NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Feb-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Feb-2008 | 
                    11-Feb-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        88.90 | 
                        89.30 | 
                        0.40 | 
                        0.4% | 
                        88.50 | 
                     
                    
                        | High | 
                        88.90 | 
                        91.15 | 
                        2.25 | 
                        2.5% | 
                        88.90 | 
                     
                    
                        | Low | 
                        88.85 | 
                        89.30 | 
                        0.45 | 
                        0.5% | 
                        86.06 | 
                     
                    
                        | Close | 
                        89.90 | 
                        91.29 | 
                        1.39 | 
                        1.5% | 
                        89.90 | 
                     
                    
                        | Range | 
                        0.05 | 
                        1.85 | 
                        1.80 | 
                        3,600.0% | 
                        2.84 | 
                     
                    
                        | ATR | 
                        1.01 | 
                        1.07 | 
                        0.06 | 
                        6.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        1 | 
                        61 | 
                        60 | 
                        6,000.0% | 
                        130 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Feb-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.13 | 
                95.56 | 
                92.31 | 
                 | 
             
            
                | R3 | 
                94.28 | 
                93.71 | 
                91.80 | 
                 | 
             
            
                | R2 | 
                92.43 | 
                92.43 | 
                91.63 | 
                 | 
             
            
                | R1 | 
                91.86 | 
                91.86 | 
                91.46 | 
                92.15 | 
             
            
                | PP | 
                90.58 | 
                90.58 | 
                90.58 | 
                90.72 | 
             
            
                | S1 | 
                90.01 | 
                90.01 | 
                91.12 | 
                90.30 | 
             
            
                | S2 | 
                88.73 | 
                88.73 | 
                90.95 | 
                 | 
             
            
                | S3 | 
                86.88 | 
                88.16 | 
                90.78 | 
                 | 
             
            
                | S4 | 
                85.03 | 
                86.31 | 
                90.27 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Feb-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                96.81 | 
                96.19 | 
                91.46 | 
                 | 
             
            
                | R3 | 
                93.97 | 
                93.35 | 
                90.68 | 
                 | 
             
            
                | R2 | 
                91.13 | 
                91.13 | 
                90.42 | 
                 | 
             
            
                | R1 | 
                90.51 | 
                90.51 | 
                90.16 | 
                90.82 | 
             
            
                | PP | 
                88.29 | 
                88.29 | 
                88.29 | 
                88.44 | 
             
            
                | S1 | 
                87.67 | 
                87.67 | 
                89.64 | 
                87.98 | 
             
            
                | S2 | 
                85.45 | 
                85.45 | 
                89.38 | 
                 | 
             
            
                | S3 | 
                82.61 | 
                84.83 | 
                89.12 | 
                 | 
             
            
                | S4 | 
                79.77 | 
                81.99 | 
                88.34 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                91.15 | 
                86.06 | 
                5.09 | 
                5.6% | 
                0.38 | 
                0.4% | 
                103% | 
                True | 
                False | 
                35 | 
                 
                
                | 10 | 
                91.15 | 
                86.06 | 
                5.09 | 
                5.6% | 
                0.19 | 
                0.2% | 
                103% | 
                True | 
                False | 
                88 | 
                 
                
                | 20 | 
                91.15 | 
                84.00 | 
                7.15 | 
                7.8% | 
                0.10 | 
                0.1% | 
                102% | 
                True | 
                False | 
                215 | 
                 
                
                | 40 | 
                94.33 | 
                84.00 | 
                10.33 | 
                11.3% | 
                0.10 | 
                0.1% | 
                71% | 
                False | 
                False | 
                288 | 
                 
                
                | 60 | 
                94.33 | 
                83.78 | 
                10.55 | 
                11.6% | 
                0.09 | 
                0.1% | 
                71% | 
                False | 
                False | 
                344 | 
                 
                
                | 80 | 
                94.33 | 
                78.05 | 
                16.28 | 
                17.8% | 
                0.06 | 
                0.1% | 
                81% | 
                False | 
                False | 
                359 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            99.01 | 
         
        
            | 
2.618             | 
            95.99 | 
         
        
            | 
1.618             | 
            94.14 | 
         
        
            | 
1.000             | 
            93.00 | 
         
        
            | 
0.618             | 
            92.29 | 
         
        
            | 
HIGH             | 
            91.15 | 
         
        
            | 
0.618             | 
            90.44 | 
         
        
            | 
0.500             | 
            90.23 | 
         
        
            | 
0.382             | 
            90.01 | 
         
        
            | 
LOW             | 
            89.30 | 
         
        
            | 
0.618             | 
            88.16 | 
         
        
            | 
1.000             | 
            87.45 | 
         
        
            | 
1.618             | 
            86.31 | 
         
        
            | 
2.618             | 
            84.46 | 
         
        
            | 
4.250             | 
            81.44 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Feb-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                90.94 | 
                                90.51 | 
                             
                            
                                | PP | 
                                90.58 | 
                                89.73 | 
                             
                            
                                | S1 | 
                                90.23 | 
                                88.95 | 
                             
             
         |