NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 11-Sep-2008

Day Change Summary
	Previous	Current
	10-Sep-2008	11-Sep-2008	Change	Change %	Previous Week
Open	106.76	104.33	-2.43	-2.3%	114.02
High	106.76	104.33	-2.43	-2.3%	114.02
Low	106.76	103.53	-3.23	-3.0%	109.50
Close	105.35	103.71	-1.64	-1.6%	109.53
Range	0.00	0.80	0.80		4.52
ATR	1.77	1.78	0.00	0.2%	0.00
Volume	253	502	249	98.4%	1,818

Daily Pivots for day following 11-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	106.26	105.78	104.15
R3	105.46	104.98	103.93
R2	104.66	104.66	103.86
R1	104.18	104.18	103.78	104.02
PP	103.86	103.86	103.86	103.78
S1	103.38	103.38	103.64	103.22
S2	103.06	103.06	103.56
S3	102.26	102.58	103.49
S4	101.46	101.78	103.27

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	124.58	121.57	112.02
R3	120.06	117.05	110.77
R2	115.54	115.54	110.36
R1	112.53	112.53	109.94	111.78
PP	111.02	111.02	111.02	110.64
S1	108.01	108.01	109.12	107.26
S2	106.50	106.50	108.70
S3	101.98	103.49	108.29
S4	97.46	98.97	107.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.58	103.53	6.05	5.8%	0.19	0.2%	3%	False	True	482
10	118.25	103.53	14.72	14.2%	0.09	0.1%	1%	False	True	361
20	123.71	103.53	20.18	19.5%	0.05	0.0%	1%	False	True	358

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.00
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	107.73
2.618	106.42
1.618	105.62
1.000	105.13
0.618	104.82
HIGH	104.33
0.618	104.02
0.500	103.93
0.382	103.84
LOW	103.53
0.618	103.04
1.000	102.73
1.618	102.24
2.618	101.44
4.250	100.13

Fisher Pivots for day following 11-Sep-2008
Pivot	1 day	3 day
R1	103.93	105.15
PP	103.86	104.67
S1	103.78	104.19

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

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