NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 12-Sep-2008

Day Change Summary
	Previous	Current
	11-Sep-2008	12-Sep-2008	Change	Change %	Previous Week
Open	102.86	101.20	-1.66	-1.6%	108.37
High	103.87	102.89	-0.98	-0.9%	110.60
Low	100.17	100.08	-0.09	-0.1%	100.08
Close	100.93	101.25	0.32	0.3%	101.25
Range	3.70	2.81	-0.89	-24.1%	10.52
ATR	4.72	4.58	-0.14	-2.9%	0.00
Volume	159,232	131,208	-28,024	-17.6%	514,703

Daily Pivots for day following 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	109.84	108.35	102.80
R3	107.03	105.54	102.02
R2	104.22	104.22	101.77
R1	102.73	102.73	101.51	103.48
PP	101.41	101.41	101.41	101.78
S1	99.92	99.92	100.99	100.67
S2	98.60	98.60	100.73
S3	95.79	97.11	100.48
S4	92.98	94.30	99.70

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	135.54	128.91	107.04
R3	125.02	118.39	104.14
R2	114.50	114.50	103.18
R1	107.87	107.87	102.21	105.93
PP	103.98	103.98	103.98	103.00
S1	97.35	97.35	100.29	95.41
S2	93.46	93.46	99.32
S3	82.94	86.83	98.36
S4	72.42	76.31	95.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.60	100.08	10.52	10.4%	3.71	3.7%	11%	False	True	117,865
10	120.72	100.08	20.64	20.4%	4.69	4.6%	6%	False	True	100,940
20	122.43	100.08	22.35	22.1%	4.61	4.6%	5%	False	True	75,222
40	138.34	100.08	38.26	37.8%	4.52	4.5%	3%	False	True	53,647
60	148.47	100.08	48.39	47.8%	4.50	4.4%	2%	False	True	41,134
80	148.47	100.08	48.39	47.8%	4.53	4.5%	2%	False	True	34,561
100	148.47	100.08	48.39	47.8%	4.09	4.0%	2%	False	True	28,546
120	148.47	98.15	50.32	49.7%	3.63	3.6%	6%	False	False	24,155

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.02
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	114.83
2.618	110.25
1.618	107.44
1.000	105.70
0.618	104.63
HIGH	102.89
0.618	101.82
0.500	101.49
0.382	101.15
LOW	100.08
0.618	98.34
1.000	97.27
1.618	95.53
2.618	92.72
4.250	88.14

Fisher Pivots for day following 12-Sep-2008
Pivot	1 day	3 day
R1	101.49	102.54
PP	101.41	102.11
S1	101.33	101.68

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

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