NYMEX Light Sweet Crude Oil Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Feb-2009 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Feb-2009 | 
                    18-Feb-2009 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        48.21 | 
                        46.84 | 
                        -1.37 | 
                        -2.8% | 
                        54.82 | 
                     
                    
                        | High | 
                        48.21 | 
                        46.84 | 
                        -1.37 | 
                        -2.8% | 
                        55.40 | 
                     
                    
                        | Low | 
                        46.98 | 
                        45.06 | 
                        -1.92 | 
                        -4.1% | 
                        50.57 | 
                     
                    
                        | Close | 
                        47.25 | 
                        45.20 | 
                        -2.05 | 
                        -4.3% | 
                        50.96 | 
                     
                    
                        | Range | 
                        1.23 | 
                        1.78 | 
                        0.55 | 
                        44.7% | 
                        4.83 | 
                     
                    
                        | ATR | 
                        1.69 | 
                        1.73 | 
                        0.04 | 
                        2.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        6,096 | 
                        5,281 | 
                        -815 | 
                        -13.4% | 
                        21,716 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                51.04 | 
                49.90 | 
                46.18 | 
                 | 
             
            
                | R3 | 
                49.26 | 
                48.12 | 
                45.69 | 
                 | 
             
            
                | R2 | 
                47.48 | 
                47.48 | 
                45.53 | 
                 | 
             
            
                | R1 | 
                46.34 | 
                46.34 | 
                45.36 | 
                46.02 | 
             
            
                | PP | 
                45.70 | 
                45.70 | 
                45.70 | 
                45.54 | 
             
            
                | S1 | 
                44.56 | 
                44.56 | 
                45.04 | 
                44.24 | 
             
            
                | S2 | 
                43.92 | 
                43.92 | 
                44.87 | 
                 | 
             
            
                | S3 | 
                42.14 | 
                42.78 | 
                44.71 | 
                 | 
             
            
                | S4 | 
                40.36 | 
                41.00 | 
                44.22 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Feb-2009 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                66.80 | 
                63.71 | 
                53.62 | 
                 | 
             
            
                | R3 | 
                61.97 | 
                58.88 | 
                52.29 | 
                 | 
             
            
                | R2 | 
                57.14 | 
                57.14 | 
                51.85 | 
                 | 
             
            
                | R1 | 
                54.05 | 
                54.05 | 
                51.40 | 
                53.18 | 
             
            
                | PP | 
                52.31 | 
                52.31 | 
                52.31 | 
                51.88 | 
             
            
                | S1 | 
                49.22 | 
                49.22 | 
                50.52 | 
                48.35 | 
             
            
                | S2 | 
                47.48 | 
                47.48 | 
                50.07 | 
                 | 
             
            
                | S3 | 
                42.65 | 
                44.39 | 
                49.63 | 
                 | 
             
            
                | S4 | 
                37.82 | 
                39.56 | 
                48.30 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            54.41 | 
         
        
            | 
2.618             | 
            51.50 | 
         
        
            | 
1.618             | 
            49.72 | 
         
        
            | 
1.000             | 
            48.62 | 
         
        
            | 
0.618             | 
            47.94 | 
         
        
            | 
HIGH             | 
            46.84 | 
         
        
            | 
0.618             | 
            46.16 | 
         
        
            | 
0.500             | 
            45.95 | 
         
        
            | 
0.382             | 
            45.74 | 
         
        
            | 
LOW             | 
            45.06 | 
         
        
            | 
0.618             | 
            43.96 | 
         
        
            | 
1.000             | 
            43.28 | 
         
        
            | 
1.618             | 
            42.18 | 
         
        
            | 
2.618             | 
            40.40 | 
         
        
            | 
4.250             | 
            37.50 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Feb-2009 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                45.95 | 
                                48.61 | 
                             
                            
                                | PP | 
                                45.70 | 
                                47.47 | 
                             
                            
                                | S1 | 
                                45.45 | 
                                46.34 | 
                             
             
         |