NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 29-Sep-2008

Day Change Summary
	Previous	Current
	26-Sep-2008	29-Sep-2008	Change	Change %	Previous Week
Open	106.87	105.98	-0.89	-0.8%	102.56
High	107.30	105.98	-1.32	-1.2%	109.74
Low	103.57	94.82	-8.75	-8.4%	101.80
Close	106.18	96.09	-10.09	-9.5%	106.18
Range	3.73	11.16	7.43	199.2%	7.94
ATR	5.12	5.56	0.45	8.7%	0.00
Volume	98,249	73,446	-24,803	-25.2%	646,473

Daily Pivots for day following 29-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	132.44	125.43	102.23
R3	121.28	114.27	99.16
R2	110.12	110.12	98.14
R1	103.11	103.11	97.11	101.04
PP	98.96	98.96	98.96	97.93
S1	91.95	91.95	95.07	89.88
S2	87.80	87.80	94.04
S3	76.64	80.79	93.02
S4	65.48	69.63	89.95

Weekly Pivots for week ending 26-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	129.73	125.89	110.55
R3	121.79	117.95	108.36
R2	113.85	113.85	107.64
R1	110.01	110.01	106.91	111.93
PP	105.91	105.91	105.91	106.87
S1	102.07	102.07	105.45	103.99
S2	97.97	97.97	104.72
S3	90.03	94.13	104.00
S4	82.09	86.19	101.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	108.90	94.82	14.08	14.7%	6.02	6.3%	9%	False	True	121,362
10	109.74	90.66	19.08	19.9%	6.04	6.3%	28%	False	False	118,519
20	117.98	90.66	27.32	28.4%	5.48	5.7%	20%	False	False	91,684
40	127.50	90.66	36.84	38.3%	4.92	5.1%	15%	False	False	69,026
60	148.60	90.66	57.94	60.3%	4.99	5.2%	9%	False	False	60,091
80	148.60	90.66	57.94	60.3%	4.83	5.0%	9%	False	False	54,512
100	148.60	90.66	57.94	60.3%	4.73	4.9%	9%	False	False	51,901
120	148.60	90.66	57.94	60.3%	4.42	4.6%	9%	False	False	46,839

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	0.93
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	153.41
2.618	135.20
1.618	124.04
1.000	117.14
0.618	112.88
HIGH	105.98
0.618	101.72
0.500	100.40
0.382	99.08
LOW	94.82
0.618	87.92
1.000	83.66
1.618	76.76
2.618	65.60
4.250	47.39

Fisher Pivots for day following 29-Sep-2008
Pivot	1 day	3 day
R1	100.40	101.26
PP	98.96	99.54
S1	97.53	97.81

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

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