NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 23-Sep-2008

Day Change Summary
	Previous	Current
	22-Sep-2008	23-Sep-2008	Change	Change %	Previous Week
Open	102.56	108.60	6.04	5.9%	100.00
High	109.74	108.90	-0.84	-0.8%	103.09
Low	101.80	103.25	1.45	1.4%	90.66
Close	108.87	105.47	-3.40	-3.1%	102.54
Range	7.94	5.65	-2.29	-28.8%	12.43
ATR	5.27	5.29	0.03	0.5%	0.00
Volume	113,105	163,814	50,709	44.8%	529,628

Daily Pivots for day following 23-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	122.82	119.80	108.58
R3	117.17	114.15	107.02
R2	111.52	111.52	106.51
R1	108.50	108.50	105.99	107.19
PP	105.87	105.87	105.87	105.22
S1	102.85	102.85	104.95	101.54
S2	100.22	100.22	104.43
S3	94.57	97.20	103.92
S4	88.92	91.55	102.36

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	136.05	131.73	109.38
R3	123.62	119.30	105.96
R2	111.19	111.19	104.82
R1	106.87	106.87	103.68	109.03
PP	98.76	98.76	98.76	99.85
S1	94.44	94.44	101.40	96.60
S2	86.33	86.33	100.26
S3	73.90	82.01	99.12
S4	61.47	69.58	95.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.74	91.25	18.49	17.5%	6.43	6.1%	77%	False	False	129,341
10	109.74	90.66	19.08	18.1%	5.24	5.0%	78%	False	False	103,920
20	121.12	90.66	30.46	28.9%	5.18	4.9%	49%	False	False	78,319
40	129.58	90.66	38.92	36.9%	4.86	4.6%	38%	False	False	62,755
60	148.60	90.66	57.94	54.9%	4.77	4.5%	26%	False	False	54,996
80	148.60	90.66	57.94	54.9%	4.81	4.6%	26%	False	False	50,814
100	148.60	90.66	57.94	54.9%	4.62	4.4%	26%	False	False	48,563
120	148.60	90.66	57.94	54.9%	4.31	4.1%	26%	False	False	43,827

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	0.85
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	132.91
2.618	123.69
1.618	118.04
1.000	114.55
0.618	112.39
HIGH	108.90
0.618	106.74
0.500	106.08
0.382	105.41
LOW	103.25
0.618	99.76
1.000	97.60
1.618	94.11
2.618	88.46
4.250	79.24

Fisher Pivots for day following 23-Sep-2008
Pivot	1 day	3 day
R1	106.08	104.79
PP	105.87	104.10
S1	105.67	103.42

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

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