NYMEX Light Sweet Crude Oil Future September 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Jan-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Jan-2009 | 28-Jan-2009 | Change | Change % | Previous Week |  
                        | Open | 54.68 | 51.83 | -2.85 | -5.2% | 52.32 |  
                        | High | 54.68 | 53.60 | -1.08 | -2.0% | 54.52 |  
                        | Low | 51.49 | 51.83 | 0.34 | 0.7% | 50.12 |  
                        | Close | 51.49 | 52.97 | 1.48 | 2.9% | 54.52 |  
                        | Range | 3.19 | 1.77 | -1.42 | -44.5% | 4.40 |  
                        | ATR | 2.54 | 2.51 | -0.03 | -1.2% | 0.00 |  
                        | Volume | 5,285 | 4,861 | -424 | -8.0% | 19,038 |  | 
    
| 
        
            | Daily Pivots for day following 28-Jan-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.11 | 57.31 | 53.94 |  |  
                | R3 | 56.34 | 55.54 | 53.46 |  |  
                | R2 | 54.57 | 54.57 | 53.29 |  |  
                | R1 | 53.77 | 53.77 | 53.13 | 54.17 |  
                | PP | 52.80 | 52.80 | 52.80 | 53.00 |  
                | S1 | 52.00 | 52.00 | 52.81 | 52.40 |  
                | S2 | 51.03 | 51.03 | 52.65 |  |  
                | S3 | 49.26 | 50.23 | 52.48 |  |  
                | S4 | 47.49 | 48.46 | 52.00 |  |  | 
        
            | Weekly Pivots for week ending 23-Jan-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 66.25 | 64.79 | 56.94 |  |  
                | R3 | 61.85 | 60.39 | 55.73 |  |  
                | R2 | 57.45 | 57.45 | 55.33 |  |  
                | R1 | 55.99 | 55.99 | 54.92 | 56.72 |  
                | PP | 53.05 | 53.05 | 53.05 | 53.42 |  
                | S1 | 51.59 | 51.59 | 54.12 | 52.32 |  
                | S2 | 48.65 | 48.65 | 53.71 |  |  
                | S3 | 44.25 | 47.19 | 53.31 |  |  
                | S4 | 39.85 | 42.79 | 52.10 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 61.12 |  
            | 2.618 | 58.23 |  
            | 1.618 | 56.46 |  
            | 1.000 | 55.37 |  
            | 0.618 | 54.69 |  
            | HIGH | 53.60 |  
            | 0.618 | 52.92 |  
            | 0.500 | 52.72 |  
            | 0.382 | 52.51 |  
            | LOW | 51.83 |  
            | 0.618 | 50.74 |  
            | 1.000 | 50.06 |  
            | 1.618 | 48.97 |  
            | 2.618 | 47.20 |  
            | 4.250 | 44.31 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Jan-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 52.89 | 53.59 |  
                                | PP | 52.80 | 53.38 |  
                                | S1 | 52.72 | 53.18 |  |