NYMEX Light Sweet Crude Oil Future June 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Feb-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Feb-2009 | 
                    20-Feb-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        41.17 | 
                        43.36 | 
                        2.19 | 
                        5.3% | 
                        46.78 | 
                     
                    
                        | High | 
                        44.04 | 
                        43.70 | 
                        -0.34 | 
                        -0.8% | 
                        47.26 | 
                     
                    
                        | Low | 
                        40.85 | 
                        41.46 | 
                        0.61 | 
                        1.5% | 
                        40.85 | 
                     
                    
                        | Close | 
                        43.97 | 
                        43.56 | 
                        -0.41 | 
                        -0.9% | 
                        43.56 | 
                     
                    
                        | Range | 
                        3.19 | 
                        2.24 | 
                        -0.95 | 
                        -29.8% | 
                        6.41 | 
                     
                    
                        | ATR | 
                        2.78 | 
                        2.76 | 
                        -0.02 | 
                        -0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        48,672 | 
                        49,460 | 
                        788 | 
                        1.6% | 
                        190,530 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                49.63 | 
                48.83 | 
                44.79 | 
                 | 
             
            
                | R3 | 
                47.39 | 
                46.59 | 
                44.18 | 
                 | 
             
            
                | R2 | 
                45.15 | 
                45.15 | 
                43.97 | 
                 | 
             
            
                | R1 | 
                44.35 | 
                44.35 | 
                43.77 | 
                44.75 | 
             
            
                | PP | 
                42.91 | 
                42.91 | 
                42.91 | 
                43.11 | 
             
            
                | S1 | 
                42.11 | 
                42.11 | 
                43.35 | 
                42.51 | 
             
            
                | S2 | 
                40.67 | 
                40.67 | 
                43.15 | 
                 | 
             
            
                | S3 | 
                38.43 | 
                39.87 | 
                42.94 | 
                 | 
             
            
                | S4 | 
                36.19 | 
                37.63 | 
                42.33 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                63.12 | 
                59.75 | 
                47.09 | 
                 | 
             
            
                | R3 | 
                56.71 | 
                53.34 | 
                45.32 | 
                 | 
             
            
                | R2 | 
                50.30 | 
                50.30 | 
                44.74 | 
                 | 
             
            
                | R1 | 
                46.93 | 
                46.93 | 
                44.15 | 
                45.41 | 
             
            
                | PP | 
                43.89 | 
                43.89 | 
                43.89 | 
                43.13 | 
             
            
                | S1 | 
                40.52 | 
                40.52 | 
                42.97 | 
                39.00 | 
             
            
                | S2 | 
                37.48 | 
                37.48 | 
                42.38 | 
                 | 
             
            
                | S3 | 
                31.07 | 
                34.11 | 
                41.80 | 
                 | 
             
            
                | S4 | 
                24.66 | 
                27.70 | 
                40.03 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                48.20 | 
                40.85 | 
                7.35 | 
                16.9% | 
                2.98 | 
                6.9% | 
                37% | 
                False | 
                False | 
                47,584 | 
                 
                
                | 10 | 
                51.93 | 
                40.85 | 
                11.08 | 
                25.4% | 
                2.70 | 
                6.2% | 
                24% | 
                False | 
                False | 
                42,741 | 
                 
                
                | 20 | 
                53.37 | 
                40.85 | 
                12.52 | 
                28.7% | 
                2.59 | 
                5.9% | 
                22% | 
                False | 
                False | 
                37,123 | 
                 
                
                | 40 | 
                59.66 | 
                40.85 | 
                18.81 | 
                43.2% | 
                2.92 | 
                6.7% | 
                14% | 
                False | 
                False | 
                30,290 | 
                 
                
                | 60 | 
                61.33 | 
                40.85 | 
                20.48 | 
                47.0% | 
                3.13 | 
                7.2% | 
                13% | 
                False | 
                False | 
                27,940 | 
                 
                
                | 80 | 
                76.00 | 
                40.85 | 
                35.15 | 
                80.7% | 
                3.30 | 
                7.6% | 
                8% | 
                False | 
                False | 
                24,631 | 
                 
                
                | 100 | 
                102.84 | 
                40.85 | 
                61.99 | 
                142.3% | 
                3.43 | 
                7.9% | 
                4% | 
                False | 
                False | 
                21,893 | 
                 
                
                | 120 | 
                120.15 | 
                40.85 | 
                79.30 | 
                182.0% | 
                3.44 | 
                7.9% | 
                3% | 
                False | 
                False | 
                19,353 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            53.22 | 
         
        
            | 
2.618             | 
            49.56 | 
         
        
            | 
1.618             | 
            47.32 | 
         
        
            | 
1.000             | 
            45.94 | 
         
        
            | 
0.618             | 
            45.08 | 
         
        
            | 
HIGH             | 
            43.70 | 
         
        
            | 
0.618             | 
            42.84 | 
         
        
            | 
0.500             | 
            42.58 | 
         
        
            | 
0.382             | 
            42.32 | 
         
        
            | 
LOW             | 
            41.46 | 
         
        
            | 
0.618             | 
            40.08 | 
         
        
            | 
1.000             | 
            39.22 | 
         
        
            | 
1.618             | 
            37.84 | 
         
        
            | 
2.618             | 
            35.60 | 
         
        
            | 
4.250             | 
            31.94 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Feb-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                43.23 | 
                                43.19 | 
                             
                            
                                | PP | 
                                42.91 | 
                                42.82 | 
                             
                            
                                | S1 | 
                                42.58 | 
                                42.45 | 
                             
             
         |