NYMEX Light Sweet Crude Oil Future January 2009

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

Day Change Summary
	Previous	Current
	23-Oct-2008	24-Oct-2008	Change	Change %	Previous Week
Open	67.69	69.63	1.94	2.9%	72.71
High	69.82	69.86	0.04	0.1%	76.45
Low	66.26	63.12	-3.14	-4.7%	63.12
Close	68.24	64.58	-3.66	-5.4%	64.58
Range	3.56	6.74	3.18	89.3%	13.33
ATR	5.38	5.48	0.10	1.8%	0.00
Volume	73,374	65,345	-8,029	-10.9%	246,111

Daily Pivots for day following 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	86.07	82.07	68.29
R3	79.33	75.33	66.43
R2	72.59	72.59	65.82
R1	68.59	68.59	65.20	67.22
PP	65.85	65.85	65.85	65.17
S1	61.85	61.85	63.96	60.48
S2	59.11	59.11	63.34
S3	52.37	55.11	62.73
S4	45.63	48.37	60.87

Weekly Pivots for week ending 24-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	108.04	99.64	71.91
R3	94.71	86.31	68.25
R2	81.38	81.38	67.02
R1	72.98	72.98	65.80	70.52
PP	68.05	68.05	68.05	66.82
S1	59.65	59.65	63.36	57.19
S2	54.72	54.72	62.14
S3	41.39	46.32	60.91
S4	28.06	32.99	57.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.45	63.12	13.33	20.6%	5.09	7.9%	11%	False	True	49,222
10	85.58	63.12	22.46	34.8%	5.09	7.9%	7%	False	True	46,008
20	105.82	63.12	42.70	66.1%	5.72	8.9%	3%	False	True	41,232
40	120.82	63.12	57.70	89.3%	5.18	8.0%	3%	False	True	32,258
60	129.52	63.12	66.40	102.8%	4.80	7.4%	2%	False	True	24,268
80	148.35	63.12	85.23	132.0%	4.61	7.1%	2%	False	True	19,499
100	148.35	63.12	85.23	132.0%	4.26	6.6%	2%	False	True	16,162
120	148.35	63.12	85.23	132.0%	3.92	6.1%	2%	False	True	13,849

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	98.51
2.618	87.51
1.618	80.77
1.000	76.60
0.618	74.03
HIGH	69.86
0.618	67.29
0.500	66.49
0.382	65.69
LOW	63.12
0.618	58.95
1.000	56.38
1.618	52.21
2.618	45.47
4.250	34.48

Fisher Pivots for day following 24-Oct-2008
Pivot	1 day	3 day
R1	66.49	67.64
PP	65.85	66.62
S1	65.22	65.60

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

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