NYMEX Light Sweet Crude Oil Future May 2009

Trading Metrics calculated at close of trading on 23-Oct-2008

Day Change Summary
	Previous	Current
	22-Oct-2008	23-Oct-2008	Change	Change %	Previous Week
Open	74.24	68.47	-5.77	-7.8%	82.29
High	74.24	71.21	-3.03	-4.1%	86.05
Low	69.00	68.47	-0.53	-0.8%	72.50
Close	69.11	70.16	1.05	1.5%	74.34
Range	5.24	2.74	-2.50	-47.7%	13.55
ATR	3.57	3.51	-0.06	-1.7%	0.00
Volume	2,142	4,401	2,259	105.5%	21,353

Daily Pivots for day following 23-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	78.17	76.90	71.67
R3	75.43	74.16	70.91
R2	72.69	72.69	70.66
R1	71.42	71.42	70.41	72.06
PP	69.95	69.95	69.95	70.26
S1	68.68	68.68	69.91	69.32
S2	67.21	67.21	69.66
S3	64.47	65.94	69.41
S4	61.73	63.20	68.65

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.28	109.86	81.79
R3	104.73	96.31	78.07
R2	91.18	91.18	76.82
R1	82.76	82.76	75.58	80.20
PP	77.63	77.63	77.63	76.35
S1	69.21	69.21	73.10	66.65
S2	64.08	64.08	71.86
S3	50.53	55.66	70.61
S4	36.98	42.11	66.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.16	68.47	7.69	11.0%	2.75	3.9%	22%	False	True	4,115
10	86.05	68.47	17.58	25.1%	3.04	4.3%	10%	False	True	3,657
20	106.85	68.47	38.38	54.7%	2.35	3.3%	4%	False	True	2,936
40	119.50	68.47	51.03	72.7%	1.61	2.3%	3%	False	True	2,444
60	126.47	68.47	58.00	82.7%	1.14	1.6%	3%	False	True	1,895
80	146.69	68.47	78.22	111.5%	0.92	1.3%	2%	False	True	1,558

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	True
Bull Hook	False
Stretch	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.86
2.618	78.38
1.618	75.64
1.000	73.95
0.618	72.90
HIGH	71.21
0.618	70.16
0.500	69.84
0.382	69.52
LOW	68.47
0.618	66.78
1.000	65.73
1.618	64.04
2.618	61.30
4.250	56.83

Fisher Pivots for day following 23-Oct-2008
Pivot	1 day	3 day
R1	70.05	71.36
PP	69.95	70.96
S1	69.84	70.56

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

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