
ATR	2.57	2.62	0.05	2.0%	0.00
Volume	18,176	20,226	2,050	11.3%	113,717

Daily Pivots for day following 04-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	60.80	59.65	53.71
R3	57.50	56.35	52.80
R2	54.20	54.20	52.50
R1	53.05	53.05	52.19	53.63
PP	50.90	50.90	50.90	51.19
S1	49.75	49.75	51.59	50.33
S2	47.60	47.60	51.29
S3	44.30	46.45	50.98
S4	41.00	43.15	50.08

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	10.3%	2.87	5.5%	73%	False	False	23,094
10	53.35	46.14	7.21	13.9%	2.60	5.0%	80%	False	False	22,579
20	57.05	46.14	10.91	21.0%	2.47	4.8%	53%	False	False	20,754
40	64.09	46.14	17.95	34.6%	2.47	4.8%	32%	False	False	19,666

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.43
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	66.09
2.618	60.70
1.618	57.40
1.000	55.36
0.618	54.10
HIGH	52.06
0.618	50.80
0.500	50.41
0.382	50.02
LOW	48.76
0.618	46.72
1.000	45.46
1.618	43.42
2.618	40.12
4.250	34.74

Fisher Pivots for day following 04-Mar-2009
Pivot	1 day	3 day
R1	51.40	51.31
PP	50.90	50.73
S1	50.41	50.15

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

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