NYMEX Light Sweet Crude Oil Future October 2008

Trading Metrics calculated at close of trading on 21-Jul-2008

Day Change Summary
	Previous	Current
	18-Jul-2008	21-Jul-2008	Change	Change %	Previous Week
Open	131.68	130.70	-0.98	-0.7%	145.24
High	133.35	133.13	-0.22	-0.2%	147.55
Low	129.45	129.63	0.18	0.1%	129.45
Close	129.97	132.26	2.29	1.8%	129.97
Range	3.90	3.50	-0.40	-10.3%	18.10
ATR	5.12	5.01	-0.12	-2.3%	0.00
Volume	49,683	44,393	-5,290	-10.6%	205,444

Daily Pivots for day following 21-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	142.17	140.72	134.19
R3	138.67	137.22	133.22
R2	135.17	135.17	132.90
R1	133.72	133.72	132.58	134.45
PP	131.67	131.67	131.67	132.04
S1	130.22	130.22	131.94	130.95
S2	128.17	128.17	131.62
S3	124.67	126.72	131.30
S4	121.17	123.22	130.34

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	189.96	178.06	139.93
R3	171.86	159.96	134.95
R2	153.76	153.76	133.29
R1	141.86	141.86	131.63	138.76
PP	135.66	135.66	135.66	134.11
S1	123.76	123.76	128.31	120.66
S2	117.56	117.56	126.65
S3	99.46	105.66	124.99
S4	81.36	87.56	120.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147.55	129.45	18.10	13.7%	6.40	4.8%	16%	False	False	42,801
10	148.13	129.45	18.68	14.1%	5.78	4.4%	15%	False	False	38,608
20	148.13	129.45	18.68	14.1%	4.85	3.7%	15%	False	False	32,426
40	148.13	122.32	25.81	19.5%	4.95	3.7%	39%	False	False	29,389
60	148.13	108.00	40.13	30.3%	4.42	3.3%	60%	False	False	23,398
80	148.13	97.48	50.65	38.3%	3.90	2.9%	69%	False	False	18,770
100	148.13	96.67	51.46	38.9%	3.52	2.7%	69%	False	False	15,732
120	148.13	86.34	61.79	46.7%	3.15	2.4%	74%	False	False	13,278

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	1.13
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	148.01
2.618	142.29
1.618	138.79
1.000	136.63
0.618	135.29
HIGH	133.13
0.618	131.79
0.500	131.38
0.382	130.97
LOW	129.63
0.618	127.47
1.000	126.13
1.618	123.97
2.618	120.47
4.250	114.76

Fisher Pivots for day following 21-Jul-2008
Pivot	1 day	3 day
R1	131.97	133.64
PP	131.67	133.18
S1	131.38	132.72

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

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