NYMEX Light Sweet Crude Oil Future October 2008

Trading Metrics calculated at close of trading on 31-Jul-2008

Day Change Summary
	Previous	Current
	30-Jul-2008	31-Jul-2008	Change	Change %	Previous Week
Open	122.45	127.23	4.78	3.9%	130.70
High	127.69	128.19	0.50	0.4%	133.35
Low	121.29	123.14	1.85	1.5%	123.06
Close	127.20	124.51	-2.69	-2.1%	123.82
Range	6.40	5.05	-1.35	-21.1%	10.29
ATR	4.84	4.85	0.02	0.3%	0.00
Volume	62,840	92,467	29,627	47.1%	256,055

Daily Pivots for day following 31-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	140.43	137.52	127.29
R3	135.38	132.47	125.90
R2	130.33	130.33	125.44
R1	127.42	127.42	124.97	126.35
PP	125.28	125.28	125.28	124.75
S1	122.37	122.37	124.05	121.30
S2	120.23	120.23	123.58
S3	115.18	117.32	123.12
S4	110.13	112.27	121.73

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	157.61	151.01	129.48
R3	147.32	140.72	126.65
R2	137.03	137.03	125.71
R1	130.43	130.43	124.76	128.59
PP	126.74	126.74	126.74	125.82
S1	120.14	120.14	122.88	118.30
S2	116.45	116.45	121.93
S3	106.16	109.85	120.99
S4	95.87	99.56	118.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.19	120.90	7.29	5.9%	4.67	3.8%	50%	True	False	62,870
10	133.35	120.90	12.45	10.0%	4.44	3.6%	29%	False	False	54,637
20	148.13	120.90	27.23	21.9%	5.08	4.1%	13%	False	False	44,810
40	148.13	120.90	27.23	21.9%	4.98	4.0%	13%	False	False	36,053
60	148.13	120.00	28.13	22.6%	4.58	3.7%	16%	False	False	30,018
80	148.13	106.12	42.01	33.7%	4.10	3.3%	44%	False	False	23,897
100	148.13	96.67	51.46	41.3%	3.74	3.0%	54%	False	False	19,984
120	148.13	91.35	56.78	45.6%	3.35	2.7%	58%	False	False	16,994

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	0.95
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	149.65
2.618	141.41
1.618	136.36
1.000	133.24
0.618	131.31
HIGH	128.19
0.618	126.26
0.500	125.67
0.382	125.07
LOW	123.14
0.618	120.02
1.000	118.09
1.618	114.97
2.618	109.92
4.250	101.68

Fisher Pivots for day following 31-Jul-2008
Pivot	1 day	3 day
R1	125.67	124.55
PP	125.28	124.53
S1	124.90	124.52

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

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