NYMEX Light Sweet Crude Oil Future February 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jan-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jan-2009 | 
                    14-Jan-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        37.49 | 
                        38.72 | 
                        1.23 | 
                        3.3% | 
                        47.04 | 
                     
                    
                        | High | 
                        39.50 | 
                        39.45 | 
                        -0.05 | 
                        -0.1% | 
                        50.47 | 
                     
                    
                        | Low | 
                        36.10 | 
                        35.52 | 
                        -0.58 | 
                        -1.6% | 
                        39.38 | 
                     
                    
                        | Close | 
                        37.78 | 
                        37.28 | 
                        -0.50 | 
                        -1.3% | 
                        40.83 | 
                     
                    
                        | Range | 
                        3.40 | 
                        3.93 | 
                        0.53 | 
                        15.6% | 
                        11.09 | 
                     
                    
                        | ATR | 
                        4.12 | 
                        4.11 | 
                        -0.01 | 
                        -0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        272,828 | 
                        340,615 | 
                        67,787 | 
                        24.8% | 
                        1,393,495 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jan-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                49.21 | 
                47.17 | 
                39.44 | 
                 | 
             
            
                | R3 | 
                45.28 | 
                43.24 | 
                38.36 | 
                 | 
             
            
                | R2 | 
                41.35 | 
                41.35 | 
                38.00 | 
                 | 
             
            
                | R1 | 
                39.31 | 
                39.31 | 
                37.64 | 
                38.37 | 
             
            
                | PP | 
                37.42 | 
                37.42 | 
                37.42 | 
                36.94 | 
             
            
                | S1 | 
                35.38 | 
                35.38 | 
                36.92 | 
                34.44 | 
             
            
                | S2 | 
                33.49 | 
                33.49 | 
                36.56 | 
                 | 
             
            
                | S3 | 
                29.56 | 
                31.45 | 
                36.20 | 
                 | 
             
            
                | S4 | 
                25.63 | 
                27.52 | 
                35.12 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                43.63 | 
                35.52 | 
                8.11 | 
                21.8% | 
                3.41 | 
                9.2% | 
                22% | 
                False | 
                True | 
                301,924 | 
                 
                
                | 10 | 
                50.47 | 
                35.52 | 
                14.95 | 
                40.1% | 
                4.46 | 
                12.0% | 
                12% | 
                False | 
                True | 
                261,023 | 
                 
                
                | 20 | 
                50.47 | 
                35.13 | 
                15.34 | 
                41.1% | 
                4.03 | 
                10.8% | 
                14% | 
                False | 
                False | 
                208,471 | 
                 
                
                | 40 | 
                60.32 | 
                35.13 | 
                25.19 | 
                67.6% | 
                4.02 | 
                10.8% | 
                9% | 
                False | 
                False | 
                144,541 | 
                 
                
                | 60 | 
                76.72 | 
                35.13 | 
                41.59 | 
                111.6% | 
                4.30 | 
                11.5% | 
                5% | 
                False | 
                False | 
                103,668 | 
                 
                
                | 80 | 
                109.44 | 
                35.13 | 
                74.31 | 
                199.3% | 
                4.52 | 
                12.1% | 
                3% | 
                False | 
                False | 
                80,650 | 
                 
                
                | 100 | 
                123.65 | 
                35.13 | 
                88.52 | 
                237.4% | 
                4.42 | 
                11.8% | 
                2% | 
                False | 
                False | 
                65,765 | 
                 
                
                | 120 | 
                129.51 | 
                35.13 | 
                94.38 | 
                253.2% | 
                4.23 | 
                11.4% | 
                2% | 
                False | 
                False | 
                55,293 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            56.15 | 
         
        
            | 
2.618             | 
            49.74 | 
         
        
            | 
1.618             | 
            45.81 | 
         
        
            | 
1.000             | 
            43.38 | 
         
        
            | 
0.618             | 
            41.88 | 
         
        
            | 
HIGH             | 
            39.45 | 
         
        
            | 
0.618             | 
            37.95 | 
         
        
            | 
0.500             | 
            37.49 | 
         
        
            | 
0.382             | 
            37.02 | 
         
        
            | 
LOW             | 
            35.52 | 
         
        
            | 
0.618             | 
            33.09 | 
         
        
            | 
1.000             | 
            31.59 | 
         
        
            | 
1.618             | 
            29.16 | 
         
        
            | 
2.618             | 
            25.23 | 
         
        
            | 
4.250             | 
            18.82 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jan-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                37.49 | 
                                38.16 | 
                             
                            
                                | PP | 
                                37.42 | 
                                37.87 | 
                             
                            
                                | S1 | 
                                37.35 | 
                                37.57 | 
                             
             
         |