NYMEX Light Sweet Crude Oil Future July 2009

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

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	111.75	112.86	1.11	1.0%	118.03
High	113.84	113.00	-0.84	-0.7%	119.87
Low	111.75	112.86	1.11	1.0%	117.00
Close	113.84	112.96	-0.88	-0.8%	117.48
Range	2.09	0.14	-1.95	-93.3%	2.87
ATR	2.32	2.22	-0.10	-4.1%	0.00
Volume	268	492	224	83.6%	2,788

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.36	113.30	113.04
R3	113.22	113.16	113.00
R2	113.08	113.08	112.99
R1	113.02	113.02	112.97	113.05
PP	112.94	112.94	112.94	112.96
S1	112.88	112.88	112.95	112.91
S2	112.80	112.80	112.93
S3	112.66	112.74	112.92
S4	112.52	112.60	112.88

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	126.73	124.97	119.06
R3	123.86	122.10	118.27
R2	120.99	120.99	118.01
R1	119.23	119.23	117.74	118.68
PP	118.12	118.12	118.12	117.84
S1	116.36	116.36	117.22	115.81
S2	115.25	115.25	116.95
S3	112.38	113.49	116.69
S4	109.51	110.62	115.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119.87	111.75	8.12	7.2%	0.69	0.6%	15%	False	False	462
10	123.73	111.75	11.98	10.6%	0.72	0.6%	10%	False	False	545
20	123.73	111.75	11.98	10.6%	0.38	0.3%	10%	False	False	463

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113.60
2.618	113.37
1.618	113.23
1.000	113.14
0.618	113.09
HIGH	113.00
0.618	112.95
0.500	112.93
0.382	112.91
LOW	112.86
0.618	112.77
1.000	112.72
1.618	112.63
2.618	112.49
4.250	112.27

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	112.95	114.98
PP	112.94	114.31
S1	112.93	113.63

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

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