NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 04-Sep-2008

Day Change Summary
	Previous	Current
	03-Sep-2008	04-Sep-2008	Change	Change %	Previous Week
Open	111.40	113.10	1.70	1.5%	117.80
High	112.82	113.10	0.28	0.2%	121.37
Low	111.40	110.36	-1.04	-0.9%	116.99
Close	112.74	111.14	-1.60	-1.4%	117.43
Range	1.42	2.74	1.32	93.0%	4.38
ATR	3.19	3.15	-0.03	-1.0%	0.00
Volume	7,006	4,414	-2,592	-37.0%	11,002

Daily Pivots for day following 04-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	119.75	118.19	112.65
R3	117.01	115.45	111.89
R2	114.27	114.27	111.64
R1	112.71	112.71	111.39	112.12
PP	111.53	111.53	111.53	111.24
S1	109.97	109.97	110.89	109.38
S2	108.79	108.79	110.64
S3	106.05	107.23	110.39
S4	103.31	104.49	109.63

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	10.1%	3.06	2.8%	9%	False	False	3,988
10	123.85	110.12	13.73	12.4%	2.73	2.5%	7%	False	False	3,096
20	123.85	110.12	13.73	12.4%	2.12	1.9%	7%	False	False	3,146
40	147.91	110.12	37.79	34.0%	2.62	2.4%	3%	False	False	3,483

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124.75
2.618	120.27
1.618	117.53
1.000	115.84
0.618	114.79
HIGH	113.10
0.618	112.05
0.500	111.73
0.382	111.41
LOW	110.36
0.618	108.67
1.000	107.62
1.618	105.93
2.618	103.19
4.250	98.72

Fisher Pivots for day following 04-Sep-2008
Pivot	1 day	3 day
R1	111.73	112.11
PP	111.53	111.79
S1	111.34	111.46

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

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