NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Apr-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Apr-2008 | 
                    03-Apr-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        98.25 | 
                        98.97 | 
                        0.72 | 
                        0.7% | 
                        97.35 | 
                     
                    
                        | High | 
                        98.25 | 
                        98.97 | 
                        0.72 | 
                        0.7% | 
                        101.90 | 
                     
                    
                        | Low | 
                        98.25 | 
                        98.97 | 
                        0.72 | 
                        0.7% | 
                        97.35 | 
                     
                    
                        | Close | 
                        100.50 | 
                        98.97 | 
                        -1.53 | 
                        -1.5% | 
                        100.57 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        1.44 | 
                        1.45 | 
                        0.01 | 
                        0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        186 | 
                        411 | 
                        225 | 
                        121.0% | 
                        1,212 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Apr-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                98.97 | 
                98.97 | 
                98.97 | 
                 | 
             
            
                | R3 | 
                98.97 | 
                98.97 | 
                98.97 | 
                 | 
             
            
                | R2 | 
                98.97 | 
                98.97 | 
                98.97 | 
                 | 
             
            
                | R1 | 
                98.97 | 
                98.97 | 
                98.97 | 
                98.97 | 
             
            
                | PP | 
                98.97 | 
                98.97 | 
                98.97 | 
                98.97 | 
             
            
                | S1 | 
                98.97 | 
                98.97 | 
                98.97 | 
                98.97 | 
             
            
                | S2 | 
                98.97 | 
                98.97 | 
                98.97 | 
                 | 
             
            
                | S3 | 
                98.97 | 
                98.97 | 
                98.97 | 
                 | 
             
            
                | S4 | 
                98.97 | 
                98.97 | 
                98.97 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 28-Mar-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                113.59 | 
                111.63 | 
                103.07 | 
                 | 
             
            
                | R3 | 
                109.04 | 
                107.08 | 
                101.82 | 
                 | 
             
            
                | R2 | 
                104.49 | 
                104.49 | 
                101.40 | 
                 | 
             
            
                | R1 | 
                102.53 | 
                102.53 | 
                100.99 | 
                103.51 | 
             
            
                | PP | 
                99.94 | 
                99.94 | 
                99.94 | 
                100.43 | 
             
            
                | S1 | 
                97.98 | 
                97.98 | 
                100.15 | 
                98.96 | 
             
            
                | S2 | 
                95.39 | 
                95.39 | 
                99.74 | 
                 | 
             
            
                | S3 | 
                90.84 | 
                93.43 | 
                99.32 | 
                 | 
             
            
                | S4 | 
                86.29 | 
                88.88 | 
                98.07 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                100.57 | 
                95.99 | 
                4.58 | 
                4.6% | 
                0.01 | 
                0.0% | 
                65% | 
                False | 
                False | 
                217 | 
                 
                
                | 10 | 
                101.90 | 
                95.99 | 
                5.91 | 
                6.0% | 
                0.00 | 
                0.0% | 
                50% | 
                False | 
                False | 
                233 | 
                 
                
                | 20 | 
                103.55 | 
                95.99 | 
                7.56 | 
                7.6% | 
                0.06 | 
                0.1% | 
                39% | 
                False | 
                False | 
                400 | 
                 
                
                | 40 | 
                103.55 | 
                86.06 | 
                17.49 | 
                17.7% | 
                0.13 | 
                0.1% | 
                74% | 
                False | 
                False | 
                377 | 
                 
                
                | 60 | 
                103.55 | 
                84.00 | 
                19.55 | 
                19.8% | 
                0.09 | 
                0.1% | 
                77% | 
                False | 
                False | 
                354 | 
                 
                
                | 80 | 
                103.55 | 
                84.00 | 
                19.55 | 
                19.8% | 
                0.11 | 
                0.1% | 
                77% | 
                False | 
                False | 
                358 | 
                 
                
                | 100 | 
                103.55 | 
                82.95 | 
                20.60 | 
                20.8% | 
                0.08 | 
                0.1% | 
                78% | 
                False | 
                False | 
                368 | 
                 
                
                | 120 | 
                103.55 | 
                76.57 | 
                26.98 | 
                27.3% | 
                0.07 | 
                0.1% | 
                83% | 
                False | 
                False | 
                364 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            98.97 | 
         
        
            | 
2.618             | 
            98.97 | 
         
        
            | 
1.618             | 
            98.97 | 
         
        
            | 
1.000             | 
            98.97 | 
         
        
            | 
0.618             | 
            98.97 | 
         
        
            | 
HIGH             | 
            98.97 | 
         
        
            | 
0.618             | 
            98.97 | 
         
        
            | 
0.500             | 
            98.97 | 
         
        
            | 
0.382             | 
            98.97 | 
         
        
            | 
LOW             | 
            98.97 | 
         
        
            | 
0.618             | 
            98.97 | 
         
        
            | 
1.000             | 
            98.97 | 
         
        
            | 
1.618             | 
            98.97 | 
         
        
            | 
2.618             | 
            98.97 | 
         
        
            | 
4.250             | 
            98.97 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Apr-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                98.97 | 
                                98.47 | 
                             
                            
                                | PP | 
                                98.97 | 
                                97.98 | 
                             
                            
                                | S1 | 
                                98.97 | 
                                97.48 | 
                             
             
         |