NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 05-Mar-2009

Day Change Summary
	Previous	Current
	04-Mar-2009	05-Mar-2009	Change	Change %	Previous Week
Open	49.06	51.70	2.64	5.4%	48.76
High	52.06	51.76	-0.30	-0.6%	53.35
Low	48.76	50.26	1.50	3.1%	47.81
Close	51.89	50.92	-0.97	-1.9%	52.52
Range	3.30	1.50	-1.80	-54.5%	5.54
ATR	2.62	2.55	-0.07	-2.7%	0.00
Volume	20,226	29,218	8,992	44.5%	113,717

Daily Pivots for day following 05-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	55.48	54.70	51.75
R3	53.98	53.20	51.33
R2	52.48	52.48	51.20
R1	51.70	51.70	51.06	51.34
PP	50.98	50.98	50.98	50.80
S1	50.20	50.20	50.78	49.84
S2	49.48	49.48	50.65
S3	47.98	48.70	50.51
S4	46.48	47.20	50.10

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	53.05	48.00	5.05	9.9%	2.61	5.1%	58%	False	False	23,251
10	53.35	47.19	6.16	12.1%	2.41	4.7%	61%	False	False	23,159
20	57.05	46.14	10.91	21.4%	2.46	4.8%	44%	False	False	21,497
40	62.50	46.14	16.36	32.1%	2.44	4.8%	29%	False	False	20,116

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	0.35
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	58.14
2.618	55.69
1.618	54.19
1.000	53.26
0.618	52.69
HIGH	51.76
0.618	51.19
0.500	51.01
0.382	50.83
LOW	50.26
0.618	49.33
1.000	48.76
1.618	47.83
2.618	46.33
4.250	43.89

Fisher Pivots for day following 05-Mar-2009
Pivot	1 day	3 day
R1	51.01	50.62
PP	50.98	50.33
S1	50.95	50.03

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

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