NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	75.78	77.31	1.53	2.0%	84.82
High	75.78	79.03	3.25	4.3%	84.82
Low	75.78	75.93	0.15	0.2%	73.74
Close	75.78	77.89	2.11	2.8%	75.78
Range	0.00	3.10	3.10		11.08
ATR	3.32	3.31	0.00	-0.1%	0.00
Volume	1,224	2,782	1,558	127.3%	3,966

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	86.92	85.50	79.60
R3	83.82	82.40	78.74
R2	80.72	80.72	78.46
R1	79.30	79.30	78.17	80.01
PP	77.62	77.62	77.62	77.97
S1	76.20	76.20	77.61	76.91
S2	74.52	74.52	77.32
S3	71.42	73.10	77.04
S4	68.32	70.00	76.19

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	111.35	104.65	81.87
R3	100.27	93.57	78.83
R2	89.19	89.19	77.81
R1	82.49	82.49	76.80	80.30
PP	78.11	78.11	78.11	77.02
S1	71.41	71.41	74.76	69.22
S2	67.03	67.03	73.75
S3	55.95	60.33	72.73
S4	44.87	49.25	69.69

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.75	73.74	10.01	12.9%	1.39	1.8%	41%	False	False	1,176
10	90.08	73.74	16.34	21.0%	1.41	1.8%	25%	False	False	1,006
20	108.14	73.74	34.40	44.2%	0.85	1.1%	12%	False	False	959
40	119.89	73.74	46.15	59.3%	0.70	0.9%	9%	False	False	644

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	0.17
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	92.21
2.618	87.15
1.618	84.05
1.000	82.13
0.618	80.95
HIGH	79.03
0.618	77.85
0.500	77.48
0.382	77.11
LOW	75.93
0.618	74.01
1.000	72.83
1.618	70.91
2.618	67.81
4.250	62.76

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	77.75	77.39
PP	77.62	76.89
S1	77.48	76.39

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

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