NYMEX Light Sweet Crude Oil Future January 2009

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	108.54	105.75	-2.79	-2.6%	101.25
High	108.84	108.10	-0.74	-0.7%	103.04
Low	103.14	104.04	0.90	0.9%	91.11
Close	105.10	104.91	-0.19	-0.2%	102.57
Range	5.70	4.06	-1.64	-28.8%	11.93
ATR	4.87	4.82	-0.06	-1.2%	0.00
Volume	48,390	53,953	5,563	11.5%	135,604

Daily Pivots for day following 24-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	117.86	115.45	107.14
R3	113.80	111.39	106.03
R2	109.74	109.74	105.65
R1	107.33	107.33	105.28	106.51
PP	105.68	105.68	105.68	105.27
S1	103.27	103.27	104.54	102.45
S2	101.62	101.62	104.17
S3	97.56	99.21	103.79
S4	93.50	95.15	102.68

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	134.70	130.56	109.13
R3	122.77	118.63	105.85
R2	110.84	110.84	104.76
R1	106.70	106.70	103.66	108.77
PP	98.91	98.91	98.91	99.94
S1	94.77	94.77	101.48	96.84
S2	86.98	86.98	100.38
S3	75.05	82.84	99.29
S4	63.12	70.91	96.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.36	95.51	13.85	13.2%	5.57	5.3%	68%	False	False	35,647
10	109.36	91.11	18.25	17.4%	4.97	4.7%	76%	False	False	29,870
20	121.09	91.11	29.98	28.6%	4.65	4.4%	46%	False	False	21,456
40	129.52	91.11	38.41	36.6%	4.40	4.2%	36%	False	False	14,610
60	148.35	91.11	57.24	54.6%	4.19	4.0%	24%	False	False	11,450
80	148.35	91.11	57.24	54.6%	3.87	3.7%	24%	False	False	9,194
100	148.35	91.11	57.24	54.6%	3.52	3.4%	24%	False	False	7,801
120	148.35	91.11	57.24	54.6%	3.11	3.0%	24%	False	False	6,588

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	0.84
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	125.36
2.618	118.73
1.618	114.67
1.000	112.16
0.618	110.61
HIGH	108.10
0.618	106.55
0.500	106.07
0.382	105.59
LOW	104.04
0.618	101.53
1.000	99.98
1.618	97.47
2.618	93.41
4.250	86.79

Fisher Pivots for day following 24-Sep-2008
Pivot	1 day	3 day
R1	106.07	106.01
PP	105.68	105.64
S1	105.30	105.28

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

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