NYMEX Light Sweet Crude Oil Future January 2009

Trading Metrics calculated at close of trading on 15-Dec-2008

Day Change Summary
	Previous	Current
	12-Dec-2008	15-Dec-2008	Change	Change %	Previous Week
Open	47.00	46.77	-0.23	-0.5%	41.64
High	47.51	50.05	2.54	5.3%	49.12
Low	43.32	43.95	0.63	1.5%	41.55
Close	46.28	44.51	-1.77	-3.8%	46.28
Range	4.19	6.10	1.91	45.6%	7.57
ATR	4.42	4.54	0.12	2.7%	0.00
Volume	317,267	291,629	-25,638	-8.1%	1,537,196

Daily Pivots for day following 15-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	64.47	60.59	47.87
R3	58.37	54.49	46.19
R2	52.27	52.27	45.63
R1	48.39	48.39	45.07	47.28
PP	46.17	46.17	46.17	45.62
S1	42.29	42.29	43.95	41.18
S2	40.07	40.07	43.39
S3	33.97	36.19	42.83
S4	27.87	30.09	41.16

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	68.36	64.89	50.44
R3	60.79	57.32	48.36
R2	53.22	53.22	47.67
R1	49.75	49.75	46.97	51.49
PP	45.65	45.65	45.65	46.52
S1	42.18	42.18	45.59	43.92
S2	38.08	38.08	44.89
S3	30.51	34.61	44.20
S4	22.94	27.04	42.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.05	41.83	8.22	18.5%	4.63	10.4%	33%	True	False	300,337
10	50.25	40.50	9.75	21.9%	3.95	8.9%	41%	False	False	272,914
20	59.52	40.50	19.02	42.7%	4.13	9.3%	21%	False	False	233,535
40	76.45	40.50	35.95	80.8%	4.62	10.4%	11%	False	False	151,926
60	109.36	40.50	68.86	154.7%	4.97	11.2%	6%	False	False	114,005
80	123.22	40.50	82.72	185.8%	4.86	10.9%	5%	False	False	89,524
100	129.52	40.50	89.02	200.0%	4.68	10.5%	5%	False	False	73,200
120	148.35	40.50	107.85	242.3%	4.50	10.1%	4%	False	False	61,743

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.79
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	75.98
2.618	66.02
1.618	59.92
1.000	56.15
0.618	53.82
HIGH	50.05
0.618	47.72
0.500	47.00
0.382	46.28
LOW	43.95
0.618	40.18
1.000	37.85
1.618	34.08
2.618	27.98
4.250	18.03

Fisher Pivots for day following 15-Dec-2008
Pivot	1 day	3 day
R1	47.00	46.67
PP	46.17	45.95
S1	45.34	45.23

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

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