NYMEX Light Sweet Crude Oil Future October 2008

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	117.05	110.24	-6.81	-5.8%	114.69
High	117.25	110.30	-6.95	-5.9%	120.50
Low	105.46	107.22	1.76	1.7%	112.36
Close	109.71	109.35	-0.36	-0.3%	115.46
Range	11.79	3.08	-8.71	-73.9%	8.14
ATR	5.26	5.11	-0.16	-3.0%	0.00
Volume	216,481	389,706	173,225	80.0%	1,300,662

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.20	116.85	111.04
R3	115.12	113.77	110.20
R2	112.04	112.04	109.91
R1	110.69	110.69	109.63	109.83
PP	108.96	108.96	108.96	108.52
S1	107.61	107.61	109.07	106.75
S2	105.88	105.88	108.79
S3	102.80	104.53	108.50
S4	99.72	101.45	107.66

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	140.53	136.13	119.94
R3	132.39	127.99	117.70
R2	124.25	124.25	116.95
R1	119.85	119.85	116.21	122.05
PP	116.11	116.11	116.11	117.21
S1	111.71	111.71	114.71	113.91
S2	107.97	107.97	113.97
S3	99.83	103.57	113.22
S4	91.69	95.43	110.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.50	105.46	15.04	13.8%	5.81	5.3%	26%	False	False	291,237
10	122.04	105.46	16.58	15.2%	5.57	5.1%	23%	False	False	273,068
20	122.04	105.46	16.58	15.2%	4.83	4.4%	23%	False	False	207,029
40	148.13	105.46	42.67	39.0%	5.02	4.6%	9%	False	False	129,962
60	148.13	105.46	42.67	39.0%	4.84	4.4%	9%	False	False	95,749
80	148.13	105.46	42.67	39.0%	4.75	4.3%	9%	False	False	77,091
100	148.13	105.46	42.67	39.0%	4.37	4.0%	9%	False	False	62,943
120	148.13	96.67	51.46	47.1%	4.03	3.7%	25%	False	False	53,249

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.97
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	123.39
2.618	118.36
1.618	115.28
1.000	113.38
0.618	112.20
HIGH	110.30
0.618	109.12
0.500	108.76
0.382	108.40
LOW	107.22
0.618	105.32
1.000	104.14
1.618	102.24
2.618	99.16
4.250	94.13

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	109.15	112.11
PP	108.96	111.19
S1	108.76	110.27

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These figures are updated between 7pm and 10pm EST after a trading day.

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