NYMEX Light Sweet Crude Oil Future May 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	109.58	107.56	-2.02	-1.8%	98.50
High	109.58	107.56	-2.02	-1.8%	103.19
Low	105.41	105.00	-0.41	-0.4%	92.43
Close	105.40	105.25	-0.15	-0.1%	103.19
Range	4.17	2.56	-1.61	-38.6%	10.76
ATR	2.69	2.68	-0.01	-0.3%	0.00
Volume	3,487	2,255	-1,232	-35.3%	11,039

Daily Pivots for day following 24-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.62	111.99	106.66
R3	111.06	109.43	105.95
R2	108.50	108.50	105.72
R1	106.87	106.87	105.48	106.41
PP	105.94	105.94	105.94	105.70
S1	104.31	104.31	105.02	103.85
S2	103.38	103.38	104.78
S3	100.82	101.75	104.55
S4	98.26	99.19	103.84

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	131.88	128.30	109.11
R3	121.12	117.54	106.15
R2	110.36	110.36	105.16
R1	106.78	106.78	104.18	108.57
PP	99.60	99.60	99.60	100.50
S1	96.02	96.02	102.20	97.81
S2	88.84	88.84	101.22
S3	78.08	85.26	100.23
S4	67.32	74.50	97.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.58	97.52	12.06	11.5%	1.41	1.3%	64%	False	False	2,673
10	109.58	92.43	17.15	16.3%	1.39	1.3%	75%	False	False	2,122
20	119.79	92.43	27.36	26.0%	0.87	0.8%	47%	False	False	1,897
40	126.47	92.43	34.04	32.3%	0.54	0.5%	38%	False	False	1,352

Crabel Price Patterns
NR	True
NR4	False
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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118.44
2.618	114.26
1.618	111.70
1.000	110.12
0.618	109.14
HIGH	107.56
0.618	106.58
0.500	106.28
0.382	105.98
LOW	105.00
0.618	103.42
1.000	102.44
1.618	100.86
2.618	98.30
4.250	94.12

Fisher Pivots for day following 24-Sep-2008
Pivot	1 day	3 day
R1	106.28	107.29
PP	105.94	106.61
S1	105.59	105.93

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

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