NYMEX Light Sweet Crude Oil Future August 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Apr-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Apr-2009 | 22-Apr-2009 | Change | Change % | Previous Week |  
                        | Open | 52.72 | 52.59 | -0.13 | -0.2% | 58.00 |  
                        | High | 53.08 | 52.77 | -0.31 | -0.6% | 58.33 |  
                        | Low | 50.76 | 51.29 | 0.53 | 1.0% | 55.34 |  
                        | Close | 52.22 | 52.19 | -0.03 | -0.1% | 56.11 |  
                        | Range | 2.32 | 1.48 | -0.84 | -36.2% | 2.99 |  
                        | ATR | 2.47 | 2.40 | -0.07 | -2.9% | 0.00 |  
                        | Volume | 18,405 | 27,643 | 9,238 | 50.2% | 71,466 |  | 
    
| 
        
            | Daily Pivots for day following 22-Apr-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 56.52 | 55.84 | 53.00 |  |  
                | R3 | 55.04 | 54.36 | 52.60 |  |  
                | R2 | 53.56 | 53.56 | 52.46 |  |  
                | R1 | 52.88 | 52.88 | 52.33 | 52.48 |  
                | PP | 52.08 | 52.08 | 52.08 | 51.89 |  
                | S1 | 51.40 | 51.40 | 52.05 | 51.00 |  
                | S2 | 50.60 | 50.60 | 51.92 |  |  
                | S3 | 49.12 | 49.92 | 51.78 |  |  
                | S4 | 47.64 | 48.44 | 51.38 |  |  | 
        
            | Weekly Pivots for week ending 17-Apr-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 65.56 | 63.83 | 57.75 |  |  
                | R3 | 62.57 | 60.84 | 56.93 |  |  
                | R2 | 59.58 | 59.58 | 56.66 |  |  
                | R1 | 57.85 | 57.85 | 56.38 | 57.22 |  
                | PP | 56.59 | 56.59 | 56.59 | 56.28 |  
                | S1 | 54.86 | 54.86 | 55.84 | 54.23 |  
                | S2 | 53.60 | 53.60 | 55.56 |  |  
                | S3 | 50.61 | 51.87 | 55.29 |  |  
                | S4 | 47.62 | 48.88 | 54.47 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 56.71 | 50.76 | 5.95 | 11.4% | 1.98 | 3.8% | 24% | False | False | 19,256 |  
                | 10 | 58.39 | 50.76 | 7.63 | 14.6% | 2.24 | 4.3% | 19% | False | False | 18,627 |  
                | 20 | 58.71 | 50.76 | 7.95 | 15.2% | 2.24 | 4.3% | 18% | False | False | 14,720 |  
                | 40 | 58.71 | 45.00 | 13.71 | 26.3% | 2.31 | 4.4% | 52% | False | False | 12,462 |  
                | 60 | 58.71 | 43.34 | 15.37 | 29.5% | 2.20 | 4.2% | 58% | False | False | 10,572 |  
                | 80 | 60.48 | 43.34 | 17.14 | 32.8% | 2.16 | 4.1% | 52% | False | False | 8,927 |  
                | 100 | 62.08 | 43.34 | 18.74 | 35.9% | 1.86 | 3.6% | 47% | False | False | 7,768 |  
                | 120 | 76.95 | 43.34 | 33.61 | 64.4% | 1.85 | 3.5% | 26% | False | False | 6,775 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 59.06 |  
            | 2.618 | 56.64 |  
            | 1.618 | 55.16 |  
            | 1.000 | 54.25 |  
            | 0.618 | 53.68 |  
            | HIGH | 52.77 |  
            | 0.618 | 52.20 |  
            | 0.500 | 52.03 |  
            | 0.382 | 51.86 |  
            | LOW | 51.29 |  
            | 0.618 | 50.38 |  
            | 1.000 | 49.81 |  
            | 1.618 | 48.90 |  
            | 2.618 | 47.42 |  
            | 4.250 | 45.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Apr-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 52.14 | 53.33 |  
                                | PP | 52.08 | 52.95 |  
                                | S1 | 52.03 | 52.57 |  |