NYMEX Light Sweet Crude Oil Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Apr-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Apr-2009 | 24-Apr-2009 | Change | Change % | Previous Week |  
                        | Open | 54.60 | 54.95 | 0.35 | 0.6% | 57.70 |  
                        | High | 54.60 | 56.18 | 1.58 | 2.9% | 57.70 |  
                        | Low | 53.82 | 54.95 | 1.13 | 2.1% | 53.18 |  
                        | Close | 54.50 | 56.03 | 1.53 | 2.8% | 56.03 |  
                        | Range | 0.78 | 1.23 | 0.45 | 57.7% | 4.52 |  
                        | ATR | 1.93 | 1.91 | -0.02 | -0.9% | 0.00 |  
                        | Volume | 9,427 | 5,662 | -3,765 | -39.9% | 36,101 |  | 
    
| 
        
            | Daily Pivots for day following 24-Apr-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 59.41 | 58.95 | 56.71 |  |  
                | R3 | 58.18 | 57.72 | 56.37 |  |  
                | R2 | 56.95 | 56.95 | 56.26 |  |  
                | R1 | 56.49 | 56.49 | 56.14 | 56.72 |  
                | PP | 55.72 | 55.72 | 55.72 | 55.84 |  
                | S1 | 55.26 | 55.26 | 55.92 | 55.49 |  
                | S2 | 54.49 | 54.49 | 55.80 |  |  
                | S3 | 53.26 | 54.03 | 55.69 |  |  
                | S4 | 52.03 | 52.80 | 55.35 |  |  | 
        
            | Weekly Pivots for week ending 24-Apr-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 69.20 | 67.13 | 58.52 |  |  
                | R3 | 64.68 | 62.61 | 57.27 |  |  
                | R2 | 60.16 | 60.16 | 56.86 |  |  
                | R1 | 58.09 | 58.09 | 56.44 | 56.87 |  
                | PP | 55.64 | 55.64 | 55.64 | 55.02 |  
                | S1 | 53.57 | 53.57 | 55.62 | 52.35 |  
                | S2 | 51.12 | 51.12 | 55.20 |  |  
                | S3 | 46.60 | 49.05 | 54.79 |  |  
                | S4 | 42.08 | 44.53 | 53.54 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 57.70 | 53.18 | 4.52 | 8.1% | 1.62 | 2.9% | 63% | False | False | 7,220 |  
                | 10 | 59.72 | 53.18 | 6.54 | 11.7% | 1.48 | 2.6% | 44% | False | False | 6,461 |  
                | 20 | 60.45 | 53.18 | 7.27 | 13.0% | 1.62 | 2.9% | 39% | False | False | 6,926 |  
                | 40 | 60.45 | 46.50 | 13.95 | 24.9% | 1.66 | 3.0% | 68% | False | False | 6,493 |  
                | 60 | 60.45 | 45.06 | 15.39 | 27.5% | 1.60 | 2.9% | 71% | False | False | 5,707 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 61.41 |  
            | 2.618 | 59.40 |  
            | 1.618 | 58.17 |  
            | 1.000 | 57.41 |  
            | 0.618 | 56.94 |  
            | HIGH | 56.18 |  
            | 0.618 | 55.71 |  
            | 0.500 | 55.57 |  
            | 0.382 | 55.42 |  
            | LOW | 54.95 |  
            | 0.618 | 54.19 |  
            | 1.000 | 53.72 |  
            | 1.618 | 52.96 |  
            | 2.618 | 51.73 |  
            | 4.250 | 49.72 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Apr-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 55.88 | 55.68 |  
                                | PP | 55.72 | 55.33 |  
                                | S1 | 55.57 | 54.99 |  |