NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 18-Sep-2008

Day Change Summary
	Previous	Current
	17-Sep-2008	18-Sep-2008	Change	Change %	Previous Week
Open	95.96	97.73	1.77	1.8%	110.20
High	98.03	101.31	3.28	3.3%	112.04
Low	92.86	97.45	4.59	4.9%	102.75
Close	97.82	98.82	1.00	1.0%	103.63
Range	5.17	3.86	-1.31	-25.3%	9.29
ATR	3.58	3.60	0.02	0.6%	0.00
Volume	14,663	10,664	-3,999	-27.3%	28,694

Daily Pivots for day following 18-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	110.77	108.66	100.94
R3	106.91	104.80	99.88
R2	103.05	103.05	99.53
R1	100.94	100.94	99.17	102.00
PP	99.19	99.19	99.19	99.72
S1	97.08	97.08	98.47	98.14
S2	95.33	95.33	98.11
S3	91.47	93.22	97.76
S4	87.61	89.36	96.70

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	103.30	92.50	10.80	10.9%	3.80	3.8%	59%	False	False	8,544
10	112.04	92.50	19.54	19.8%	3.29	3.3%	32%	False	False	6,815
20	123.85	92.50	31.35	31.7%	3.01	3.0%	20%	False	False	4,955
40	129.18	92.50	36.68	37.1%	2.60	2.6%	17%	False	False	4,319

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	0.62
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.72
2.618	111.42
1.618	107.56
1.000	105.17
0.618	103.70
HIGH	101.31
0.618	99.84
0.500	99.38
0.382	98.92
LOW	97.45
0.618	95.06
1.000	93.59
1.618	91.20
2.618	87.34
4.250	81.05

Fisher Pivots for day following 18-Sep-2008
Pivot	1 day	3 day
R1	99.38	98.18
PP	99.19	97.54
S1	99.01	96.91

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

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