NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 22-Sep-2008

Day Change Summary
	Previous	Current
	19-Sep-2008	22-Sep-2008	Change	Change %	Previous Week
Open	97.58	102.48	4.90	5.0%	99.45
High	104.75	110.45	5.70	5.4%	104.75
Low	97.02	101.98	4.96	5.1%	90.42
Close	102.75	109.37	6.62	6.4%	102.75
Range	7.73	8.47	0.74	9.6%	14.33
ATR	5.23	5.46	0.23	4.4%	0.00
Volume	212,337	291,888	79,551	37.5%	954,553

Daily Pivots for day following 22-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	132.68	129.49	114.03
R3	124.21	121.02	111.70
R2	115.74	115.74	110.92
R1	112.55	112.55	110.15	114.15
PP	107.27	107.27	107.27	108.06
S1	104.08	104.08	108.59	105.68
S2	98.80	98.80	107.82
S3	90.33	95.61	107.04
S4	81.86	87.14	104.71

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	142.30	136.85	110.63
R3	127.97	122.52	106.69
R2	113.64	113.64	105.38
R1	108.19	108.19	104.06	110.92
PP	99.31	99.31	99.31	100.67
S1	93.86	93.86	101.44	96.59
S2	84.98	84.98	100.12
S3	70.65	79.53	98.81
S4	56.32	65.20	94.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.45	90.42	20.03	18.3%	6.57	6.0%	95%	True	False	221,430
10	110.60	90.42	20.18	18.5%	5.59	5.1%	94%	False	False	176,114
20	122.22	90.42	31.80	29.1%	5.30	4.8%	60%	False	False	124,179
40	129.16	90.42	38.74	35.4%	4.83	4.4%	49%	False	False	82,141
60	148.47	90.42	58.05	53.1%	4.74	4.3%	33%	False	False	60,623
80	148.47	90.42	58.05	53.1%	4.67	4.3%	33%	False	False	49,029
100	148.47	90.42	58.05	53.1%	4.38	4.0%	33%	False	False	40,815
120	148.47	90.42	58.05	53.1%	3.86	3.5%	33%	False	False	34,411

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.13
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	146.45
2.618	132.62
1.618	124.15
1.000	118.92
0.618	115.68
HIGH	110.45
0.618	107.21
0.500	106.22
0.382	105.22
LOW	101.98
0.618	96.75
1.000	93.51
1.618	88.28
2.618	79.81
4.250	65.98

Fisher Pivots for day following 22-Sep-2008
Pivot	1 day	3 day
R1	108.32	107.24
PP	107.27	105.11
S1	106.22	102.98

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

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