NYMEX Light Sweet Crude Oil Future August 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Feb-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Feb-2009 | 
                    09-Feb-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        52.50 | 
                        52.51 | 
                        0.01 | 
                        0.0% | 
                        51.80 | 
                     
                    
                        | High | 
                        53.16 | 
                        53.96 | 
                        0.80 | 
                        1.5% | 
                        53.16 | 
                     
                    
                        | Low | 
                        50.61 | 
                        52.00 | 
                        1.39 | 
                        2.7% | 
                        49.69 | 
                     
                    
                        | Close | 
                        52.63 | 
                        52.48 | 
                        -0.15 | 
                        -0.3% | 
                        52.63 | 
                     
                    
                        | Range | 
                        2.55 | 
                        1.96 | 
                        -0.59 | 
                        -23.1% | 
                        3.47 | 
                     
                    
                        | ATR | 
                        2.04 | 
                        2.04 | 
                        -0.01 | 
                        -0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,683 | 
                        8,903 | 
                        2,220 | 
                        33.2% | 
                        30,414 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                58.69 | 
                57.55 | 
                53.56 | 
                 | 
             
            
                | R3 | 
                56.73 | 
                55.59 | 
                53.02 | 
                 | 
             
            
                | R2 | 
                54.77 | 
                54.77 | 
                52.84 | 
                 | 
             
            
                | R1 | 
                53.63 | 
                53.63 | 
                52.66 | 
                53.22 | 
             
            
                | PP | 
                52.81 | 
                52.81 | 
                52.81 | 
                52.61 | 
             
            
                | S1 | 
                51.67 | 
                51.67 | 
                52.30 | 
                51.26 | 
             
            
                | S2 | 
                50.85 | 
                50.85 | 
                52.12 | 
                 | 
             
            
                | S3 | 
                48.89 | 
                49.71 | 
                51.94 | 
                 | 
             
            
                | S4 | 
                46.93 | 
                47.75 | 
                51.40 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                62.24 | 
                60.90 | 
                54.54 | 
                 | 
             
            
                | R3 | 
                58.77 | 
                57.43 | 
                53.58 | 
                 | 
             
            
                | R2 | 
                55.30 | 
                55.30 | 
                53.27 | 
                 | 
             
            
                | R1 | 
                53.96 | 
                53.96 | 
                52.95 | 
                54.63 | 
             
            
                | PP | 
                51.83 | 
                51.83 | 
                51.83 | 
                52.16 | 
             
            
                | S1 | 
                50.49 | 
                50.49 | 
                52.31 | 
                51.16 | 
             
            
                | S2 | 
                48.36 | 
                48.36 | 
                51.99 | 
                 | 
             
            
                | S3 | 
                44.89 | 
                47.02 | 
                51.68 | 
                 | 
             
            
                | S4 | 
                41.42 | 
                43.55 | 
                50.72 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                53.96 | 
                49.76 | 
                4.20 | 
                8.0% | 
                1.53 | 
                2.9% | 
                65% | 
                True | 
                False | 
                6,609 | 
                 
                
                | 10 | 
                53.96 | 
                49.69 | 
                4.27 | 
                8.1% | 
                1.70 | 
                3.2% | 
                65% | 
                True | 
                False | 
                6,621 | 
                 
                
                | 20 | 
                56.29 | 
                49.28 | 
                7.01 | 
                13.4% | 
                1.86 | 
                3.5% | 
                46% | 
                False | 
                False | 
                6,115 | 
                 
                
                | 40 | 
                60.48 | 
                44.75 | 
                15.73 | 
                30.0% | 
                1.71 | 
                3.2% | 
                49% | 
                False | 
                False | 
                4,582 | 
                 
                
                | 60 | 
                65.27 | 
                44.75 | 
                20.52 | 
                39.1% | 
                1.44 | 
                2.8% | 
                38% | 
                False | 
                False | 
                3,822 | 
                 
                
                | 80 | 
                79.03 | 
                44.75 | 
                34.28 | 
                65.3% | 
                1.50 | 
                2.9% | 
                23% | 
                False | 
                False | 
                3,299 | 
                 
                
                | 100 | 
                109.67 | 
                44.75 | 
                64.92 | 
                123.7% | 
                1.37 | 
                2.6% | 
                12% | 
                False | 
                False | 
                2,791 | 
                 
                
                | 120 | 
                123.71 | 
                44.75 | 
                78.96 | 
                150.5% | 
                1.20 | 
                2.3% | 
                10% | 
                False | 
                False | 
                2,387 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            62.29 | 
         
        
            | 
2.618             | 
            59.09 | 
         
        
            | 
1.618             | 
            57.13 | 
         
        
            | 
1.000             | 
            55.92 | 
         
        
            | 
0.618             | 
            55.17 | 
         
        
            | 
HIGH             | 
            53.96 | 
         
        
            | 
0.618             | 
            53.21 | 
         
        
            | 
0.500             | 
            52.98 | 
         
        
            | 
0.382             | 
            52.75 | 
         
        
            | 
LOW             | 
            52.00 | 
         
        
            | 
0.618             | 
            50.79 | 
         
        
            | 
1.000             | 
            50.04 | 
         
        
            | 
1.618             | 
            48.83 | 
         
        
            | 
2.618             | 
            46.87 | 
         
        
            | 
4.250             | 
            43.67 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Feb-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                52.98 | 
                                52.42 | 
                             
                            
                                | PP | 
                                52.81 | 
                                52.35 | 
                             
                            
                                | S1 | 
                                52.65 | 
                                52.29 | 
                             
             
         |