NYMEX Light Sweet Crude Oil Future February 2009

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Trading Metrics calculated at close of trading on 28-Dec-2007
Day Change Summary Previous Current 27-Dec-2007 28-Dec-2007 Change Change % Previous Week Open 90.54 90.72 0.18 0.2% 89.31 High 90.54 90.72 0.18 0.2% 90.72 Low 90.54 90.72 0.18 0.2% 89.31 Close 90.54 90.02 -0.52 -0.6% 90.02 Range ATR 0.84 0.79 -0.05 -5.6% 0.00 Volume 289 30 -259 -89.6% 897
Daily Pivots for day following 28-Dec-2007 Classic Woodie Camarilla DeMark R4 90.49 90.25 90.02 R3 90.49 90.25 90.02 R2 90.49 90.49 90.02 R1 90.25 90.25 90.02 90.37 PP 90.49 90.49 90.49 90.55 S1 90.25 90.25 90.02 90.37 S2 90.49 90.49 90.02 S3 90.49 90.25 90.02 S4 90.49 90.25 90.02	Weekly Pivots for week ending 28-Dec-2007 Classic Woodie Camarilla DeMark R4 94.25 93.54 90.80 R3 92.84 92.13 90.41 R2 91.43 91.43 90.28 R1 90.72 90.72 90.15 91.08 PP 90.02 90.02 90.02 90.19 S1 89.31 89.31 89.89 89.67 S2 88.61 88.61 89.76 S3 87.20 87.90 89.63 S4 85.79 86.49 89.24
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 90.72 88.94 1.78 2.0% 0.00 0.0% 61% True False 419 10 90.72 87.61 3.11 3.5% 0.04 0.0% 77% True False 465 20 90.72 84.43 6.29 7.0% 0.08 0.1% 89% True False 552 40 90.72 82.95 7.77 8.6% 0.04 0.0% 91% True False 414
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.00	Fibonacci Retracements and Extensions 4.250 90.72 2.618 90.72 1.618 90.72 1.000 90.72 0.618 90.72 HIGH 90.72 0.618 90.72 0.500 90.72 0.382 90.72 LOW 90.72 0.618 90.72 1.000 90.72 1.618 90.72 2.618 90.72 4.250 90.72
Fisher Pivots for day following 28-Dec-2007 Pivot 1 day 3 day R1 90.72 90.28 PP 90.49 90.19 S1 90.25 90.11

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