NYMEX Light Sweet Crude Oil Future January 2009

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	132.48	132.16	-0.32	-0.2%	145.00
High	134.20	134.00	-0.20	-0.1%	147.60
Low	130.67	131.15	0.48	0.4%	130.67
Close	131.05	133.33	2.28	1.7%	131.05
Range	3.53	2.85	-0.68	-19.3%	16.93
ATR	4.00	3.92	-0.07	-1.9%	0.00
Volume	5,486	5,364	-122	-2.2%	24,543

Daily Pivots for day following 21-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	141.38	140.20	134.90
R3	138.53	137.35	134.11
R2	135.68	135.68	133.85
R1	134.50	134.50	133.59	135.09
PP	132.83	132.83	132.83	133.12
S1	131.65	131.65	133.07	132.24
S2	129.98	129.98	132.81
S3	127.13	128.80	132.55
S4	124.28	125.95	131.76

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	187.23	176.07	140.36
R3	170.30	159.14	135.71
R2	153.37	153.37	134.15
R1	142.21	142.21	132.60	139.33
PP	136.44	136.44	136.44	135.00
S1	125.28	125.28	129.50	122.40
S2	119.51	119.51	127.95
S3	102.58	108.35	126.39
S4	85.65	91.42	121.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147.30	130.67	16.63	12.5%	5.28	4.0%	16%	False	False	5,041
10	148.35	130.67	17.68	13.3%	4.50	3.4%	15%	False	False	4,745
20	148.35	130.67	17.68	13.3%	3.39	2.5%	15%	False	False	4,071
40	148.35	122.90	25.45	19.1%	3.07	2.3%	41%	False	False	3,279
60	148.35	108.57	39.78	29.8%	2.63	2.0%	62%	False	False	2,728
80	148.35	97.38	50.97	38.2%	2.35	1.8%	71%	False	False	2,174
100	148.35	96.69	51.66	38.7%	1.96	1.5%	71%	False	False	1,865
120	148.35	86.00	62.35	46.8%	1.69	1.3%	76%	False	False	1,691

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.56
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	146.11
2.618	141.46
1.618	138.61
1.000	136.85
0.618	135.76
HIGH	134.00
0.618	132.91
0.500	132.58
0.382	132.24
LOW	131.15
0.618	129.39
1.000	128.30
1.618	126.54
2.618	123.69
4.250	119.04

Fisher Pivots for day following 21-Jul-2008
Pivot	1 day	3 day
R1	133.08	134.59
PP	132.83	134.17
S1	132.58	133.75

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

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