NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 17-Oct-2008

Day Change Summary
	Previous	Current
	16-Oct-2008	17-Oct-2008	Change	Change %	Previous Week
Open	76.52	75.80	-0.72	-0.9%	84.44
High	78.04	75.80	-2.24	-2.9%	85.30
Low	73.15	75.50	2.35	3.2%	73.15
Close	73.55	75.30	1.75	2.4%	75.30
Range	4.89	0.30	-4.59	-93.9%	12.15
ATR	3.58	3.48	-0.09	-2.7%	0.00
Volume	3,729	4,964	1,235	33.1%	16,267

Daily Pivots for day following 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	76.43	76.17	75.47
R3	76.13	75.87	75.38
R2	75.83	75.83	75.36
R1	75.57	75.57	75.33	75.55
PP	75.53	75.53	75.53	75.53
S1	75.27	75.27	75.27	75.25
S2	75.23	75.23	75.25
S3	74.93	74.97	75.22
S4	74.63	74.67	75.14

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	114.37	106.98	81.98
R3	102.22	94.83	78.64
R2	90.07	90.07	77.53
R1	82.68	82.68	76.41	80.30
PP	77.92	77.92	77.92	76.73
S1	70.53	70.53	74.19	68.15
S2	65.77	65.77	73.07
S3	53.62	58.38	71.96
S4	41.47	46.23	68.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.30	73.15	12.15	16.1%	1.64	2.2%	18%	False	False	3,253
10	91.84	73.15	18.69	24.8%	2.28	3.0%	12%	False	False	2,399
20	110.25	73.15	37.10	49.3%	1.38	1.8%	6%	False	False	2,051
40	120.29	73.15	47.14	62.6%	1.23	1.6%	5%	False	False	1,330

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	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.08
2.618	76.59
1.618	76.29
1.000	76.10
0.618	75.99
HIGH	75.80
0.618	75.69
0.500	75.65
0.382	75.61
LOW	75.50
0.618	75.31
1.000	75.20
1.618	75.01
2.618	74.71
4.250	74.23

Fisher Pivots for day following 17-Oct-2008
Pivot	1 day	3 day
R1	75.65	75.73
PP	75.53	75.59
S1	75.42	75.44

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

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