NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 09-Jan-2009

Day Change Summary
	Previous	Current
	08-Jan-2009	09-Jan-2009	Change	Change %	Previous Week
Open	54.44	54.30	-0.14	-0.3%	57.50
High	55.24	54.30	-0.94	-1.7%	60.72
Low	52.82	52.72	-0.10	-0.2%	52.72
Close	54.09	54.13	0.04	0.1%	54.13
Range	2.42	1.58	-0.84	-34.7%	8.00
ATR	3.51	3.38	-0.14	-3.9%	0.00
Volume	12,572	11,826	-746	-5.9%	56,160

Daily Pivots for day following 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	58.46	57.87	55.00
R3	56.88	56.29	54.56
R2	55.30	55.30	54.42
R1	54.71	54.71	54.27	54.22
PP	53.72	53.72	53.72	53.47
S1	53.13	53.13	53.99	52.64
S2	52.14	52.14	53.84
S3	50.56	51.55	53.70
S4	48.98	49.97	53.26

Weekly Pivots for week ending 09-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.86	74.99	58.53
R3	71.86	66.99	56.33
R2	63.86	63.86	55.60
R1	58.99	58.99	54.86	57.43
PP	55.86	55.86	55.86	55.07
S1	50.99	50.99	53.40	49.43
S2	47.86	47.86	52.66
S3	39.86	42.99	51.93
S4	31.86	34.99	49.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	60.72	52.72	8.00	14.8%	3.10	5.7%	18%	False	True	11,232
10	60.72	44.08	16.64	30.7%	3.52	6.5%	60%	False	False	8,920
20	60.72	43.67	17.05	31.5%	3.42	6.3%	61%	False	False	8,299
40	65.19	43.67	21.52	39.8%	3.00	5.5%	49%	False	False	6,246
60	78.55	43.67	34.88	64.4%	2.63	4.9%	30%	False	False	5,108
80	110.25	43.67	66.58	123.0%	2.36	4.4%	16%	False	False	4,258
100	123.73	43.67	80.06	147.9%	2.03	3.7%	13%	False	False	3,506

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	61.02
2.618	58.44
1.618	56.86
1.000	55.88
0.618	55.28
HIGH	54.30
0.618	53.70
0.500	53.51
0.382	53.32
LOW	52.72
0.618	51.74
1.000	51.14
1.618	50.16
2.618	48.58
4.250	46.01

Fisher Pivots for day following 09-Jan-2009
Pivot	1 day	3 day
R1	53.92	55.91
PP	53.72	55.32
S1	53.51	54.72

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

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