NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	104.16	103.65	-0.51	-0.5%	109.18
High	104.16	103.65	-0.51	-0.5%	109.18
Low	104.16	98.35	-5.81	-5.6%	103.53
Close	104.16	98.64	-5.52	-5.3%	104.16
Range	0.00	5.30	5.30		5.65
ATR	1.68	1.98	0.29	17.5%	0.00
Volume	15	177	162	1,080.0%	1,489

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	116.11	112.68	101.56
R3	110.81	107.38	100.10
R2	105.51	105.51	99.61
R1	102.08	102.08	99.13	101.15
PP	100.21	100.21	100.21	99.75
S1	96.78	96.78	98.15	95.85
S2	94.91	94.91	97.67
S3	89.61	91.48	97.18
S4	84.31	86.18	95.73

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	122.57	119.02	107.27
R3	116.92	113.37	105.71
R2	111.27	111.27	105.20
R1	107.72	107.72	104.68	106.67
PP	105.62	105.62	105.62	105.10
S1	102.07	102.07	103.64	101.02
S2	99.97	99.97	103.12
S3	94.32	96.42	102.61
S4	88.67	90.77	101.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	106.76	98.35	8.41	8.5%	1.22	1.2%	3%	False	True	208
10	114.02	98.35	15.67	15.9%	0.62	0.6%	2%	False	True	348
20	123.71	98.35	25.36	25.7%	0.31	0.3%	1%	False	True	367

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 31 trading days

Fibonacci Retracements and Extensions
4.250	126.18
2.618	117.53
1.618	112.23
1.000	108.95
0.618	106.93
HIGH	103.65
0.618	101.63
0.500	101.00
0.382	100.37
LOW	98.35
0.618	95.07
1.000	93.05
1.618	89.77
2.618	84.47
4.250	75.83

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	101.00	101.34
PP	100.21	100.44
S1	99.43	99.54

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

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