NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	119.37	114.10	-5.27	-4.4%	117.80
High	120.15	114.10	-6.05	-5.0%	121.37
Low	116.99	110.12	-6.87	-5.9%	116.99
Close	117.43	113.62	-3.81	-3.2%	117.43
Range	3.16	3.98	0.82	25.9%	4.38
ATR	2.95	3.26	0.31	10.6%	0.00
Volume	2,981	2,604	-377	-12.6%	11,002

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	124.55	123.07	115.81
R3	120.57	119.09	114.71
R2	116.59	116.59	114.35
R1	115.11	115.11	113.98	113.86
PP	112.61	112.61	112.61	111.99
S1	111.13	111.13	113.26	109.88
S2	108.63	108.63	112.89
S3	104.65	107.15	112.53
S4	100.67	103.17	111.43

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	131.74	128.96	119.84
R3	127.36	124.58	118.63
R2	122.98	122.98	118.23
R1	120.20	120.20	117.83	119.40
PP	118.60	118.60	118.60	118.20
S1	115.82	115.82	117.03	115.02
S2	114.22	114.22	116.63
S3	109.84	111.44	116.23
S4	105.46	107.06	115.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121.37	110.12	11.25	9.9%	2.75	2.4%	31%	False	True	2,395
10	123.85	110.12	13.73	12.1%	2.64	2.3%	25%	False	True	2,508
20	123.85	110.12	13.73	12.1%	2.11	1.9%	25%	False	True	2,949
40	147.91	110.12	37.79	33.3%	2.70	2.4%	9%	False	True	3,313

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131.02
2.618	124.52
1.618	120.54
1.000	118.08
0.618	116.56
HIGH	114.10
0.618	112.58
0.500	112.11
0.382	111.64
LOW	110.12
0.618	107.66
1.000	106.14
1.618	103.68
2.618	99.70
4.250	93.21

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	113.12	115.75
PP	112.61	115.04
S1	112.11	114.33

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

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