NYMEX Light Sweet Crude Oil Future May 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	45.30	42.00	-3.30	-7.3%	49.59
High	45.60	43.75	-1.85	-4.1%	49.59
Low	41.25	41.80	0.55	1.3%	41.25
Close	41.50	43.75	2.25	5.4%	43.75
Range	4.35	1.95	-2.40	-55.2%	8.34
ATR	3.38	3.30	-0.08	-2.4%	0.00
Volume	10,719	6,184	-4,535	-42.3%	33,050

Daily Pivots for day following 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	48.95	48.30	44.82
R3	47.00	46.35	44.29
R2	45.05	45.05	44.11
R1	44.40	44.40	43.93	44.73
PP	43.10	43.10	43.10	43.26
S1	42.45	42.45	43.57	42.78
S2	41.15	41.15	43.39
S3	39.20	40.50	43.21
S4	37.25	38.55	42.68

Weekly Pivots for week ending 26-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	69.88	65.16	48.34
R3	61.54	56.82	46.04
R2	53.20	53.20	45.28
R1	48.48	48.48	44.51	46.67
PP	44.86	44.86	44.86	43.96
S1	40.14	40.14	42.99	38.33
S2	36.52	36.52	42.22
S3	28.18	31.80	41.46
S4	19.84	23.46	39.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.65	41.25	8.40	19.2%	2.86	6.5%	30%	False	False	9,674
10	57.89	41.25	16.64	38.0%	3.17	7.2%	15%	False	False	11,646
20	59.89	41.25	18.64	42.6%	3.10	7.1%	13%	False	False	11,720
40	75.10	41.25	33.85	77.4%	3.36	7.7%	7%	False	False	9,493
60	95.08	41.25	53.83	123.0%	3.09	7.1%	5%	False	False	7,543
80	111.02	41.25	69.77	159.5%	2.55	5.8%	4%	False	False	6,127
100	123.71	41.25	82.46	188.5%	2.11	4.8%	3%	False	False	5,118
120	146.69	41.25	105.44	241.0%	1.79	4.1%	2%	False	False	4,371

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.71
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	52.04
2.618	48.86
1.618	46.91
1.000	45.70
0.618	44.96
HIGH	43.75
0.618	43.01
0.500	42.78
0.382	42.54
LOW	41.80
0.618	40.59
1.000	39.85
1.618	38.64
2.618	36.69
4.250	33.51

Fisher Pivots for day following 26-Dec-2008
Pivot	1 day	3 day
R1	43.43	43.96
PP	43.10	43.89
S1	42.78	43.82

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These figures are updated between 7pm and 10pm EST after a trading day.

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