NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Nov-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Nov-2008 | 
                    19-Nov-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        56.54 | 
                        55.63 | 
                        -0.91 | 
                        -1.6% | 
                        64.28 | 
                     
                    
                        | High | 
                        57.20 | 
                        56.61 | 
                        -0.59 | 
                        -1.0% | 
                        67.23 | 
                     
                    
                        | Low | 
                        55.18 | 
                        54.30 | 
                        -0.88 | 
                        -1.6% | 
                        56.54 | 
                     
                    
                        | Close | 
                        55.58 | 
                        54.95 | 
                        -0.63 | 
                        -1.1% | 
                        58.40 | 
                     
                    
                        | Range | 
                        2.02 | 
                        2.31 | 
                        0.29 | 
                        14.4% | 
                        10.69 | 
                     
                    
                        | ATR | 
                        4.72 | 
                        4.54 | 
                        -0.17 | 
                        -3.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        22,796 | 
                        34,913 | 
                        12,117 | 
                        53.2% | 
                        132,030 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                62.22 | 
                60.89 | 
                56.22 | 
                 | 
             
            
                | R3 | 
                59.91 | 
                58.58 | 
                55.59 | 
                 | 
             
            
                | R2 | 
                57.60 | 
                57.60 | 
                55.37 | 
                 | 
             
            
                | R1 | 
                56.27 | 
                56.27 | 
                55.16 | 
                55.78 | 
             
            
                | PP | 
                55.29 | 
                55.29 | 
                55.29 | 
                55.04 | 
             
            
                | S1 | 
                53.96 | 
                53.96 | 
                54.74 | 
                53.47 | 
             
            
                | S2 | 
                52.98 | 
                52.98 | 
                54.53 | 
                 | 
             
            
                | S3 | 
                50.67 | 
                51.65 | 
                54.31 | 
                 | 
             
            
                | S4 | 
                48.36 | 
                49.34 | 
                53.68 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                92.79 | 
                86.29 | 
                64.28 | 
                 | 
             
            
                | R3 | 
                82.10 | 
                75.60 | 
                61.34 | 
                 | 
             
            
                | R2 | 
                71.41 | 
                71.41 | 
                60.36 | 
                 | 
             
            
                | R1 | 
                64.91 | 
                64.91 | 
                59.38 | 
                62.82 | 
             
            
                | PP | 
                60.72 | 
                60.72 | 
                60.72 | 
                59.68 | 
             
            
                | S1 | 
                54.22 | 
                54.22 | 
                57.42 | 
                52.13 | 
             
            
                | S2 | 
                50.03 | 
                50.03 | 
                56.44 | 
                 | 
             
            
                | S3 | 
                39.34 | 
                43.53 | 
                55.46 | 
                 | 
             
            
                | S4 | 
                28.65 | 
                32.84 | 
                52.52 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                61.45 | 
                54.30 | 
                7.15 | 
                13.0% | 
                3.49 | 
                6.3% | 
                9% | 
                False | 
                True | 
                29,141 | 
                 
                
                | 10 | 
                67.23 | 
                54.30 | 
                12.93 | 
                23.5% | 
                3.83 | 
                7.0% | 
                5% | 
                False | 
                True | 
                26,790 | 
                 
                
                | 20 | 
                72.86 | 
                54.30 | 
                18.56 | 
                33.8% | 
                4.58 | 
                8.3% | 
                4% | 
                False | 
                True | 
                24,635 | 
                 
                
                | 40 | 
                107.32 | 
                54.30 | 
                53.02 | 
                96.5% | 
                4.85 | 
                8.8% | 
                1% | 
                False | 
                True | 
                18,076 | 
                 
                
                | 60 | 
                121.18 | 
                54.30 | 
                66.88 | 
                121.7% | 
                4.60 | 
                8.4% | 
                1% | 
                False | 
                True | 
                14,594 | 
                 
                
                | 80 | 
                129.51 | 
                54.30 | 
                75.21 | 
                136.9% | 
                4.38 | 
                8.0% | 
                1% | 
                False | 
                True | 
                11,680 | 
                 
                
                | 100 | 
                148.17 | 
                54.30 | 
                93.87 | 
                170.8% | 
                3.92 | 
                7.1% | 
                1% | 
                False | 
                True | 
                9,753 | 
                 
                
                | 120 | 
                148.17 | 
                54.30 | 
                93.87 | 
                170.8% | 
                3.44 | 
                6.3% | 
                1% | 
                False | 
                True | 
                8,258 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            66.43 | 
         
        
            | 
2.618             | 
            62.66 | 
         
        
            | 
1.618             | 
            60.35 | 
         
        
            | 
1.000             | 
            58.92 | 
         
        
            | 
0.618             | 
            58.04 | 
         
        
            | 
HIGH             | 
            56.61 | 
         
        
            | 
0.618             | 
            55.73 | 
         
        
            | 
0.500             | 
            55.46 | 
         
        
            | 
0.382             | 
            55.18 | 
         
        
            | 
LOW             | 
            54.30 | 
         
        
            | 
0.618             | 
            52.87 | 
         
        
            | 
1.000             | 
            51.99 | 
         
        
            | 
1.618             | 
            50.56 | 
         
        
            | 
2.618             | 
            48.25 | 
         
        
            | 
4.250             | 
            44.48 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Nov-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                55.46 | 
                                57.31 | 
                             
                            
                                | PP | 
                                55.29 | 
                                56.52 | 
                             
                            
                                | S1 | 
                                55.12 | 
                                55.74 | 
                             
             
         |