NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	114.10	111.40	-2.70	-2.4%	117.80
High	114.10	112.82	-1.28	-1.1%	121.37
Low	110.12	111.40	1.28	1.2%	116.99
Close	113.62	112.74	-0.88	-0.8%	117.43
Range	3.98	1.42	-2.56	-64.3%	4.38
ATR	3.26	3.19	-0.07	-2.3%	0.00
Volume	2,604	7,006	4,402	169.0%	11,002

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.58	116.08	113.52
R3	115.16	114.66	113.13
R2	113.74	113.74	113.00
R1	113.24	113.24	112.87	113.49
PP	112.32	112.32	112.32	112.45
S1	111.82	111.82	112.61	112.07
S2	110.90	110.90	112.48
S3	109.48	110.40	112.35
S4	108.06	108.98	111.96

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	10.0%	2.68	2.4%	23%	False	False	3,405
10	123.85	110.12	13.73	12.2%	2.69	2.4%	19%	False	False	2,952
20	123.85	110.12	13.73	12.2%	2.03	1.8%	19%	False	False	3,138
40	147.91	110.12	37.79	33.5%	2.59	2.3%	7%	False	False	3,421

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118.86
2.618	116.54
1.618	115.12
1.000	114.24
0.618	113.70
HIGH	112.82
0.618	112.28
0.500	112.11
0.382	111.94
LOW	111.40
0.618	110.52
1.000	109.98
1.618	109.10
2.618	107.68
4.250	105.37

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	112.53	115.14
PP	112.32	114.34
S1	112.11	113.54

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

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