NYMEX Light Sweet Crude Oil Future December 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	98.75	102.11	3.36	3.4%	103.59
High	102.20	103.14	0.94	0.9%	105.00
Low	98.75	101.15	2.40	2.4%	95.83
Close	101.85	102.79	0.94	0.9%	98.14
Range	3.45	1.99	-1.46	-42.3%	9.17
ATR	2.98	2.91	-0.07	-2.4%	0.00
Volume	24,998	23,548	-1,450	-5.8%	106,001

Daily Pivots for day following 27-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	108.33	107.55	103.88
R3	106.34	105.56	103.34
R2	104.35	104.35	103.15
R1	103.57	103.57	102.97	103.96
PP	102.36	102.36	102.36	102.56
S1	101.58	101.58	102.61	101.97
S2	100.37	100.37	102.43
S3	98.38	99.59	102.24
S4	96.39	97.60	101.70

Weekly Pivots for week ending 21-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	127.17	121.82	103.18
R3	118.00	112.65	100.66
R2	108.83	108.83	99.82
R1	103.48	103.48	98.98	101.57
PP	99.66	99.66	99.66	98.70
S1	94.31	94.31	97.30	92.40
S2	90.49	90.49	96.46
S3	81.32	85.14	95.62
S4	72.15	75.97	93.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.14	95.83	7.31	7.1%	2.52	2.4%	95%	True	False	22,723
10	105.00	95.83	9.17	8.9%	3.35	3.3%	76%	False	False	25,385
20	105.00	95.83	9.17	8.9%	3.05	3.0%	76%	False	False	27,457
40	105.00	85.60	19.40	18.9%	2.59	2.5%	89%	False	False	22,517

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	0.49
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.60
2.618	108.35
1.618	106.36
1.000	105.13
0.618	104.37
HIGH	103.14
0.618	102.38
0.500	102.15
0.382	101.91
LOW	101.15
0.618	99.92
1.000	99.16
1.618	97.93
2.618	95.94
4.250	92.69

Fisher Pivots for day following 27-Mar-2008
Pivot	1 day	3 day
R1	102.58	101.85
PP	102.36	100.91
S1	102.15	99.98

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

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