NYMEX Light Sweet Crude Oil Future December 2008

Trading Metrics calculated at close of trading on 02-Oct-2008

Day Change Summary
	Previous	Current
	01-Oct-2008	02-Oct-2008	Change	Change %	Previous Week
Open	101.50	98.09	-3.41	-3.4%	102.56
High	102.37	99.50	-2.87	-2.8%	109.74
Low	95.27	92.87	-2.40	-2.5%	101.80
Close	97.92	93.29	-4.63	-4.7%	106.18
Range	7.10	6.63	-0.47	-6.6%	7.94
ATR	5.98	6.03	0.05	0.8%	0.00
Volume	112,399	142,302	29,903	26.6%	646,473

Daily Pivots for day following 02-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	115.11	110.83	96.94
R3	108.48	104.20	95.11
R2	101.85	101.85	94.51
R1	97.57	97.57	93.90	96.40
PP	95.22	95.22	95.22	94.63
S1	90.94	90.94	92.68	89.77
S2	88.59	88.59	92.07
S3	81.96	84.31	91.47
S4	75.33	77.68	89.64

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	107.30	92.87	14.43	15.5%	7.77	8.3%	3%	False	True	105,805
10	109.74	92.87	16.87	18.1%	6.80	7.3%	2%	False	True	118,710
20	110.98	90.66	20.32	21.8%	5.71	6.1%	13%	False	False	100,027
40	122.87	90.66	32.21	34.5%	5.19	5.6%	8%	False	False	74,387
60	148.60	90.66	57.94	62.1%	5.16	5.5%	5%	False	False	64,118
80	148.60	90.66	57.94	62.1%	4.90	5.3%	5%	False	False	56,815
100	148.60	90.66	57.94	62.1%	4.88	5.2%	5%	False	False	54,327
120	148.60	90.66	57.94	62.1%	4.58	4.9%	5%	False	False	49,438

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.06
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	127.68
2.618	116.86
1.618	110.23
1.000	106.13
0.618	103.60
HIGH	99.50
0.618	96.97
0.500	96.19
0.382	95.40
LOW	92.87
0.618	88.77
1.000	86.24
1.618	82.14
2.618	75.51
4.250	64.69

Fisher Pivots for day following 02-Oct-2008
Pivot	1 day	3 day
R1	96.19	98.16
PP	95.22	96.54
S1	94.26	94.91

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

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