NYMEX Light Sweet Crude Oil Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-May-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 08-May-2009 | 11-May-2009 | Change | Change % | Previous Week |  
                        | Open | 61.76 | 61.55 | -0.21 | -0.3% | 58.40 |  
                        | High | 62.30 | 61.93 | -0.37 | -0.6% | 62.30 |  
                        | Low | 60.92 | 60.45 | -0.47 | -0.8% | 58.40 |  
                        | Close | 62.23 | 61.91 | -0.32 | -0.5% | 62.23 |  
                        | Range | 1.38 | 1.48 | 0.10 | 7.2% | 3.90 |  
                        | ATR | 1.86 | 1.86 | -0.01 | -0.3% | 0.00 |  
                        | Volume | 17,227 | 11,679 | -5,548 | -32.2% | 58,965 |  | 
    
| 
        
            | Daily Pivots for day following 11-May-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 65.87 | 65.37 | 62.72 |  |  
                | R3 | 64.39 | 63.89 | 62.32 |  |  
                | R2 | 62.91 | 62.91 | 62.18 |  |  
                | R1 | 62.41 | 62.41 | 62.05 | 62.66 |  
                | PP | 61.43 | 61.43 | 61.43 | 61.56 |  
                | S1 | 60.93 | 60.93 | 61.77 | 61.18 |  
                | S2 | 59.95 | 59.95 | 61.64 |  |  
                | S3 | 58.47 | 59.45 | 61.50 |  |  
                | S4 | 56.99 | 57.97 | 61.10 |  |  | 
        
            | Weekly Pivots for week ending 08-May-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 72.68 | 71.35 | 64.38 |  |  
                | R3 | 68.78 | 67.45 | 63.30 |  |  
                | R2 | 64.88 | 64.88 | 62.95 |  |  
                | R1 | 63.55 | 63.55 | 62.59 | 64.22 |  
                | PP | 60.98 | 60.98 | 60.98 | 61.31 |  
                | S1 | 59.65 | 59.65 | 61.87 | 60.32 |  
                | S2 | 57.08 | 57.08 | 61.52 |  |  
                | S3 | 53.18 | 55.75 | 61.16 |  |  
                | S4 | 49.28 | 51.85 | 60.09 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 62.30 | 58.66 | 3.64 | 5.9% | 1.55 | 2.5% | 89% | False | False | 12,314 |  
                | 10 | 62.30 | 53.25 | 9.05 | 14.6% | 1.48 | 2.4% | 96% | False | False | 9,796 |  
                | 20 | 62.30 | 53.00 | 9.30 | 15.0% | 1.47 | 2.4% | 96% | False | False | 8,217 |  
                | 40 | 62.30 | 49.73 | 12.57 | 20.3% | 1.63 | 2.6% | 97% | False | False | 7,529 |  
                | 60 | 62.30 | 45.06 | 17.24 | 27.8% | 1.66 | 2.7% | 98% | False | False | 6,918 |  
                | 80 | 62.30 | 45.06 | 17.24 | 27.8% | 1.59 | 2.6% | 98% | False | False | 6,055 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 68.22 |  
            | 2.618 | 65.80 |  
            | 1.618 | 64.32 |  
            | 1.000 | 63.41 |  
            | 0.618 | 62.84 |  
            | HIGH | 61.93 |  
            | 0.618 | 61.36 |  
            | 0.500 | 61.19 |  
            | 0.382 | 61.02 |  
            | LOW | 60.45 |  
            | 0.618 | 59.54 |  
            | 1.000 | 58.97 |  
            | 1.618 | 58.06 |  
            | 2.618 | 56.58 |  
            | 4.250 | 54.16 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-May-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 61.67 | 61.67 |  
                                | PP | 61.43 | 61.44 |  
                                | S1 | 61.19 | 61.20 |  |