NYMEX Light Sweet Crude Oil Future November 2008

Trading Metrics calculated at close of trading on 24-Sep-2008

Day Change Summary
	Previous	Current
	23-Sep-2008	24-Sep-2008	Change	Change %	Previous Week
Open	108.98	106.93	-2.05	-1.9%	99.45
High	109.58	109.50	-0.08	-0.1%	104.75
Low	104.05	104.80	0.75	0.7%	90.42
Close	106.61	105.73	-0.88	-0.8%	102.75
Range	5.53	4.70	-0.83	-15.0%	14.33
ATR	5.47	5.41	-0.05	-1.0%	0.00
Volume	335,101	316,025	-19,076	-5.7%	954,553

Daily Pivots for day following 24-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	120.78	117.95	108.32
R3	116.08	113.25	107.02
R2	111.38	111.38	106.59
R1	108.55	108.55	106.16	107.62
PP	106.68	106.68	106.68	106.21
S1	103.85	103.85	105.30	102.92
S2	101.98	101.98	104.87
S3	97.28	99.15	104.44
S4	92.58	94.45	103.15

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	95.50	14.95	14.1%	6.57	6.2%	68%	False	False	274,846
10	110.45	90.42	20.03	18.9%	5.70	5.4%	76%	False	False	218,800
20	120.72	90.42	30.30	28.7%	5.32	5.0%	51%	False	False	150,885
40	129.16	90.42	38.74	36.6%	4.93	4.7%	40%	False	False	97,006
60	148.47	90.42	58.05	54.9%	4.79	4.5%	26%	False	False	70,921
80	148.47	90.42	58.05	54.9%	4.73	4.5%	26%	False	False	56,900
100	148.47	90.42	58.05	54.9%	4.43	4.2%	26%	False	False	47,226
120	148.47	90.42	58.05	54.9%	3.93	3.7%	26%	False	False	39,793

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	1.08
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	129.48
2.618	121.80
1.618	117.10
1.000	114.20
0.618	112.40
HIGH	109.50
0.618	107.70
0.500	107.15
0.382	106.60
LOW	104.80
0.618	101.90
1.000	100.10
1.618	97.20
2.618	92.50
4.250	84.83

Fisher Pivots for day following 24-Sep-2008
Pivot	1 day	3 day
R1	107.15	106.22
PP	106.68	106.05
S1	106.20	105.89

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

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