NYMEX Light Sweet Crude Oil Future August 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Oct-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Oct-2008 | 
                    29-Oct-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        66.53 | 
                        70.00 | 
                        3.47 | 
                        5.2% | 
                        77.31 | 
                     
                    
                        | High | 
                        66.53 | 
                        73.00 | 
                        6.47 | 
                        9.7% | 
                        79.03 | 
                     
                    
                        | Low | 
                        66.53 | 
                        70.00 | 
                        3.47 | 
                        5.2% | 
                        67.14 | 
                     
                    
                        | Close | 
                        66.52 | 
                        71.55 | 
                        5.03 | 
                        7.6% | 
                        68.04 | 
                     
                    
                        | Range | 
                        0.00 | 
                        3.00 | 
                        3.00 | 
                         | 
                        11.89 | 
                     
                    
                        | ATR | 
                        3.08 | 
                        3.33 | 
                        0.24 | 
                        7.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        742 | 
                        2,214 | 
                        1,472 | 
                        198.4% | 
                        8,599 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                80.52 | 
                79.03 | 
                73.20 | 
                 | 
             
            
                | R3 | 
                77.52 | 
                76.03 | 
                72.38 | 
                 | 
             
            
                | R2 | 
                74.52 | 
                74.52 | 
                72.10 | 
                 | 
             
            
                | R1 | 
                73.03 | 
                73.03 | 
                71.83 | 
                73.78 | 
             
            
                | PP | 
                71.52 | 
                71.52 | 
                71.52 | 
                71.89 | 
             
            
                | S1 | 
                70.03 | 
                70.03 | 
                71.28 | 
                70.78 | 
             
            
                | S2 | 
                68.52 | 
                68.52 | 
                71.00 | 
                 | 
             
            
                | S3 | 
                65.52 | 
                67.03 | 
                70.73 | 
                 | 
             
            
                | S4 | 
                62.52 | 
                64.03 | 
                69.90 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Oct-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                107.07 | 
                99.45 | 
                74.58 | 
                 | 
             
            
                | R3 | 
                95.18 | 
                87.56 | 
                71.31 | 
                 | 
             
            
                | R2 | 
                83.29 | 
                83.29 | 
                70.22 | 
                 | 
             
            
                | R1 | 
                75.67 | 
                75.67 | 
                69.13 | 
                73.54 | 
             
            
                | PP | 
                71.40 | 
                71.40 | 
                71.40 | 
                70.34 | 
             
            
                | S1 | 
                63.78 | 
                63.78 | 
                66.95 | 
                61.65 | 
             
            
                | S2 | 
                59.51 | 
                59.51 | 
                65.86 | 
                 | 
             
            
                | S3 | 
                47.62 | 
                51.89 | 
                64.77 | 
                 | 
             
            
                | S4 | 
                35.73 | 
                40.00 | 
                61.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                73.00 | 
                66.53 | 
                6.47 | 
                9.0% | 
                1.58 | 
                2.2% | 
                78% | 
                True | 
                False | 
                1,954 | 
                 
                
                | 10 | 
                79.03 | 
                66.53 | 
                12.50 | 
                17.5% | 
                1.42 | 
                2.0% | 
                40% | 
                False | 
                False | 
                1,659 | 
                 
                
                | 20 | 
                95.19 | 
                66.53 | 
                28.66 | 
                40.1% | 
                1.19 | 
                1.7% | 
                18% | 
                False | 
                False | 
                1,376 | 
                 
                
                | 40 | 
                111.60 | 
                66.53 | 
                45.07 | 
                63.0% | 
                0.94 | 
                1.3% | 
                11% | 
                False | 
                False | 
                894 | 
                 
                
                | 60 | 
                123.71 | 
                66.53 | 
                57.18 | 
                79.9% | 
                0.63 | 
                0.9% | 
                9% | 
                False | 
                False | 
                698 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.75 | 
         
        
            | 
2.618             | 
            80.85 | 
         
        
            | 
1.618             | 
            77.85 | 
         
        
            | 
1.000             | 
            76.00 | 
         
        
            | 
0.618             | 
            74.85 | 
         
        
            | 
HIGH             | 
            73.00 | 
         
        
            | 
0.618             | 
            71.85 | 
         
        
            | 
0.500             | 
            71.50 | 
         
        
            | 
0.382             | 
            71.15 | 
         
        
            | 
LOW             | 
            70.00 | 
         
        
            | 
0.618             | 
            68.15 | 
         
        
            | 
1.000             | 
            67.00 | 
         
        
            | 
1.618             | 
            65.15 | 
         
        
            | 
2.618             | 
            62.15 | 
         
        
            | 
4.250             | 
            57.25 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Oct-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                71.53 | 
                                70.96 | 
                             
                            
                                | PP | 
                                71.52 | 
                                70.36 | 
                             
                            
                                | S1 | 
                                71.50 | 
                                69.77 | 
                             
             
         |