NYMEX Light Sweet Crude Oil Future October 2009
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Aug-2009 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Aug-2009 | 11-Aug-2009 | Change | Change % | Previous Week |  
                        | Open | 72.54 | 72.72 | 0.18 | 0.2% | 71.15 |  
                        | High | 73.41 | 73.26 | -0.15 | -0.2% | 74.51 |  
                        | Low | 72.00 | 70.74 | -1.26 | -1.8% | 70.78 |  
                        | Close | 72.61 | 71.35 | -1.26 | -1.7% | 72.78 |  
                        | Range | 1.41 | 2.52 | 1.11 | 78.7% | 3.73 |  
                        | ATR | 2.45 | 2.46 | 0.00 | 0.2% | 0.00 |  
                        | Volume | 165,310 | 143,071 | -22,239 | -13.5% | 550,279 |  | 
    
| 
        
            | Daily Pivots for day following 11-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 79.34 | 77.87 | 72.74 |  |  
                | R3 | 76.82 | 75.35 | 72.04 |  |  
                | R2 | 74.30 | 74.30 | 71.81 |  |  
                | R1 | 72.83 | 72.83 | 71.58 | 72.31 |  
                | PP | 71.78 | 71.78 | 71.78 | 71.52 |  
                | S1 | 70.31 | 70.31 | 71.12 | 69.79 |  
                | S2 | 69.26 | 69.26 | 70.89 |  |  
                | S3 | 66.74 | 67.79 | 70.66 |  |  
                | S4 | 64.22 | 65.27 | 69.96 |  |  | 
        
            | Weekly Pivots for week ending 07-Aug-2009 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 83.88 | 82.06 | 74.83 |  |  
                | R3 | 80.15 | 78.33 | 73.81 |  |  
                | R2 | 76.42 | 76.42 | 73.46 |  |  
                | R1 | 74.60 | 74.60 | 73.12 | 75.51 |  
                | PP | 72.69 | 72.69 | 72.69 | 73.15 |  
                | S1 | 70.87 | 70.87 | 72.44 | 71.78 |  
                | S2 | 68.96 | 68.96 | 72.10 |  |  
                | S3 | 65.23 | 67.14 | 71.75 |  |  
                | S4 | 61.50 | 63.41 | 70.73 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 74.51 | 70.74 | 3.77 | 5.3% | 2.13 | 3.0% | 16% | False | True | 126,578 |  
                | 10 | 74.51 | 64.69 | 9.82 | 13.8% | 2.83 | 4.0% | 68% | False | False | 111,278 |  
                | 20 | 74.51 | 61.98 | 12.53 | 17.6% | 2.44 | 3.4% | 75% | False | False | 85,515 |  
                | 40 | 74.85 | 60.43 | 14.42 | 20.2% | 2.48 | 3.5% | 76% | False | False | 53,919 |  
                | 60 | 75.27 | 60.43 | 14.84 | 20.8% | 2.30 | 3.2% | 74% | False | False | 40,197 |  
                | 80 | 75.27 | 53.00 | 22.27 | 31.2% | 2.12 | 3.0% | 82% | False | False | 32,455 |  
                | 100 | 75.27 | 53.00 | 22.27 | 31.2% | 2.02 | 2.8% | 82% | False | False | 27,278 |  
                | 120 | 75.27 | 46.31 | 28.96 | 40.6% | 2.00 | 2.8% | 86% | False | False | 23,700 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 83.97 |  
            | 2.618 | 79.86 |  
            | 1.618 | 77.34 |  
            | 1.000 | 75.78 |  
            | 0.618 | 74.82 |  
            | HIGH | 73.26 |  
            | 0.618 | 72.30 |  
            | 0.500 | 72.00 |  
            | 0.382 | 71.70 |  
            | LOW | 70.74 |  
            | 0.618 | 69.18 |  
            | 1.000 | 68.22 |  
            | 1.618 | 66.66 |  
            | 2.618 | 64.14 |  
            | 4.250 | 60.03 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Aug-2009 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 72.00 | 72.63 |  
                                | PP | 71.78 | 72.20 |  
                                | S1 | 71.57 | 71.78 |  |