NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 11-Sep-2008

Day Change Summary
	Previous	Current
	10-Sep-2008	11-Sep-2008	Change	Change %	Previous Week
Open	106.39	104.30	-2.09	-2.0%	114.10
High	106.90	104.30	-2.60	-2.4%	114.10
Low	104.05	102.80	-1.25	-1.2%	108.75
Close	104.91	103.20	-1.71	-1.6%	109.24
Range	2.85	1.50	-1.35	-47.4%	5.35
ATR	3.21	3.13	-0.08	-2.5%	0.00
Volume	5,043	6,005	962	19.1%	19,851

Daily Pivots for day following 11-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	107.93	107.07	104.03
R3	106.43	105.57	103.61
R2	104.93	104.93	103.48
R1	104.07	104.07	103.34	103.75
PP	103.43	103.43	103.43	103.28
S1	102.57	102.57	103.06	102.25
S2	101.93	101.93	102.93
S3	100.43	101.07	102.79
S4	98.93	99.57	102.38

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	112.04	102.80	9.24	9.0%	2.77	2.7%	4%	False	True	5,087
10	121.37	102.80	18.57	18.0%	2.92	2.8%	2%	False	True	4,537
20	123.85	102.80	21.05	20.4%	2.44	2.4%	2%	False	True	3,752
40	137.93	102.80	35.13	34.0%	2.49	2.4%	1%	False	True	3,716

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.40
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	110.68
2.618	108.23
1.618	106.73
1.000	105.80
0.618	105.23
HIGH	104.30
0.618	103.73
0.500	103.55
0.382	103.37
LOW	102.80
0.618	101.87
1.000	101.30
1.618	100.37
2.618	98.87
4.250	96.43

Fisher Pivots for day following 11-Sep-2008
Pivot	1 day	3 day
R1	103.55	105.65
PP	103.43	104.83
S1	103.32	104.02

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

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