NYMEX Light Sweet Crude Oil Future October 2008

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

Day Change Summary
	Previous	Current
	19-Mar-2008	20-Mar-2008	Change	Change %	Previous Week
Open	102.00	96.67	-5.33	-5.2%	100.86
High	102.00	98.77	-3.23	-3.2%	105.20
Low	99.05	96.67	-2.38	-2.4%	99.40
Close	99.15	98.77	-0.38	-0.4%	104.56
Range	2.95	2.10	-0.85	-28.8%	5.80
ATR	2.37	2.38	0.01	0.3%	0.00
Volume	3,503	5,564	2,061	58.8%	16,268

Daily Pivots for day following 20-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	104.37	103.67	99.93
R3	102.27	101.57	99.35
R2	100.17	100.17	99.16
R1	99.47	99.47	98.96	99.82
PP	98.07	98.07	98.07	98.25
S1	97.37	97.37	98.58	97.72
S2	95.97	95.97	98.39
S3	93.87	95.27	98.19
S4	91.77	93.17	97.62

Weekly Pivots for week ending 14-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	120.45	118.31	107.75
R3	114.65	112.51	106.16
R2	108.85	108.85	105.62
R1	106.71	106.71	105.09	107.78
PP	103.05	103.05	103.05	103.59
S1	100.91	100.91	104.03	101.98
S2	97.25	97.25	103.50
S3	91.45	95.11	102.97
S4	85.65	89.31	101.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	105.20	96.67	8.53	8.6%	2.63	2.7%	25%	False	True	4,117
10	105.20	96.67	8.53	8.6%	2.22	2.3%	25%	False	True	3,622
20	105.20	95.61	9.59	9.7%	1.86	1.9%	33%	False	False	2,868
40	105.20	86.34	18.86	19.1%	1.55	1.6%	66%	False	False	2,040

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107.70
2.618	104.27
1.618	102.17
1.000	100.87
0.618	100.07
HIGH	98.77
0.618	97.97
0.500	97.72
0.382	97.47
LOW	96.67
0.618	95.37
1.000	94.57
1.618	93.27
2.618	91.17
4.250	87.75

Fisher Pivots for day following 20-Mar-2008
Pivot	1 day	3 day
R1	98.42	100.65
PP	98.07	100.02
S1	97.72	99.40

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

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