NYMEX Light Sweet Crude Oil Future December 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Oct-2008 | 
                    16-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        79.33 | 
                        73.82 | 
                        -5.51 | 
                        -6.9% | 
                        91.72 | 
                     
                    
                        | High | 
                        79.54 | 
                        74.83 | 
                        -4.71 | 
                        -5.9% | 
                        91.72 | 
                     
                    
                        | Low | 
                        73.91 | 
                        68.92 | 
                        -4.99 | 
                        -6.8% | 
                        77.28 | 
                     
                    
                        | Close | 
                        74.88 | 
                        70.26 | 
                        -4.62 | 
                        -6.2% | 
                        77.99 | 
                     
                    
                        | Range | 
                        5.63 | 
                        5.91 | 
                        0.28 | 
                        5.0% | 
                        14.44 | 
                     
                    
                        | ATR | 
                        5.96 | 
                        5.96 | 
                        0.00 | 
                        0.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        169,686 | 
                        154,570 | 
                        -15,116 | 
                        -8.9% | 
                        841,837 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                89.07 | 
                85.57 | 
                73.51 | 
                 | 
             
            
                | R3 | 
                83.16 | 
                79.66 | 
                71.89 | 
                 | 
             
            
                | R2 | 
                77.25 | 
                77.25 | 
                71.34 | 
                 | 
             
            
                | R1 | 
                73.75 | 
                73.75 | 
                70.80 | 
                72.55 | 
             
            
                | PP | 
                71.34 | 
                71.34 | 
                71.34 | 
                70.73 | 
             
            
                | S1 | 
                67.84 | 
                67.84 | 
                69.72 | 
                66.64 | 
             
            
                | S2 | 
                65.43 | 
                65.43 | 
                69.18 | 
                 | 
             
            
                | S3 | 
                59.52 | 
                61.93 | 
                68.63 | 
                 | 
             
            
                | S4 | 
                53.61 | 
                56.02 | 
                67.01 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                125.65 | 
                116.26 | 
                85.93 | 
                 | 
             
            
                | R3 | 
                111.21 | 
                101.82 | 
                81.96 | 
                 | 
             
            
                | R2 | 
                96.77 | 
                96.77 | 
                80.64 | 
                 | 
             
            
                | R1 | 
                87.38 | 
                87.38 | 
                79.31 | 
                84.86 | 
             
            
                | PP | 
                82.33 | 
                82.33 | 
                82.33 | 
                81.07 | 
             
            
                | S1 | 
                72.94 | 
                72.94 | 
                76.67 | 
                70.42 | 
             
            
                | S2 | 
                67.89 | 
                67.89 | 
                75.34 | 
                 | 
             
            
                | S3 | 
                53.45 | 
                58.50 | 
                74.02 | 
                 | 
             
            
                | S4 | 
                39.01 | 
                44.06 | 
                70.05 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                85.28 | 
                68.92 | 
                16.36 | 
                23.3% | 
                6.15 | 
                8.8% | 
                8% | 
                False | 
                True | 
                178,929 | 
                 
                
                | 10 | 
                95.13 | 
                68.92 | 
                26.21 | 
                37.3% | 
                5.54 | 
                7.9% | 
                5% | 
                False | 
                True | 
                168,443 | 
                 
                
                | 20 | 
                109.74 | 
                68.92 | 
                40.82 | 
                58.1% | 
                6.17 | 
                8.8% | 
                3% | 
                False | 
                True | 
                143,576 | 
                 
                
                | 40 | 
                122.87 | 
                68.92 | 
                53.95 | 
                76.8% | 
                5.60 | 
                8.0% | 
                2% | 
                False | 
                True | 
                105,065 | 
                 
                
                | 60 | 
                129.58 | 
                68.92 | 
                60.66 | 
                86.3% | 
                5.12 | 
                7.3% | 
                2% | 
                False | 
                True | 
                85,937 | 
                 
                
                | 80 | 
                148.60 | 
                68.92 | 
                79.68 | 
                113.4% | 
                5.05 | 
                7.2% | 
                2% | 
                False | 
                True | 
                73,742 | 
                 
                
                | 100 | 
                148.60 | 
                68.92 | 
                79.68 | 
                113.4% | 
                5.02 | 
                7.1% | 
                2% | 
                False | 
                True | 
                66,684 | 
                 
                
                | 120 | 
                148.60 | 
                68.92 | 
                79.68 | 
                113.4% | 
                4.82 | 
                6.9% | 
                2% | 
                False | 
                True | 
                61,816 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            99.95 | 
         
        
            | 
2.618             | 
            90.30 | 
         
        
            | 
1.618             | 
            84.39 | 
         
        
            | 
1.000             | 
            80.74 | 
         
        
            | 
0.618             | 
            78.48 | 
         
        
            | 
HIGH             | 
            74.83 | 
         
        
            | 
0.618             | 
            72.57 | 
         
        
            | 
0.500             | 
            71.88 | 
         
        
            | 
0.382             | 
            71.18 | 
         
        
            | 
LOW             | 
            68.92 | 
         
        
            | 
0.618             | 
            65.27 | 
         
        
            | 
1.000             | 
            63.01 | 
         
        
            | 
1.618             | 
            59.36 | 
         
        
            | 
2.618             | 
            53.45 | 
         
        
            | 
4.250             | 
            43.80 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                71.88 | 
                                77.10 | 
                             
                            
                                | PP | 
                                71.34 | 
                                74.82 | 
                             
                            
                                | S1 | 
                                70.80 | 
                                72.54 | 
                             
             
         |