NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 15-Oct-2008

Day Change Summary
	Previous	Current
	14-Oct-2008	15-Oct-2008	Change	Change %	Previous Week
Open	85.00	78.95	-6.05	-7.1%	90.47
High	87.13	79.12	-8.01	-9.2%	91.57
Low	81.39	77.35	-4.04	-5.0%	80.20
Close	81.51	77.63	-3.88	-4.8%	80.65
Range	5.74	1.77	-3.97	-69.2%	11.37
ATR	4.74	4.70	-0.04	-0.9%	0.00
Volume	11,406	15,291	3,885	34.1%	41,413

Daily Pivots for day following 15-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	83.34	82.26	78.60
R3	81.57	80.49	78.12
R2	79.80	79.80	77.95
R1	78.72	78.72	77.79	78.38
PP	78.03	78.03	78.03	77.86
S1	76.95	76.95	77.47	76.61
S2	76.26	76.26	77.31
S3	74.49	75.18	77.14
S4	72.72	73.41	76.66

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	118.25	110.82	86.90
R3	106.88	99.45	83.78
R2	95.51	95.51	82.73
R1	88.08	88.08	81.69	86.11
PP	84.14	84.14	84.14	83.16
S1	76.71	76.71	79.61	74.74
S2	72.77	72.77	78.57
S3	61.40	65.34	77.52
S4	50.03	53.97	74.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.00	77.35	12.65	16.3%	3.70	4.8%	2%	False	True	12,060
10	98.25	77.35	20.90	26.9%	3.81	4.9%	1%	False	True	10,077
20	109.98	77.35	32.63	42.0%	3.99	5.1%	1%	False	True	9,152
40	123.85	77.35	46.50	59.9%	3.46	4.5%	1%	False	True	6,861
60	129.90	77.35	52.55	67.7%	3.06	3.9%	1%	False	True	5,813

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.80
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	86.64
2.618	83.75
1.618	81.98
1.000	80.89
0.618	80.21
HIGH	79.12
0.618	78.44
0.500	78.24
0.382	78.03
LOW	77.35
0.618	76.26
1.000	75.58
1.618	74.49
2.618	72.72
4.250	69.83

Fisher Pivots for day following 15-Oct-2008
Pivot	1 day	3 day
R1	78.24	82.24
PP	78.03	80.70
S1	77.83	79.17

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

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