NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 21-Aug-2008

Day Change Summary
	Previous	Current
	20-Aug-2008	21-Aug-2008	Change	Change %	Previous Week
Open	117.77	120.10	2.33	2.0%	116.88
High	117.80	123.85	6.05	5.1%	116.95
Low	115.44	119.79	4.35	3.8%	113.39
Close	117.52	123.75	6.23	5.3%	115.55
Range	2.36	4.06	1.70	72.0%	3.56
ATR	2.65	2.91	0.26	9.9%	0.00
Volume	2,976	2,267	-709	-23.8%	19,763

Daily Pivots for day following 21-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	134.64	133.26	125.98
R3	130.58	129.20	124.87
R2	126.52	126.52	124.49
R1	125.14	125.14	124.12	125.83
PP	122.46	122.46	122.46	122.81
S1	121.08	121.08	123.38	121.77
S2	118.40	118.40	123.01
S3	114.34	117.02	122.63
S4	110.28	112.96	121.52

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	125.98	124.32	117.51
R3	122.42	120.76	116.53
R2	118.86	118.86	116.20
R1	117.20	117.20	115.88	116.25
PP	115.30	115.30	115.30	114.82
S1	113.64	113.64	115.22	112.69
S2	111.74	111.74	114.90
S3	108.18	110.08	114.57
S4	104.62	106.52	113.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.85	113.39	10.46	8.5%	2.18	1.8%	99%	True	False	2,930
10	123.85	113.39	10.46	8.5%	1.86	1.5%	99%	True	False	3,114
20	129.18	113.39	15.79	12.8%	2.35	1.9%	66%	False	False	3,535

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.18
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	141.11
2.618	134.48
1.618	130.42
1.000	127.91
0.618	126.36
HIGH	123.85
0.618	122.30
0.500	121.82
0.382	121.34
LOW	119.79
0.618	117.28
1.000	115.73
1.618	113.22
2.618	109.16
4.250	102.54

Fisher Pivots for day following 21-Aug-2008
Pivot	1 day	3 day
R1	123.11	122.06
PP	122.46	120.37
S1	121.82	118.68

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

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