NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Dec-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Dec-2008 | 
                    26-Dec-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        39.15 | 
                        35.70 | 
                        -3.45 | 
                        -8.8% | 
                        42.79 | 
                     
                    
                        | High | 
                        39.69 | 
                        38.03 | 
                        -1.66 | 
                        -4.2% | 
                        43.44 | 
                     
                    
                        | Low | 
                        35.13 | 
                        35.35 | 
                        0.22 | 
                        0.6% | 
                        35.13 | 
                     
                    
                        | Close | 
                        35.35 | 
                        37.71 | 
                        2.36 | 
                        6.7% | 
                        37.71 | 
                     
                    
                        | Range | 
                        4.56 | 
                        2.68 | 
                        -1.88 | 
                        -41.2% | 
                        8.31 | 
                     
                    
                        | ATR | 
                        4.12 | 
                        4.02 | 
                        -0.10 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        146,203 | 
                        93,376 | 
                        -52,827 | 
                        -36.1% | 
                        583,572 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                45.07 | 
                44.07 | 
                39.18 | 
                 | 
             
            
                | R3 | 
                42.39 | 
                41.39 | 
                38.45 | 
                 | 
             
            
                | R2 | 
                39.71 | 
                39.71 | 
                38.20 | 
                 | 
             
            
                | R1 | 
                38.71 | 
                38.71 | 
                37.96 | 
                39.21 | 
             
            
                | PP | 
                37.03 | 
                37.03 | 
                37.03 | 
                37.28 | 
             
            
                | S1 | 
                36.03 | 
                36.03 | 
                37.46 | 
                36.53 | 
             
            
                | S2 | 
                34.35 | 
                34.35 | 
                37.22 | 
                 | 
             
            
                | S3 | 
                31.67 | 
                33.35 | 
                36.97 | 
                 | 
             
            
                | S4 | 
                28.99 | 
                30.67 | 
                36.24 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Dec-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                63.69 | 
                59.01 | 
                42.28 | 
                 | 
             
            
                | R3 | 
                55.38 | 
                50.70 | 
                40.00 | 
                 | 
             
            
                | R2 | 
                47.07 | 
                47.07 | 
                39.23 | 
                 | 
             
            
                | R1 | 
                42.39 | 
                42.39 | 
                38.47 | 
                40.58 | 
             
            
                | PP | 
                38.76 | 
                38.76 | 
                38.76 | 
                37.85 | 
             
            
                | S1 | 
                34.08 | 
                34.08 | 
                36.95 | 
                32.27 | 
             
            
                | S2 | 
                30.45 | 
                30.45 | 
                36.19 | 
                 | 
             
            
                | S3 | 
                22.14 | 
                25.77 | 
                35.42 | 
                 | 
             
            
                | S4 | 
                13.83 | 
                17.46 | 
                33.14 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                43.44 | 
                35.13 | 
                8.31 | 
                22.0% | 
                3.28 | 
                8.7% | 
                31% | 
                False | 
                False | 
                163,446 | 
                 
                
                | 10 | 
                52.95 | 
                35.13 | 
                17.82 | 
                47.3% | 
                3.85 | 
                10.2% | 
                14% | 
                False | 
                False | 
                162,080 | 
                 
                
                | 20 | 
                57.24 | 
                35.13 | 
                22.11 | 
                58.6% | 
                3.87 | 
                10.3% | 
                12% | 
                False | 
                False | 
                129,533 | 
                 
                
                | 40 | 
                72.86 | 
                35.13 | 
                37.73 | 
                100.1% | 
                4.24 | 
                11.2% | 
                7% | 
                False | 
                False | 
                81,482 | 
                 
                
                | 60 | 
                99.55 | 
                35.13 | 
                64.42 | 
                170.8% | 
                4.40 | 
                11.7% | 
                4% | 
                False | 
                False | 
                59,080 | 
                 
                
                | 80 | 
                112.15 | 
                35.13 | 
                77.02 | 
                204.2% | 
                4.42 | 
                11.7% | 
                3% | 
                False | 
                False | 
                46,481 | 
                 
                
                | 100 | 
                123.65 | 
                35.13 | 
                88.52 | 
                234.7% | 
                4.29 | 
                11.4% | 
                3% | 
                False | 
                False | 
                37,877 | 
                 
                
                | 120 | 
                148.17 | 
                35.13 | 
                113.04 | 
                299.8% | 
                4.08 | 
                10.8% | 
                2% | 
                False | 
                False | 
                31,954 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            49.42 | 
         
        
            | 
2.618             | 
            45.05 | 
         
        
            | 
1.618             | 
            42.37 | 
         
        
            | 
1.000             | 
            40.71 | 
         
        
            | 
0.618             | 
            39.69 | 
         
        
            | 
HIGH             | 
            38.03 | 
         
        
            | 
0.618             | 
            37.01 | 
         
        
            | 
0.500             | 
            36.69 | 
         
        
            | 
0.382             | 
            36.37 | 
         
        
            | 
LOW             | 
            35.35 | 
         
        
            | 
0.618             | 
            33.69 | 
         
        
            | 
1.000             | 
            32.67 | 
         
        
            | 
1.618             | 
            31.01 | 
         
        
            | 
2.618             | 
            28.33 | 
         
        
            | 
4.250             | 
            23.96 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Dec-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                37.37 | 
                                37.89 | 
                             
                            
                                | PP | 
                                37.03 | 
                                37.83 | 
                             
                            
                                | S1 | 
                                36.69 | 
                                37.77 | 
                             
             
         |