NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Dec-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Dec-2008 | 
                    09-Dec-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        43.69 | 
                        46.58 | 
                        2.89 | 
                        6.6% | 
                        55.67 | 
                     
                    
                        | High | 
                        47.00 | 
                        47.05 | 
                        0.05 | 
                        0.1% | 
                        55.77 | 
                     
                    
                        | Low | 
                        43.69 | 
                        44.43 | 
                        0.74 | 
                        1.7% | 
                        42.51 | 
                     
                    
                        | Close | 
                        46.36 | 
                        44.66 | 
                        -1.70 | 
                        -3.7% | 
                        42.93 | 
                     
                    
                        | Range | 
                        3.31 | 
                        2.62 | 
                        -0.69 | 
                        -20.8% | 
                        13.26 | 
                     
                    
                        | ATR | 
                        4.27 | 
                        4.15 | 
                        -0.12 | 
                        -2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        157,572 | 
                        164,570 | 
                        6,998 | 
                        4.4% | 
                        280,328 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                53.24 | 
                51.57 | 
                46.10 | 
                 | 
             
            
                | R3 | 
                50.62 | 
                48.95 | 
                45.38 | 
                 | 
             
            
                | R2 | 
                48.00 | 
                48.00 | 
                45.14 | 
                 | 
             
            
                | R1 | 
                46.33 | 
                46.33 | 
                44.90 | 
                45.86 | 
             
            
                | PP | 
                45.38 | 
                45.38 | 
                45.38 | 
                45.14 | 
             
            
                | S1 | 
                43.71 | 
                43.71 | 
                44.42 | 
                43.24 | 
             
            
                | S2 | 
                42.76 | 
                42.76 | 
                44.18 | 
                 | 
             
            
                | S3 | 
                40.14 | 
                41.09 | 
                43.94 | 
                 | 
             
            
                | S4 | 
                37.52 | 
                38.47 | 
                43.22 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                49.54 | 
                42.51 | 
                7.03 | 
                15.7% | 
                3.00 | 
                6.7% | 
                31% | 
                False | 
                False | 
                103,268 | 
                 
                
                | 10 | 
                57.24 | 
                42.51 | 
                14.73 | 
                33.0% | 
                3.76 | 
                8.4% | 
                15% | 
                False | 
                False | 
                77,448 | 
                 
                
                | 20 | 
                63.57 | 
                42.51 | 
                21.06 | 
                47.2% | 
                3.83 | 
                8.6% | 
                10% | 
                False | 
                False | 
                57,180 | 
                 
                
                | 40 | 
                85.78 | 
                42.51 | 
                43.27 | 
                96.9% | 
                4.45 | 
                10.0% | 
                5% | 
                False | 
                False | 
                38,118 | 
                 
                
                | 60 | 
                109.44 | 
                42.51 | 
                66.93 | 
                149.9% | 
                4.67 | 
                10.4% | 
                3% | 
                False | 
                False | 
                29,026 | 
                 
                
                | 80 | 
                123.65 | 
                42.51 | 
                81.14 | 
                181.7% | 
                4.46 | 
                10.0% | 
                3% | 
                False | 
                False | 
                22,962 | 
                 
                
                | 100 | 
                133.55 | 
                42.51 | 
                91.04 | 
                203.9% | 
                4.20 | 
                9.4% | 
                2% | 
                False | 
                False | 
                18,941 | 
                 
                
                | 120 | 
                148.17 | 
                42.51 | 
                105.66 | 
                236.6% | 
                3.79 | 
                8.5% | 
                2% | 
                False | 
                False | 
                16,033 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            58.19 | 
         
        
            | 
2.618             | 
            53.91 | 
         
        
            | 
1.618             | 
            51.29 | 
         
        
            | 
1.000             | 
            49.67 | 
         
        
            | 
0.618             | 
            48.67 | 
         
        
            | 
HIGH             | 
            47.05 | 
         
        
            | 
0.618             | 
            46.05 | 
         
        
            | 
0.500             | 
            45.74 | 
         
        
            | 
0.382             | 
            45.43 | 
         
        
            | 
LOW             | 
            44.43 | 
         
        
            | 
0.618             | 
            42.81 | 
         
        
            | 
1.000             | 
            41.81 | 
         
        
            | 
1.618             | 
            40.19 | 
         
        
            | 
2.618             | 
            37.57 | 
         
        
            | 
4.250             | 
            33.30 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Dec-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                45.74 | 
                                44.78 | 
                             
                            
                                | PP | 
                                45.38 | 
                                44.74 | 
                             
                            
                                | S1 | 
                                45.02 | 
                                44.70 | 
                             
             
         |