NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 04-Sep-2008

Day Change Summary
	Previous	Current
	03-Sep-2008	04-Sep-2008	Change	Change %	Previous Week
Open	110.80	109.95	-0.85	-0.8%	114.81
High	110.80	111.04	0.24	0.2%	120.72
Low	107.84	107.07	-0.77	-0.7%	112.95
Close	109.87	108.44	-1.43	-1.3%	115.85
Range	2.96	3.97	1.01	34.1%	7.77
ATR	4.91	4.85	-0.07	-1.4%	0.00
Volume	114,042	83,234	-30,808	-27.0%	323,230

Daily Pivots for day following 04-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	120.76	118.57	110.62
R3	116.79	114.60	109.53
R2	112.82	112.82	109.17
R1	110.63	110.63	108.80	109.74
PP	108.85	108.85	108.85	108.41
S1	106.66	106.66	108.08	105.77
S2	104.88	104.88	107.71
S3	100.91	102.69	107.35
S4	96.94	98.72	106.26

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	139.82	135.60	120.12
R3	132.05	127.83	117.99
R2	124.28	124.28	117.27
R1	120.06	120.06	116.56	122.17
PP	116.51	116.51	116.51	117.56
S1	112.29	112.29	115.14	114.40
S2	108.74	108.74	114.43
S3	100.97	104.52	113.71
S4	93.20	96.75	111.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120.72	105.99	14.73	13.6%	5.68	5.2%	17%	False	False	84,014
10	122.43	105.99	16.44	15.2%	5.37	4.9%	15%	False	False	69,973
20	122.43	105.99	16.44	15.2%	4.67	4.3%	15%	False	False	57,997
40	148.47	105.99	42.48	39.2%	4.87	4.5%	6%	False	False	41,390
60	148.47	105.99	42.48	39.2%	4.51	4.2%	6%	False	False	32,459
80	148.47	105.99	42.48	39.2%	4.46	4.1%	6%	False	False	27,516
100	148.47	105.99	42.48	39.2%	3.96	3.7%	6%	False	False	22,750
120	148.47	96.27	52.20	48.1%	3.55	3.3%	23%	False	False	19,339

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.83
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127.91
2.618	121.43
1.618	117.46
1.000	115.01
0.618	113.49
HIGH	111.04
0.618	109.52
0.500	109.06
0.382	108.59
LOW	107.07
0.618	104.62
1.000	103.10
1.618	100.65
2.618	96.68
4.250	90.20

Fisher Pivots for day following 04-Sep-2008
Pivot	1 day	3 day
R1	109.06	111.79
PP	108.85	110.67
S1	108.65	109.56

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

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