NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 22-Sep-2008

Day Change Summary
	Previous	Current
	19-Sep-2008	22-Sep-2008	Change	Change %	Previous Week
Open	102.79	110.25	7.46	7.3%	100.00
High	103.50	110.25	6.75	6.5%	103.50
Low	101.33	108.91	7.58	7.5%	92.67
Close	103.52	109.56	6.04	5.8%	103.52
Range	2.17	1.34	-0.83	-38.2%	10.83
ATR	2.69	2.98	0.29	10.7%	0.00
Volume	908	756	-152	-16.7%	4,908

Daily Pivots for day following 22-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	113.59	112.92	110.30
R3	112.25	111.58	109.93
R2	110.91	110.91	109.81
R1	110.24	110.24	109.68	109.91
PP	109.57	109.57	109.57	109.41
S1	108.90	108.90	109.44	108.57
S2	108.23	108.23	109.31
S3	106.89	107.56	109.19
S4	105.55	106.22	108.82

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	132.39	128.78	109.48
R3	121.56	117.95	106.50
R2	110.73	110.73	105.51
R1	107.12	107.12	104.51	108.93
PP	99.90	99.90	99.90	100.80
S1	96.29	96.29	102.53	98.10
S2	89.07	89.07	101.53
S3	78.24	85.46	100.54
S4	67.41	74.63	97.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110.25	92.67	17.58	16.0%	2.20	2.0%	96%	True	False	940
10	110.25	92.67	17.58	16.0%	1.63	1.5%	96%	True	False	715
20	119.87	92.67	27.20	24.8%	1.00	0.9%	62%	False	False	614

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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115.95
2.618	113.76
1.618	112.42
1.000	111.59
0.618	111.08
HIGH	110.25
0.618	109.74
0.500	109.58
0.382	109.42
LOW	108.91
0.618	108.08
1.000	107.57
1.618	106.74
2.618	105.40
4.250	103.22

Fisher Pivots for day following 22-Sep-2008
Pivot	1 day	3 day
R1	109.58	107.73
PP	109.57	105.90
S1	109.57	104.08

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

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