NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Oct-2008 | 
                    07-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        91.02 | 
                        87.16 | 
                        -3.86 | 
                        -4.2% | 
                        105.65 | 
                     
                    
                        | High | 
                        91.28 | 
                        90.30 | 
                        -0.98 | 
                        -1.1% | 
                        105.77 | 
                     
                    
                        | Low | 
                        86.51 | 
                        86.17 | 
                        -0.34 | 
                        -0.4% | 
                        90.85 | 
                     
                    
                        | Close | 
                        86.64 | 
                        88.45 | 
                        1.81 | 
                        2.1% | 
                        92.88 | 
                     
                    
                        | Range | 
                        4.77 | 
                        4.13 | 
                        -0.64 | 
                        -13.4% | 
                        14.92 | 
                     
                    
                        | ATR | 
                        5.11 | 
                        5.04 | 
                        -0.07 | 
                        -1.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        10,814 | 
                        9,572 | 
                        -1,242 | 
                        -11.5% | 
                        50,646 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                100.70 | 
                98.70 | 
                90.72 | 
                 | 
             
            
                | R3 | 
                96.57 | 
                94.57 | 
                89.59 | 
                 | 
             
            
                | R2 | 
                92.44 | 
                92.44 | 
                89.21 | 
                 | 
             
            
                | R1 | 
                90.44 | 
                90.44 | 
                88.83 | 
                91.44 | 
             
            
                | PP | 
                88.31 | 
                88.31 | 
                88.31 | 
                88.81 | 
             
            
                | S1 | 
                86.31 | 
                86.31 | 
                88.07 | 
                87.31 | 
             
            
                | S2 | 
                84.18 | 
                84.18 | 
                87.69 | 
                 | 
             
            
                | S3 | 
                80.05 | 
                82.18 | 
                87.31 | 
                 | 
             
            
                | S4 | 
                75.92 | 
                78.05 | 
                86.18 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                141.26 | 
                131.99 | 
                101.09 | 
                 | 
             
            
                | R3 | 
                126.34 | 
                117.07 | 
                96.98 | 
                 | 
             
            
                | R2 | 
                111.42 | 
                111.42 | 
                95.62 | 
                 | 
             
            
                | R1 | 
                102.15 | 
                102.15 | 
                94.25 | 
                99.33 | 
             
            
                | PP | 
                96.50 | 
                96.50 | 
                96.50 | 
                95.09 | 
             
            
                | S1 | 
                87.23 | 
                87.23 | 
                91.51 | 
                84.41 | 
             
            
                | S2 | 
                81.58 | 
                81.58 | 
                90.14 | 
                 | 
             
            
                | S3 | 
                66.66 | 
                72.31 | 
                88.78 | 
                 | 
             
            
                | S4 | 
                51.74 | 
                57.39 | 
                84.67 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                102.12 | 
                86.17 | 
                15.95 | 
                18.0% | 
                5.21 | 
                5.9% | 
                14% | 
                False | 
                True | 
                10,643 | 
                 
                
                | 10 | 
                108.00 | 
                86.17 | 
                21.83 | 
                24.7% | 
                5.35 | 
                6.0% | 
                10% | 
                False | 
                True | 
                10,609 | 
                 
                
                | 20 | 
                109.44 | 
                86.17 | 
                23.27 | 
                26.3% | 
                4.88 | 
                5.5% | 
                10% | 
                False | 
                True | 
                9,656 | 
                 
                
                | 40 | 
                123.65 | 
                86.17 | 
                37.48 | 
                42.4% | 
                4.32 | 
                4.9% | 
                6% | 
                False | 
                True | 
                6,717 | 
                 
                
                | 60 | 
                145.82 | 
                86.17 | 
                59.65 | 
                67.4% | 
                3.91 | 
                4.4% | 
                4% | 
                False | 
                True | 
                5,423 | 
                 
                
                | 80 | 
                148.17 | 
                86.17 | 
                62.00 | 
                70.1% | 
                3.29 | 
                3.7% | 
                4% | 
                False | 
                True | 
                4,349 | 
                 
                
                | 100 | 
                148.17 | 
                86.17 | 
                62.00 | 
                70.1% | 
                2.84 | 
                3.2% | 
                4% | 
                False | 
                True | 
                3,667 | 
                 
                
                | 120 | 
                148.17 | 
                86.17 | 
                62.00 | 
                70.1% | 
                2.47 | 
                2.8% | 
                4% | 
                False | 
                True | 
                3,143 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            107.85 | 
         
        
            | 
2.618             | 
            101.11 | 
         
        
            | 
1.618             | 
            96.98 | 
         
        
            | 
1.000             | 
            94.43 | 
         
        
            | 
0.618             | 
            92.85 | 
         
        
            | 
HIGH             | 
            90.30 | 
         
        
            | 
0.618             | 
            88.72 | 
         
        
            | 
0.500             | 
            88.24 | 
         
        
            | 
0.382             | 
            87.75 | 
         
        
            | 
LOW             | 
            86.17 | 
         
        
            | 
0.618             | 
            83.62 | 
         
        
            | 
1.000             | 
            82.04 | 
         
        
            | 
1.618             | 
            79.49 | 
         
        
            | 
2.618             | 
            75.36 | 
         
        
            | 
4.250             | 
            68.62 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                88.38 | 
                                90.59 | 
                             
                            
                                | PP | 
                                88.31 | 
                                89.87 | 
                             
                            
                                | S1 | 
                                88.24 | 
                                89.16 | 
                             
             
         |