NYMEX Light Sweet Crude Oil Future November 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Oct-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Oct-2008 | 10-Oct-2008 | Change | Change % | Previous Week |  
                        | Open | 88.80 | 84.93 | -3.87 | -4.4% | 92.50 |  
                        | High | 89.82 | 85.13 | -4.69 | -5.2% | 93.02 |  
                        | Low | 84.19 | 77.09 | -7.10 | -8.4% | 77.09 |  
                        | Close | 86.59 | 77.70 | -8.89 | -10.3% | 77.70 |  
                        | Range | 5.63 | 8.04 | 2.41 | 42.8% | 15.93 |  
                        | ATR | 5.89 | 6.15 | 0.26 | 4.4% | 0.00 |  
                        | Volume | 339,344 | 248,211 | -91,133 | -26.9% | 1,451,443 |  | 
    
| 
        
            | Daily Pivots for day following 10-Oct-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 104.09 | 98.94 | 82.12 |  |  
                | R3 | 96.05 | 90.90 | 79.91 |  |  
                | R2 | 88.01 | 88.01 | 79.17 |  |  
                | R1 | 82.86 | 82.86 | 78.44 | 81.42 |  
                | PP | 79.97 | 79.97 | 79.97 | 79.25 |  
                | S1 | 74.82 | 74.82 | 76.96 | 73.38 |  
                | S2 | 71.93 | 71.93 | 76.23 |  |  
                | S3 | 63.89 | 66.78 | 75.49 |  |  
                | S4 | 55.85 | 58.74 | 73.28 |  |  | 
        
            | Weekly Pivots for week ending 10-Oct-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 130.39 | 119.98 | 86.46 |  |  
                | R3 | 114.46 | 104.05 | 82.08 |  |  
                | R2 | 98.53 | 98.53 | 80.62 |  |  
                | R1 | 88.12 | 88.12 | 79.16 | 85.36 |  
                | PP | 82.60 | 82.60 | 82.60 | 81.23 |  
                | S1 | 72.19 | 72.19 | 76.24 | 69.43 |  
                | S2 | 66.67 | 66.67 | 74.78 |  |  
                | S3 | 50.74 | 56.26 | 73.32 |  |  
                | S4 | 34.81 | 40.33 | 68.94 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 93.02 | 77.09 | 15.93 | 20.5% | 5.78 | 7.4% | 4% | False | True | 290,288 |  
                | 10 | 106.91 | 77.09 | 29.82 | 38.4% | 6.83 | 8.8% | 2% | False | True | 262,472 |  
                | 20 | 110.45 | 77.09 | 33.36 | 42.9% | 6.40 | 8.2% | 2% | False | True | 250,043 |  
                | 40 | 122.43 | 77.09 | 45.34 | 58.4% | 5.51 | 7.1% | 1% | False | True | 162,632 |  
                | 60 | 138.34 | 77.09 | 61.25 | 78.8% | 5.15 | 6.6% | 1% | False | True | 119,112 |  
                | 80 | 148.47 | 77.09 | 71.38 | 91.9% | 4.98 | 6.4% | 1% | False | True | 93,361 |  
                | 100 | 148.47 | 77.09 | 71.38 | 91.9% | 4.91 | 6.3% | 1% | False | True | 77,657 |  
                | 120 | 148.47 | 77.09 | 71.38 | 91.9% | 4.48 | 5.8% | 1% | False | True | 65,462 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 119.30 |  
            | 2.618 | 106.18 |  
            | 1.618 | 98.14 |  
            | 1.000 | 93.17 |  
            | 0.618 | 90.10 |  
            | HIGH | 85.13 |  
            | 0.618 | 82.06 |  
            | 0.500 | 81.11 |  
            | 0.382 | 80.16 |  
            | LOW | 77.09 |  
            | 0.618 | 72.12 |  
            | 1.000 | 69.05 |  
            | 1.618 | 64.08 |  
            | 2.618 | 56.04 |  
            | 4.250 | 42.92 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Oct-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 81.11 | 84.04 |  
                                | PP | 79.97 | 81.93 |  
                                | S1 | 78.84 | 79.81 |  |