NYMEX Light Sweet Crude Oil Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-May-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-May-2009 | 22-May-2009 | Change | Change % | Previous Week |  
                        | Open | 63.25 | 63.37 | 0.12 | 0.2% | 59.32 |  
                        | High | 63.50 | 63.96 | 0.46 | 0.7% | 63.96 |  
                        | Low | 61.96 | 62.76 | 0.80 | 1.3% | 59.26 |  
                        | Close | 63.16 | 63.68 | 0.52 | 0.8% | 63.68 |  
                        | Range | 1.54 | 1.20 | -0.34 | -22.1% | 4.70 |  
                        | ATR | 1.89 | 1.84 | -0.05 | -2.6% | 0.00 |  
                        | Volume | 10,687 | 8,964 | -1,723 | -16.1% | 42,825 |  | 
    
| 
        
            | Daily Pivots for day following 22-May-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 67.07 | 66.57 | 64.34 |  |  
                | R3 | 65.87 | 65.37 | 64.01 |  |  
                | R2 | 64.67 | 64.67 | 63.90 |  |  
                | R1 | 64.17 | 64.17 | 63.79 | 64.42 |  
                | PP | 63.47 | 63.47 | 63.47 | 63.59 |  
                | S1 | 62.97 | 62.97 | 63.57 | 63.22 |  
                | S2 | 62.27 | 62.27 | 63.46 |  |  
                | S3 | 61.07 | 61.77 | 63.35 |  |  
                | S4 | 59.87 | 60.57 | 63.02 |  |  | 
        
            | Weekly Pivots for week ending 22-May-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 76.40 | 74.74 | 66.27 |  |  
                | R3 | 71.70 | 70.04 | 64.97 |  |  
                | R2 | 67.00 | 67.00 | 64.54 |  |  
                | R1 | 65.34 | 65.34 | 64.11 | 66.17 |  
                | PP | 62.30 | 62.30 | 62.30 | 62.72 |  
                | S1 | 60.64 | 60.64 | 63.25 | 61.47 |  
                | S2 | 57.60 | 57.60 | 62.82 |  |  
                | S3 | 52.90 | 55.94 | 62.39 |  |  
                | S4 | 48.20 | 51.24 | 61.10 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 63.96 | 59.26 | 4.70 | 7.4% | 1.74 | 2.7% | 94% | True | False | 8,565 |  
                | 10 | 63.96 | 59.20 | 4.76 | 7.5% | 1.76 | 2.8% | 94% | True | False | 9,054 |  
                | 20 | 63.96 | 53.00 | 10.96 | 17.2% | 1.66 | 2.6% | 97% | True | False | 9,301 |  
                | 40 | 63.96 | 53.00 | 10.96 | 17.2% | 1.64 | 2.6% | 97% | True | False | 8,114 |  
                | 60 | 63.96 | 46.50 | 17.46 | 27.4% | 1.66 | 2.6% | 98% | True | False | 7,429 |  
                | 80 | 63.96 | 45.06 | 18.90 | 29.7% | 1.62 | 2.5% | 99% | True | False | 6,605 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 69.06 |  
            | 2.618 | 67.10 |  
            | 1.618 | 65.90 |  
            | 1.000 | 65.16 |  
            | 0.618 | 64.70 |  
            | HIGH | 63.96 |  
            | 0.618 | 63.50 |  
            | 0.500 | 63.36 |  
            | 0.382 | 63.22 |  
            | LOW | 62.76 |  
            | 0.618 | 62.02 |  
            | 1.000 | 61.56 |  
            | 1.618 | 60.82 |  
            | 2.618 | 59.62 |  
            | 4.250 | 57.66 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-May-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 63.57 | 63.44 |  
                                | PP | 63.47 | 63.20 |  
                                | S1 | 63.36 | 62.96 |  |