NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 05-Sep-2008

Day Change Summary
	Previous	Current
	04-Sep-2008	05-Sep-2008	Change	Change %	Previous Week
Open	109.95	107.96	-1.99	-1.8%	117.36
High	111.04	108.58	-2.46	-2.2%	117.58
Low	107.07	105.65	-1.42	-1.3%	105.65
Close	108.44	106.69	-1.75	-1.6%	106.69
Range	3.97	2.93	-1.04	-26.2%	11.93
ATR	4.85	4.71	-0.14	-2.8%	0.00
Volume	83,234	74,625	-8,609	-10.3%	335,939

Daily Pivots for day following 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	115.76	114.16	108.30
R3	112.83	111.23	107.50
R2	109.90	109.90	107.23
R1	108.30	108.30	106.96	107.64
PP	106.97	106.97	106.97	106.64
S1	105.37	105.37	106.42	104.71
S2	104.04	104.04	106.15
S3	101.11	102.44	105.88
S4	98.18	99.51	105.08

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	145.76	138.16	113.25
R3	133.83	126.23	109.97
R2	121.90	121.90	108.88
R1	114.30	114.30	107.78	112.14
PP	109.97	109.97	109.97	108.89
S1	102.37	102.37	105.60	100.21
S2	98.04	98.04	104.50
S3	86.11	90.44	103.41
S4	74.18	78.51	100.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.03	105.65	13.38	12.5%	5.02	4.7%	8%	False	True	81,174
10	122.22	105.65	16.57	15.5%	5.02	4.7%	6%	False	True	72,245
20	122.43	105.65	16.78	15.7%	4.64	4.4%	6%	False	True	59,383
40	148.47	105.65	42.82	40.1%	4.78	4.5%	2%	False	True	42,824
60	148.47	105.65	42.82	40.1%	4.49	4.2%	2%	False	True	33,460
80	148.47	105.65	42.82	40.1%	4.48	4.2%	2%	False	True	28,382
100	148.47	105.65	42.82	40.1%	3.99	3.7%	2%	False	True	23,475
120	148.47	96.27	52.20	48.9%	3.56	3.3%	20%	False	False	19,935

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.87
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	121.03
2.618	116.25
1.618	113.32
1.000	111.51
0.618	110.39
HIGH	108.58
0.618	107.46
0.500	107.12
0.382	106.77
LOW	105.65
0.618	103.84
1.000	102.72
1.618	100.91
2.618	97.98
4.250	93.20

Fisher Pivots for day following 05-Sep-2008
Pivot	1 day	3 day
R1	107.12	108.35
PP	106.97	107.79
S1	106.83	107.24

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

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