NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 16-Sep-2008

Day Change Summary
	Previous	Current
	15-Sep-2008	16-Sep-2008	Change	Change %	Previous Week
Open	102.50	93.37	-9.13	-8.9%	110.20
High	102.50	95.40	-7.10	-6.9%	112.04
Low	95.99	92.50	-3.49	-3.6%	102.75
Close	98.09	92.73	-5.36	-5.5%	103.63
Range	6.51	2.90	-3.61	-55.5%	9.29
ATR	3.28	3.45	0.16	5.0%	0.00
Volume	4,576	3,735	-841	-18.4%	28,694

Daily Pivots for day following 16-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	102.24	100.39	94.33
R3	99.34	97.49	93.53
R2	96.44	96.44	93.26
R1	94.59	94.59	93.00	94.07
PP	93.54	93.54	93.54	93.28
S1	91.69	91.69	92.46	91.17
S2	90.64	90.64	92.20
S3	87.74	88.79	91.93
S4	84.84	85.89	91.14

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	106.90	92.50	14.40	15.5%	2.86	3.1%	2%	False	True	5,688
10	113.10	92.50	20.60	22.2%	2.80	3.0%	1%	False	True	5,425
20	123.85	92.50	31.35	33.8%	2.72	2.9%	1%	False	True	3,966
40	132.50	92.50	40.00	43.1%	2.54	2.7%	1%	False	True	3,828

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	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	107.73
2.618	102.99
1.618	100.09
1.000	98.30
0.618	97.19
HIGH	95.40
0.618	94.29
0.500	93.95
0.382	93.61
LOW	92.50
0.618	90.71
1.000	89.60
1.618	87.81
2.618	84.91
4.250	80.18

Fisher Pivots for day following 16-Sep-2008
Pivot	1 day	3 day
R1	93.95	97.90
PP	93.54	96.18
S1	93.14	94.45

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

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