NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 09-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	09-Sep-2008	Change	Change %	Previous Week
Open	110.20	108.50	-1.70	-1.5%	114.10
High	112.04	108.50	-3.54	-3.2%	114.10
Low	107.94	104.93	-3.01	-2.8%	108.75
Close	109.07	105.88	-3.19	-2.9%	109.24
Range	4.10	3.57	-0.53	-12.9%	5.35
ATR	3.17	3.24	0.07	2.2%	0.00
Volume	3,177	5,384	2,207	69.5%	19,851

Daily Pivots for day following 09-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	117.15	115.08	107.84
R3	113.58	111.51	106.86
R2	110.01	110.01	106.53
R1	107.94	107.94	106.21	107.19
PP	106.44	106.44	106.44	106.06
S1	104.37	104.37	105.55	103.62
S2	102.87	102.87	105.23
S3	99.30	100.80	104.90
S4	95.73	97.23	103.92

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	113.10	104.93	8.17	7.7%	2.74	2.6%	12%	False	True	5,161
10	121.37	104.93	16.44	15.5%	2.74	2.6%	6%	False	True	3,778
20	123.85	104.93	18.92	17.9%	2.39	2.3%	5%	False	True	3,449
40	146.84	104.93	41.91	39.6%	2.68	2.5%	2%	False	True	3,610

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	123.67
2.618	117.85
1.618	114.28
1.000	112.07
0.618	110.71
HIGH	108.50
0.618	107.14
0.500	106.72
0.382	106.29
LOW	104.93
0.618	102.72
1.000	101.36
1.618	99.15
2.618	95.58
4.250	89.76

Fisher Pivots for day following 09-Sep-2008
Pivot	1 day	3 day
R1	106.72	108.49
PP	106.44	107.62
S1	106.16	106.75

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

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