NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 27-Aug-2008

Day Change Summary
	Previous	Current
	26-Aug-2008	27-Aug-2008	Change	Change %	Previous Week
Open	119.77	119.50	-0.27	-0.2%	116.40
High	119.77	120.20	0.43	0.4%	123.85
Low	118.00	119.38	1.38	1.2%	113.50
Close	118.39	119.84	1.45	1.2%	117.23
Range	1.77	0.82	-0.95	-53.7%	10.35
ATR	2.93	2.85	-0.08	-2.7%	0.00
Volume	1,952	1,502	-450	-23.1%	12,973

Daily Pivots for day following 27-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	122.27	121.87	120.29
R3	121.45	121.05	120.07
R2	120.63	120.63	119.99
R1	120.23	120.23	119.92	120.43
PP	119.81	119.81	119.81	119.91
S1	119.41	119.41	119.76	119.61
S2	118.99	118.99	119.69
S3	118.17	118.59	119.61
S4	117.35	117.77	119.39

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	149.24	143.59	122.92
R3	138.89	133.24	120.08
R2	128.54	128.54	119.13
R1	122.89	122.89	118.18	125.72
PP	118.19	118.19	118.19	119.61
S1	112.54	112.54	116.28	115.37
S2	107.84	107.84	115.33
S3	97.49	102.19	114.38
S4	87.14	91.84	111.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	123.85	117.19	6.66	5.6%	2.39	2.0%	40%	False	False	2,203
10	123.85	113.39	10.46	8.7%	1.96	1.6%	62%	False	False	2,967
20	129.18	113.39	15.79	13.2%	2.12	1.8%	41%	False	False	3,003
40	147.91	113.39	34.52	28.8%	2.58	2.2%	19%	False	False	3,303

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.20
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	123.69
2.618	122.35
1.618	121.53
1.000	121.02
0.618	120.71
HIGH	120.20
0.618	119.89
0.500	119.79
0.382	119.69
LOW	119.38
0.618	118.87
1.000	118.56
1.618	118.05
2.618	117.23
4.250	115.90

Fisher Pivots for day following 27-Aug-2008
Pivot	1 day	3 day
R1	119.82	119.46
PP	119.81	119.08
S1	119.79	118.70

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

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