NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 23-Sep-2008

Day Change Summary
	Previous	Current
	22-Sep-2008	23-Sep-2008	Change	Change %	Previous Week
Open	110.25	105.68	-4.57	-4.1%	100.00
High	110.25	105.68	-4.57	-4.1%	103.50
Low	108.91	105.68	-3.23	-3.0%	92.67
Close	109.56	105.68	-3.88	-3.5%	103.52
Range	1.34	0.00	-1.34	-100.0%	10.83
ATR	2.98	3.04	0.06	2.2%	0.00
Volume	756	535	-221	-29.2%	4,908

Daily Pivots for day following 23-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	105.68	105.68	105.68
R3	105.68	105.68	105.68
R2	105.68	105.68	105.68
R1	105.68	105.68	105.68	105.68
PP	105.68	105.68	105.68	105.68
S1	105.68	105.68	105.68	105.68
S2	105.68	105.68	105.68
S3	105.68	105.68	105.68
S4	105.68	105.68	105.68

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	16.6%	1.92	1.8%	74%	False	False	984
10	110.25	92.67	17.58	16.6%	1.62	1.5%	74%	False	False	737
20	119.87	92.67	27.20	25.7%	1.00	0.9%	48%	False	False	600

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	0.22
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	105.68
2.618	105.68
1.618	105.68
1.000	105.68
0.618	105.68
HIGH	105.68
0.618	105.68
0.500	105.68
0.382	105.68
LOW	105.68
0.618	105.68
1.000	105.68
1.618	105.68
2.618	105.68
4.250	105.68

Fisher Pivots for day following 23-Sep-2008
Pivot	1 day	3 day
R1	105.68	105.79
PP	105.68	105.75
S1	105.68	105.72

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

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