NYMEX Light Sweet Crude Oil Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Nov-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Nov-2008 | 
                    25-Nov-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        55.85 | 
                        57.99 | 
                        2.14 | 
                        3.8% | 
                        61.25 | 
                     
                    
                        | High | 
                        60.39 | 
                        59.44 | 
                        -0.95 | 
                        -1.6% | 
                        63.70 | 
                     
                    
                        | Low | 
                        54.00 | 
                        55.85 | 
                        1.85 | 
                        3.4% | 
                        53.50 | 
                     
                    
                        | Close | 
                        59.59 | 
                        56.43 | 
                        -3.16 | 
                        -5.3% | 
                        55.05 | 
                     
                    
                        | Range | 
                        6.39 | 
                        3.59 | 
                        -2.80 | 
                        -43.8% | 
                        10.20 | 
                     
                    
                        | ATR | 
                        4.20 | 
                        4.17 | 
                        -0.03 | 
                        -0.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        18,426 | 
                        14,986 | 
                        -3,440 | 
                        -18.7% | 
                        72,961 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                68.01 | 
                65.81 | 
                58.40 | 
                 | 
             
            
                | R3 | 
                64.42 | 
                62.22 | 
                57.42 | 
                 | 
             
            
                | R2 | 
                60.83 | 
                60.83 | 
                57.09 | 
                 | 
             
            
                | R1 | 
                58.63 | 
                58.63 | 
                56.76 | 
                57.94 | 
             
            
                | PP | 
                57.24 | 
                57.24 | 
                57.24 | 
                56.89 | 
             
            
                | S1 | 
                55.04 | 
                55.04 | 
                56.10 | 
                54.35 | 
             
            
                | S2 | 
                53.65 | 
                53.65 | 
                55.77 | 
                 | 
             
            
                | S3 | 
                50.06 | 
                51.45 | 
                55.44 | 
                 | 
             
            
                | S4 | 
                46.47 | 
                47.86 | 
                54.46 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Nov-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                88.02 | 
                81.73 | 
                60.66 | 
                 | 
             
            
                | R3 | 
                77.82 | 
                71.53 | 
                57.86 | 
                 | 
             
            
                | R2 | 
                67.62 | 
                67.62 | 
                56.92 | 
                 | 
             
            
                | R1 | 
                61.33 | 
                61.33 | 
                55.99 | 
                59.38 | 
             
            
                | PP | 
                57.42 | 
                57.42 | 
                57.42 | 
                56.44 | 
             
            
                | S1 | 
                51.13 | 
                51.13 | 
                54.12 | 
                49.18 | 
             
            
                | S2 | 
                47.22 | 
                47.22 | 
                53.18 | 
                 | 
             
            
                | S3 | 
                37.02 | 
                40.93 | 
                52.25 | 
                 | 
             
            
                | S4 | 
                26.82 | 
                30.73 | 
                49.44 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                60.39 | 
                53.50 | 
                6.89 | 
                12.2% | 
                3.71 | 
                6.6% | 
                43% | 
                False | 
                False | 
                16,994 | 
                 
                
                | 10 | 
                65.00 | 
                53.50 | 
                11.50 | 
                20.4% | 
                3.59 | 
                6.4% | 
                25% | 
                False | 
                False | 
                14,751 | 
                 
                
                | 20 | 
                76.00 | 
                53.50 | 
                22.50 | 
                39.9% | 
                4.00 | 
                7.1% | 
                13% | 
                False | 
                False | 
                14,698 | 
                 
                
                | 40 | 
                100.75 | 
                53.50 | 
                47.25 | 
                83.7% | 
                3.90 | 
                6.9% | 
                6% | 
                False | 
                False | 
                13,244 | 
                 
                
                | 60 | 
                113.10 | 
                53.50 | 
                59.60 | 
                105.6% | 
                3.79 | 
                6.7% | 
                5% | 
                False | 
                False | 
                11,229 | 
                 
                
                | 80 | 
                123.85 | 
                53.50 | 
                70.35 | 
                124.7% | 
                3.37 | 
                6.0% | 
                4% | 
                False | 
                False | 
                9,159 | 
                 
                
                | 100 | 
                147.91 | 
                53.50 | 
                94.41 | 
                167.3% | 
                3.35 | 
                5.9% | 
                3% | 
                False | 
                False | 
                8,063 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            74.70 | 
         
        
            | 
2.618             | 
            68.84 | 
         
        
            | 
1.618             | 
            65.25 | 
         
        
            | 
1.000             | 
            63.03 | 
         
        
            | 
0.618             | 
            61.66 | 
         
        
            | 
HIGH             | 
            59.44 | 
         
        
            | 
0.618             | 
            58.07 | 
         
        
            | 
0.500             | 
            57.65 | 
         
        
            | 
0.382             | 
            57.22 | 
         
        
            | 
LOW             | 
            55.85 | 
         
        
            | 
0.618             | 
            53.63 | 
         
        
            | 
1.000             | 
            52.26 | 
         
        
            | 
1.618             | 
            50.04 | 
         
        
            | 
2.618             | 
            46.45 | 
         
        
            | 
4.250             | 
            40.59 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Nov-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                57.65 | 
                                56.95 | 
                             
                            
                                | PP | 
                                57.24 | 
                                56.77 | 
                             
                            
                                | S1 | 
                                56.84 | 
                                56.60 | 
                             
             
         |