NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 03-Oct-2008

Day Change Summary
	Previous	Current
	02-Oct-2008	03-Oct-2008	Change	Change %	Previous Week
Open	97.85	94.10	-3.75	-3.8%	102.35
High	98.25	95.75	-2.50	-2.5%	102.84
Low	94.15	92.14	-2.01	-2.1%	92.14
Close	94.61	93.82	-0.79	-0.8%	93.82
Range	4.10	3.61	-0.49	-12.0%	10.70
ATR	4.48	4.42	-0.06	-1.4%	0.00
Volume	7,154	10,482	3,328	46.5%	41,311

Daily Pivots for day following 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	104.73	102.89	95.81
R3	101.12	99.28	94.81
R2	97.51	97.51	94.48
R1	95.67	95.67	94.15	94.79
PP	93.90	93.90	93.90	93.46
S1	92.06	92.06	93.49	91.18
S2	90.29	90.29	93.16
S3	86.68	88.45	92.83
S4	83.07	84.84	91.83

Weekly Pivots for week ending 03-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	128.37	121.79	99.71
R3	117.67	111.09	96.76
R2	106.97	106.97	95.78
R1	100.39	100.39	94.80	98.33
PP	96.27	96.27	96.27	95.24
S1	89.69	89.69	92.84	87.63
S2	85.57	85.57	91.86
S3	74.87	78.99	90.88
S4	64.17	68.29	87.94

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.84	92.14	10.70	11.4%	4.05	4.3%	16%	False	True	8,262
10	109.98	92.14	17.84	19.0%	4.21	4.5%	9%	False	True	8,313
20	112.04	92.14	19.90	21.2%	3.83	4.1%	8%	False	True	7,578
40	123.85	92.14	31.71	33.8%	3.00	3.2%	5%	False	True	5,430
60	147.91	92.14	55.77	59.4%	2.97	3.2%	3%	False	True	4,898

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	0.49
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.09
2.618	105.20
1.618	101.59
1.000	99.36
0.618	97.98
HIGH	95.75
0.618	94.37
0.500	93.95
0.382	93.52
LOW	92.14
0.618	89.91
1.000	88.53
1.618	86.30
2.618	82.69
4.250	76.80

Fisher Pivots for day following 03-Oct-2008
Pivot	1 day	3 day
R1	93.95	96.45
PP	93.90	95.57
S1	93.86	94.70

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

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