NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Nov-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Nov-2008 | 
                    13-Nov-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        60.54 | 
                        57.35 | 
                        -3.19 | 
                        -5.3% | 
                        68.42 | 
                     
                    
                        | High | 
                        61.26 | 
                        61.27 | 
                        0.01 | 
                        0.0% | 
                        72.86 | 
                     
                    
                        | Low | 
                        57.40 | 
                        56.54 | 
                        -0.86 | 
                        -1.5% | 
                        61.80 | 
                     
                    
                        | Close | 
                        57.95 | 
                        60.00 | 
                        2.05 | 
                        3.5% | 
                        62.81 | 
                     
                    
                        | Range | 
                        3.86 | 
                        4.73 | 
                        0.87 | 
                        22.5% | 
                        11.06 | 
                     
                    
                        | ATR | 
                        5.07 | 
                        5.04 | 
                        -0.02 | 
                        -0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        24,571 | 
                        25,770 | 
                        1,199 | 
                        4.9% | 
                        112,247 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                73.46 | 
                71.46 | 
                62.60 | 
                 | 
             
            
                | R3 | 
                68.73 | 
                66.73 | 
                61.30 | 
                 | 
             
            
                | R2 | 
                64.00 | 
                64.00 | 
                60.87 | 
                 | 
             
            
                | R1 | 
                62.00 | 
                62.00 | 
                60.43 | 
                63.00 | 
             
            
                | PP | 
                59.27 | 
                59.27 | 
                59.27 | 
                59.77 | 
             
            
                | S1 | 
                57.27 | 
                57.27 | 
                59.57 | 
                58.27 | 
             
            
                | S2 | 
                54.54 | 
                54.54 | 
                59.13 | 
                 | 
             
            
                | S3 | 
                49.81 | 
                52.54 | 
                58.70 | 
                 | 
             
            
                | S4 | 
                45.08 | 
                47.81 | 
                57.40 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                99.00 | 
                91.97 | 
                68.89 | 
                 | 
             
            
                | R3 | 
                87.94 | 
                80.91 | 
                65.85 | 
                 | 
             
            
                | R2 | 
                76.88 | 
                76.88 | 
                64.84 | 
                 | 
             
            
                | R1 | 
                69.85 | 
                69.85 | 
                63.82 | 
                67.84 | 
             
            
                | PP | 
                65.82 | 
                65.82 | 
                65.82 | 
                64.82 | 
             
            
                | S1 | 
                58.79 | 
                58.79 | 
                61.80 | 
                56.78 | 
             
            
                | S2 | 
                54.76 | 
                54.76 | 
                60.78 | 
                 | 
             
            
                | S3 | 
                43.70 | 
                47.73 | 
                59.77 | 
                 | 
             
            
                | S4 | 
                32.64 | 
                36.67 | 
                56.73 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                67.23 | 
                56.54 | 
                10.69 | 
                17.8% | 
                4.12 | 
                6.9% | 
                32% | 
                False | 
                True | 
                25,166 | 
                 
                
                | 10 | 
                72.86 | 
                56.54 | 
                16.32 | 
                27.2% | 
                5.04 | 
                8.4% | 
                21% | 
                False | 
                True | 
                24,332 | 
                 
                
                | 20 | 
                76.72 | 
                56.54 | 
                20.18 | 
                33.6% | 
                4.86 | 
                8.1% | 
                17% | 
                False | 
                True | 
                21,316 | 
                 
                
                | 40 | 
                109.44 | 
                56.54 | 
                52.90 | 
                88.2% | 
                5.06 | 
                8.4% | 
                7% | 
                False | 
                True | 
                16,236 | 
                 
                
                | 60 | 
                123.65 | 
                56.54 | 
                67.11 | 
                111.9% | 
                4.71 | 
                7.8% | 
                5% | 
                False | 
                True | 
                12,782 | 
                 
                
                | 80 | 
                129.51 | 
                56.54 | 
                72.97 | 
                121.6% | 
                4.30 | 
                7.2% | 
                5% | 
                False | 
                True | 
                10,310 | 
                 
                
                | 100 | 
                148.17 | 
                56.54 | 
                91.63 | 
                152.7% | 
                3.85 | 
                6.4% | 
                4% | 
                False | 
                True | 
                8,584 | 
                 
                
                | 120 | 
                148.17 | 
                56.54 | 
                91.63 | 
                152.7% | 
                3.36 | 
                5.6% | 
                4% | 
                False | 
                True | 
                7,290 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            81.37 | 
         
        
            | 
2.618             | 
            73.65 | 
         
        
            | 
1.618             | 
            68.92 | 
         
        
            | 
1.000             | 
            66.00 | 
         
        
            | 
0.618             | 
            64.19 | 
         
        
            | 
HIGH             | 
            61.27 | 
         
        
            | 
0.618             | 
            59.46 | 
         
        
            | 
0.500             | 
            58.91 | 
         
        
            | 
0.382             | 
            58.35 | 
         
        
            | 
LOW             | 
            56.54 | 
         
        
            | 
0.618             | 
            53.62 | 
         
        
            | 
1.000             | 
            51.81 | 
         
        
            | 
1.618             | 
            48.89 | 
         
        
            | 
2.618             | 
            44.16 | 
         
        
            | 
4.250             | 
            36.44 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Nov-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                59.64 | 
                                60.06 | 
                             
                            
                                | PP | 
                                59.27 | 
                                60.04 | 
                             
                            
                                | S1 | 
                                58.91 | 
                                60.02 | 
                             
             
         |