NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 08-Sep-2008

Day Change Summary
	Previous	Current
	05-Sep-2008	08-Sep-2008	Change	Change %	Previous Week
Open	110.00	110.20	0.20	0.2%	114.10
High	110.60	112.04	1.44	1.3%	114.10
Low	108.75	107.94	-0.81	-0.7%	108.75
Close	109.24	109.07	-0.17	-0.2%	109.24
Range	1.85	4.10	2.25	121.6%	5.35
ATR	3.10	3.17	0.07	2.3%	0.00
Volume	5,827	3,177	-2,650	-45.5%	19,851

Daily Pivots for day following 08-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	121.98	119.63	111.33
R3	117.88	115.53	110.20
R2	113.78	113.78	109.82
R1	111.43	111.43	109.45	110.56
PP	109.68	109.68	109.68	109.25
S1	107.33	107.33	108.69	106.46
S2	105.58	105.58	108.32
S3	101.48	103.23	107.94
S4	97.38	99.13	106.82

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	126.75	123.34	112.18
R3	121.40	117.99	110.71
R2	116.05	116.05	110.22
R1	112.64	112.64	109.73	111.67
PP	110.70	110.70	110.70	110.21
S1	107.29	107.29	108.75	106.32
S2	105.35	105.35	108.26
S3	100.00	101.94	107.77
S4	94.65	96.59	106.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114.10	107.94	6.16	5.6%	2.82	2.6%	18%	False	True	4,605
10	121.37	107.94	13.43	12.3%	2.49	2.3%	8%	False	True	3,403
20	123.85	107.94	15.91	14.6%	2.35	2.2%	7%	False	True	3,338
40	146.84	107.94	38.90	35.7%	2.60	2.4%	3%	False	True	3,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	129.47
2.618	122.77
1.618	118.67
1.000	116.14
0.618	114.57
HIGH	112.04
0.618	110.47
0.500	109.99
0.382	109.51
LOW	107.94
0.618	105.41
1.000	103.84
1.618	101.31
2.618	97.21
4.250	90.52

Fisher Pivots for day following 08-Sep-2008
Pivot	1 day	3 day
R1	109.99	110.52
PP	109.68	110.04
S1	109.38	109.55

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

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