NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 12-Sep-2008

Day Change Summary
	Previous	Current
	11-Sep-2008	12-Sep-2008	Change	Change %	Previous Week
Open	104.30	102.75	-1.55	-1.5%	110.20
High	104.30	103.30	-1.00	-1.0%	112.04
Low	102.80	102.75	-0.05	0.0%	102.75
Close	103.20	103.63	0.43	0.4%	103.63
Range	1.50	0.55	-0.95	-63.3%	9.29
ATR	3.13	2.95	-0.18	-5.9%	0.00
Volume	6,005	9,085	3,080	51.3%	28,694

Daily Pivots for day following 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	104.88	104.80	103.93
R3	104.33	104.25	103.78
R2	103.78	103.78	103.73
R1	103.70	103.70	103.68	103.74
PP	103.23	103.23	103.23	103.25
S1	103.15	103.15	103.58	103.19
S2	102.68	102.68	103.53
S3	102.13	102.60	103.48
S4	101.58	102.05	103.33

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	134.01	128.11	108.74
R3	124.72	118.82	106.18
R2	115.43	115.43	105.33
R1	109.53	109.53	104.48	107.84
PP	106.14	106.14	106.14	105.29
S1	100.24	100.24	102.78	98.55
S2	96.85	96.85	101.93
S3	87.56	90.95	101.08
S4	78.27	81.66	98.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112.04	102.75	9.29	9.0%	2.51	2.4%	9%	False	True	5,738
10	120.15	102.75	17.40	16.8%	2.57	2.5%	5%	False	True	5,152
20	123.85	102.75	21.10	20.4%	2.43	2.3%	4%	False	True	3,893
40	133.50	102.75	30.75	29.7%	2.38	2.3%	3%	False	True	3,825

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.37
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	105.64
2.618	104.74
1.618	104.19
1.000	103.85
0.618	103.64
HIGH	103.30
0.618	103.09
0.500	103.03
0.382	102.96
LOW	102.75
0.618	102.41
1.000	102.20
1.618	101.86
2.618	101.31
4.250	100.41

Fisher Pivots for day following 12-Sep-2008
Pivot	1 day	3 day
R1	103.43	104.83
PP	103.23	104.43
S1	103.03	104.03

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

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