NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jan-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jan-2009 | 
                    13-Jan-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        40.55 | 
                        37.49 | 
                        -3.06 | 
                        -7.5% | 
                        47.04 | 
                     
                    
                        | High | 
                        40.80 | 
                        39.50 | 
                        -1.30 | 
                        -3.2% | 
                        50.47 | 
                     
                    
                        | Low | 
                        37.48 | 
                        36.10 | 
                        -1.38 | 
                        -3.7% | 
                        39.38 | 
                     
                    
                        | Close | 
                        37.59 | 
                        37.78 | 
                        0.19 | 
                        0.5% | 
                        40.83 | 
                     
                    
                        | Range | 
                        3.32 | 
                        3.40 | 
                        0.08 | 
                        2.4% | 
                        11.09 | 
                     
                    
                        | ATR | 
                        4.18 | 
                        4.12 | 
                        -0.06 | 
                        -1.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        277,431 | 
                        272,828 | 
                        -4,603 | 
                        -1.7% | 
                        1,393,495 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                47.99 | 
                46.29 | 
                39.65 | 
                 | 
             
            
                | R3 | 
                44.59 | 
                42.89 | 
                38.72 | 
                 | 
             
            
                | R2 | 
                41.19 | 
                41.19 | 
                38.40 | 
                 | 
             
            
                | R1 | 
                39.49 | 
                39.49 | 
                38.09 | 
                40.34 | 
             
            
                | PP | 
                37.79 | 
                37.79 | 
                37.79 | 
                38.22 | 
             
            
                | S1 | 
                36.09 | 
                36.09 | 
                37.47 | 
                36.94 | 
             
            
                | S2 | 
                34.39 | 
                34.39 | 
                37.16 | 
                 | 
             
            
                | S3 | 
                30.99 | 
                32.69 | 
                36.85 | 
                 | 
             
            
                | S4 | 
                27.59 | 
                29.29 | 
                35.91 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                76.83 | 
                69.92 | 
                46.93 | 
                 | 
             
            
                | R3 | 
                65.74 | 
                58.83 | 
                43.88 | 
                 | 
             
            
                | R2 | 
                54.65 | 
                54.65 | 
                42.86 | 
                 | 
             
            
                | R1 | 
                47.74 | 
                47.74 | 
                41.85 | 
                45.65 | 
             
            
                | PP | 
                43.56 | 
                43.56 | 
                43.56 | 
                42.52 | 
             
            
                | S1 | 
                36.65 | 
                36.65 | 
                39.81 | 
                34.56 | 
             
            
                | S2 | 
                32.47 | 
                32.47 | 
                38.80 | 
                 | 
             
            
                | S3 | 
                21.38 | 
                25.56 | 
                37.78 | 
                 | 
             
            
                | S4 | 
                10.29 | 
                14.47 | 
                34.73 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                49.09 | 
                36.10 | 
                12.99 | 
                34.4% | 
                3.96 | 
                10.5% | 
                13% | 
                False | 
                True | 
                300,062 | 
                 
                
                | 10 | 
                50.47 | 
                36.10 | 
                14.37 | 
                38.0% | 
                4.32 | 
                11.4% | 
                12% | 
                False | 
                True | 
                242,021 | 
                 
                
                | 20 | 
                52.95 | 
                35.13 | 
                17.82 | 
                47.2% | 
                4.12 | 
                10.9% | 
                15% | 
                False | 
                False | 
                197,782 | 
                 
                
                | 40 | 
                61.45 | 
                35.13 | 
                26.32 | 
                69.7% | 
                4.02 | 
                10.7% | 
                10% | 
                False | 
                False | 
                136,806 | 
                 
                
                | 60 | 
                76.72 | 
                35.13 | 
                41.59 | 
                110.1% | 
                4.30 | 
                11.4% | 
                6% | 
                False | 
                False | 
                98,309 | 
                 
                
                | 80 | 
                109.44 | 
                35.13 | 
                74.31 | 
                196.7% | 
                4.54 | 
                12.0% | 
                4% | 
                False | 
                False | 
                76,521 | 
                 
                
                | 100 | 
                123.65 | 
                35.13 | 
                88.52 | 
                234.3% | 
                4.43 | 
                11.7% | 
                3% | 
                False | 
                False | 
                62,392 | 
                 
                
                | 120 | 
                129.51 | 
                35.13 | 
                94.38 | 
                249.8% | 
                4.21 | 
                11.1% | 
                3% | 
                False | 
                False | 
                52,475 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            53.95 | 
         
        
            | 
2.618             | 
            48.40 | 
         
        
            | 
1.618             | 
            45.00 | 
         
        
            | 
1.000             | 
            42.90 | 
         
        
            | 
0.618             | 
            41.60 | 
         
        
            | 
HIGH             | 
            39.50 | 
         
        
            | 
0.618             | 
            38.20 | 
         
        
            | 
0.500             | 
            37.80 | 
         
        
            | 
0.382             | 
            37.40 | 
         
        
            | 
LOW             | 
            36.10 | 
         
        
            | 
0.618             | 
            34.00 | 
         
        
            | 
1.000             | 
            32.70 | 
         
        
            | 
1.618             | 
            30.60 | 
         
        
            | 
2.618             | 
            27.20 | 
         
        
            | 
4.250             | 
            21.65 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jan-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                37.80 | 
                                39.40 | 
                             
                            
                                | PP | 
                                37.79 | 
                                38.86 | 
                             
                            
                                | S1 | 
                                37.79 | 
                                38.32 | 
                             
             
         |