NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 25-Sep-2008

Day Change Summary
	Previous	Current
	24-Sep-2008	25-Sep-2008	Change	Change %	Previous Week
Open	105.18	105.45	0.27	0.3%	100.00
High	105.50	108.05	2.55	2.4%	103.50
Low	105.18	105.45	0.27	0.3%	92.67
Close	105.52	107.99	2.47	2.3%	103.52
Range	0.32	2.60	2.28	712.5%	10.83
ATR	2.86	2.84	-0.02	-0.7%	0.00
Volume	1,537	884	-653	-42.5%	4,908

Daily Pivots for day following 25-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.96	114.08	109.42
R3	112.36	111.48	108.71
R2	109.76	109.76	108.47
R1	108.88	108.88	108.23	109.32
PP	107.16	107.16	107.16	107.39
S1	106.28	106.28	107.75	106.72
S2	104.56	104.56	107.51
S3	101.96	103.68	107.28
S4	99.36	101.08	106.56

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	101.33	8.92	8.3%	1.29	1.2%	75%	False	False	924
10	110.25	92.67	17.58	16.3%	1.61	1.5%	87%	False	False	879
20	118.21	92.67	25.54	23.7%	1.14	1.1%	60%	False	False	686

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119.10
2.618	114.86
1.618	112.26
1.000	110.65
0.618	109.66
HIGH	108.05
0.618	107.06
0.500	106.75
0.382	106.44
LOW	105.45
0.618	103.84
1.000	102.85
1.618	101.24
2.618	98.64
4.250	94.40

Fisher Pivots for day following 25-Sep-2008
Pivot	1 day	3 day
R1	107.58	107.53
PP	107.16	107.07
S1	106.75	106.62

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

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