NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Dec-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Dec-2008 | 
                    05-Dec-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        48.51 | 
                        45.31 | 
                        -3.20 | 
                        -6.6% | 
                        55.67 | 
                     
                    
                        | High | 
                        48.69 | 
                        46.03 | 
                        -2.66 | 
                        -5.5% | 
                        55.77 | 
                     
                    
                        | Low | 
                        44.89 | 
                        42.51 | 
                        -2.38 | 
                        -5.3% | 
                        42.51 | 
                     
                    
                        | Close | 
                        45.21 | 
                        42.93 | 
                        -2.28 | 
                        -5.0% | 
                        42.93 | 
                     
                    
                        | Range | 
                        3.80 | 
                        3.52 | 
                        -0.28 | 
                        -7.4% | 
                        13.26 | 
                     
                    
                        | ATR | 
                        4.34 | 
                        4.28 | 
                        -0.06 | 
                        -1.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        65,744 | 
                        69,424 | 
                        3,680 | 
                        5.6% | 
                        280,328 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.38 | 
                52.18 | 
                44.87 | 
                 | 
             
            
                | R3 | 
                50.86 | 
                48.66 | 
                43.90 | 
                 | 
             
            
                | R2 | 
                47.34 | 
                47.34 | 
                43.58 | 
                 | 
             
            
                | R1 | 
                45.14 | 
                45.14 | 
                43.25 | 
                44.48 | 
             
            
                | PP | 
                43.82 | 
                43.82 | 
                43.82 | 
                43.50 | 
             
            
                | S1 | 
                41.62 | 
                41.62 | 
                42.61 | 
                40.96 | 
             
            
                | S2 | 
                40.30 | 
                40.30 | 
                42.28 | 
                 | 
             
            
                | S3 | 
                36.78 | 
                38.10 | 
                41.96 | 
                 | 
             
            
                | S4 | 
                33.26 | 
                34.58 | 
                40.99 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                86.85 | 
                78.15 | 
                50.22 | 
                 | 
             
            
                | R3 | 
                73.59 | 
                64.89 | 
                46.58 | 
                 | 
             
            
                | R2 | 
                60.33 | 
                60.33 | 
                45.36 | 
                 | 
             
            
                | R1 | 
                51.63 | 
                51.63 | 
                44.15 | 
                49.35 | 
             
            
                | PP | 
                47.07 | 
                47.07 | 
                47.07 | 
                45.93 | 
             
            
                | S1 | 
                38.37 | 
                38.37 | 
                41.71 | 
                36.09 | 
             
            
                | S2 | 
                33.81 | 
                33.81 | 
                40.50 | 
                 | 
             
            
                | S3 | 
                20.55 | 
                25.11 | 
                39.28 | 
                 | 
             
            
                | S4 | 
                7.29 | 
                11.85 | 
                35.64 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                55.77 | 
                42.51 | 
                13.26 | 
                30.9% | 
                3.64 | 
                8.5% | 
                3% | 
                False | 
                True | 
                56,065 | 
                 
                
                | 10 | 
                57.24 | 
                42.51 | 
                14.73 | 
                34.3% | 
                4.10 | 
                9.5% | 
                3% | 
                False | 
                True | 
                58,616 | 
                 
                
                | 20 | 
                67.23 | 
                42.51 | 
                24.72 | 
                57.6% | 
                3.96 | 
                9.2% | 
                2% | 
                False | 
                True | 
                43,428 | 
                 
                
                | 40 | 
                85.78 | 
                42.51 | 
                43.27 | 
                100.8% | 
                4.54 | 
                10.6% | 
                1% | 
                False | 
                True | 
                30,626 | 
                 
                
                | 60 | 
                109.44 | 
                42.51 | 
                66.93 | 
                155.9% | 
                4.70 | 
                10.9% | 
                1% | 
                False | 
                True | 
                23,888 | 
                 
                
                | 80 | 
                123.65 | 
                42.51 | 
                81.14 | 
                189.0% | 
                4.46 | 
                10.4% | 
                1% | 
                False | 
                True | 
                18,979 | 
                 
                
                | 100 | 
                138.64 | 
                42.51 | 
                96.13 | 
                223.9% | 
                4.18 | 
                9.7% | 
                0% | 
                False | 
                True | 
                15,777 | 
                 
                
                | 120 | 
                148.17 | 
                42.51 | 
                105.66 | 
                246.1% | 
                3.75 | 
                8.7% | 
                0% | 
                False | 
                True | 
                13,360 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            60.99 | 
         
        
            | 
2.618             | 
            55.25 | 
         
        
            | 
1.618             | 
            51.73 | 
         
        
            | 
1.000             | 
            49.55 | 
         
        
            | 
0.618             | 
            48.21 | 
         
        
            | 
HIGH             | 
            46.03 | 
         
        
            | 
0.618             | 
            44.69 | 
         
        
            | 
0.500             | 
            44.27 | 
         
        
            | 
0.382             | 
            43.85 | 
         
        
            | 
LOW             | 
            42.51 | 
         
        
            | 
0.618             | 
            40.33 | 
         
        
            | 
1.000             | 
            38.99 | 
         
        
            | 
1.618             | 
            36.81 | 
         
        
            | 
2.618             | 
            33.29 | 
         
        
            | 
4.250             | 
            27.55 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Dec-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                44.27 | 
                                46.03 | 
                             
                            
                                | PP | 
                                43.82 | 
                                44.99 | 
                             
                            
                                | S1 | 
                                43.38 | 
                                43.96 | 
                             
             
         |