NYMEX Light Sweet Crude Oil Future October 2008

Trading Metrics calculated at close of trading on 27-Mar-2008

Day Change Summary
	Previous	Current
	26-Mar-2008	27-Mar-2008	Change	Change %	Previous Week
Open	99.11	104.00	4.89	4.9%	103.40
High	102.79	104.00	1.21	1.2%	104.63
Low	99.61	102.45	2.84	2.9%	96.67
Close	102.68	103.66	0.98	1.0%	98.77
Range	3.18	1.55	-1.63	-51.3%	7.96
ATR	2.33	2.27	-0.06	-2.4%	0.00
Volume	4,753	4,788	35	0.7%	17,757

Daily Pivots for day following 27-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	108.02	107.39	104.51
R3	106.47	105.84	104.09
R2	104.92	104.92	103.94
R1	104.29	104.29	103.80	103.83
PP	103.37	103.37	103.37	103.14
S1	102.74	102.74	103.52	102.28
S2	101.82	101.82	103.38
S3	100.27	101.19	103.23
S4	98.72	99.64	102.81

Weekly Pivots for week ending 21-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	123.90	119.30	103.15
R3	115.94	111.34	100.96
R2	107.98	107.98	100.23
R1	103.38	103.38	99.50	101.70
PP	100.02	100.02	100.02	99.19
S1	95.42	95.42	98.04	93.74
S2	92.06	92.06	97.31
S3	84.10	87.46	96.58
S4	76.14	79.50	94.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.00	96.67	7.33	7.1%	1.92	1.9%	95%	True	False	4,297
10	105.20	96.67	8.53	8.2%	2.18	2.1%	82%	False	False	3,904
20	105.20	96.67	8.53	8.2%	2.06	2.0%	82%	False	False	3,478
40	105.20	86.34	18.86	18.2%	1.66	1.6%	92%	False	False	2,216

Crabel Price Patterns
NR	True
NR4	False
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	0.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	110.59
2.618	108.06
1.618	106.51
1.000	105.55
0.618	104.96
HIGH	104.00
0.618	103.41
0.500	103.23
0.382	103.04
LOW	102.45
0.618	101.49
1.000	100.90
1.618	99.94
2.618	98.39
4.250	95.86

Fisher Pivots for day following 27-Mar-2008
Pivot	1 day	3 day
R1	103.52	102.74
PP	103.37	101.82
S1	103.23	100.90

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

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