NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 10-Sep-2008

Day Change Summary
	Previous	Current
	09-Sep-2008	10-Sep-2008	Change	Change %	Previous Week
Open	106.80	105.81	-0.99	-0.9%	110.18
High	106.80	106.70	-0.10	-0.1%	112.52
Low	106.80	105.81	-0.99	-0.9%	108.72
Close	105.62	104.64	-0.98	-0.9%	109.05
Range	0.00	0.89	0.89		3.80
ATR	2.09	2.02	-0.07	-3.4%	0.00
Volume	1,441	1,493	52	3.6%	9,750

Daily Pivots for day following 10-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	108.39	107.40	105.13
R3	107.50	106.51	104.88
R2	106.61	106.61	104.80
R1	105.62	105.62	104.72	105.67
PP	105.72	105.72	105.72	105.74
S1	104.73	104.73	104.56	104.78
S2	104.83	104.83	104.48
S3	103.94	103.84	104.40
S4	103.05	102.95	104.15

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.50	119.07	111.14
R3	117.70	115.27	110.10
R2	113.90	113.90	109.75
R1	111.47	111.47	109.40	110.79
PP	110.10	110.10	110.10	109.75
S1	107.67	107.67	108.70	106.99
S2	106.30	106.30	108.35
S3	102.50	103.87	108.01
S4	98.70	100.07	106.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111.02	105.81	5.21	5.0%	0.23	0.2%	-22%	False	True	1,572
10	119.79	105.81	13.98	13.4%	0.34	0.3%	-8%	False	True	1,672
20	123.71	105.81	17.90	17.1%	0.27	0.3%	-7%	False	True	1,281
40	137.24	105.81	31.43	30.0%	0.31	0.3%	-4%	False	True	1,010

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	110.48
2.618	109.03
1.618	108.14
1.000	107.59
0.618	107.25
HIGH	106.70
0.618	106.36
0.500	106.26
0.382	106.15
LOW	105.81
0.618	105.26
1.000	104.92
1.618	104.37
2.618	103.48
4.250	102.03

Fisher Pivots for day following 10-Sep-2008
Pivot	1 day	3 day
R1	106.26	108.25
PP	105.72	107.05
S1	105.18	105.84

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

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