NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jul-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jul-2008 | 
                    11-Jul-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        138.30 | 
                        148.00 | 
                        9.70 | 
                        7.0% | 
                        141.91 | 
                     
                    
                        | High | 
                        143.83 | 
                        148.17 | 
                        4.34 | 
                        3.0% | 
                        148.17 | 
                     
                    
                        | Low | 
                        138.20 | 
                        146.09 | 
                        7.89 | 
                        5.7% | 
                        138.12 | 
                     
                    
                        | Close | 
                        143.83 | 
                        146.54 | 
                        2.71 | 
                        1.9% | 
                        146.54 | 
                     
                    
                        | Range | 
                        5.63 | 
                        2.08 | 
                        -3.55 | 
                        -63.1% | 
                        10.05 | 
                     
                    
                        | ATR | 
                        2.62 | 
                        2.75 | 
                        0.12 | 
                        4.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        3,112 | 
                        1,560 | 
                        -1,552 | 
                        -49.9% | 
                        9,018 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                153.17 | 
                151.94 | 
                147.68 | 
                 | 
             
            
                | R3 | 
                151.09 | 
                149.86 | 
                147.11 | 
                 | 
             
            
                | R2 | 
                149.01 | 
                149.01 | 
                146.92 | 
                 | 
             
            
                | R1 | 
                147.78 | 
                147.78 | 
                146.73 | 
                147.36 | 
             
            
                | PP | 
                146.93 | 
                146.93 | 
                146.93 | 
                146.72 | 
             
            
                | S1 | 
                145.70 | 
                145.70 | 
                146.35 | 
                145.28 | 
             
            
                | S2 | 
                144.85 | 
                144.85 | 
                146.16 | 
                 | 
             
            
                | S3 | 
                142.77 | 
                143.62 | 
                145.97 | 
                 | 
             
            
                | S4 | 
                140.69 | 
                141.54 | 
                145.40 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Jul-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                174.43 | 
                170.53 | 
                152.07 | 
                 | 
             
            
                | R3 | 
                164.38 | 
                160.48 | 
                149.30 | 
                 | 
             
            
                | R2 | 
                154.33 | 
                154.33 | 
                148.38 | 
                 | 
             
            
                | R1 | 
                150.43 | 
                150.43 | 
                147.46 | 
                152.38 | 
             
            
                | PP | 
                144.28 | 
                144.28 | 
                144.28 | 
                145.25 | 
             
            
                | S1 | 
                140.38 | 
                140.38 | 
                145.62 | 
                142.33 | 
             
            
                | S2 | 
                134.23 | 
                134.23 | 
                144.70 | 
                 | 
             
            
                | S3 | 
                124.18 | 
                130.33 | 
                143.78 | 
                 | 
             
            
                | S4 | 
                114.13 | 
                120.28 | 
                141.01 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                148.17 | 
                138.12 | 
                10.05 | 
                6.9% | 
                2.18 | 
                1.5% | 
                84% | 
                True | 
                False | 
                1,803 | 
                 
                
                | 10 | 
                148.17 | 
                138.12 | 
                10.05 | 
                6.9% | 
                1.28 | 
                0.9% | 
                84% | 
                True | 
                False | 
                1,645 | 
                 
                
                | 20 | 
                148.17 | 
                134.00 | 
                14.17 | 
                9.7% | 
                1.37 | 
                0.9% | 
                88% | 
                True | 
                False | 
                1,076 | 
                 
                
                | 40 | 
                148.17 | 
                122.85 | 
                25.32 | 
                17.3% | 
                1.22 | 
                0.8% | 
                94% | 
                True | 
                False | 
                1,010 | 
                 
                
                | 60 | 
                148.17 | 
                108.15 | 
                40.02 | 
                27.3% | 
                1.02 | 
                0.7% | 
                96% | 
                True | 
                False | 
                839 | 
                 
                
                | 80 | 
                148.17 | 
                95.99 | 
                52.18 | 
                35.6% | 
                0.77 | 
                0.5% | 
                97% | 
                True | 
                False | 
                714 | 
                 
                
                | 100 | 
                148.17 | 
                95.28 | 
                52.89 | 
                36.1% | 
                0.65 | 
                0.4% | 
                97% | 
                True | 
                False | 
                685 | 
                 
                
                | 120 | 
                148.17 | 
                84.27 | 
                63.90 | 
                43.6% | 
                0.56 | 
                0.4% | 
                97% | 
                True | 
                False | 
                602 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            157.01 | 
         
        
            | 
2.618             | 
            153.62 | 
         
        
            | 
1.618             | 
            151.54 | 
         
        
            | 
1.000             | 
            150.25 | 
         
        
            | 
0.618             | 
            149.46 | 
         
        
            | 
HIGH             | 
            148.17 | 
         
        
            | 
0.618             | 
            147.38 | 
         
        
            | 
0.500             | 
            147.13 | 
         
        
            | 
0.382             | 
            146.88 | 
         
        
            | 
LOW             | 
            146.09 | 
         
        
            | 
0.618             | 
            144.80 | 
         
        
            | 
1.000             | 
            144.01 | 
         
        
            | 
1.618             | 
            142.72 | 
         
        
            | 
2.618             | 
            140.64 | 
         
        
            | 
4.250             | 
            137.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Jul-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                147.13 | 
                                145.41 | 
                             
                            
                                | PP | 
                                146.93 | 
                                144.28 | 
                             
                            
                                | S1 | 
                                146.74 | 
                                143.15 | 
                             
             
         |