NYMEX Light Sweet Crude Oil Future January 2009

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	123.35	127.74	4.39	3.6%	132.16
High	128.30	128.63	0.33	0.3%	134.05
Low	122.49	124.17	1.68	1.4%	124.28
Close	127.99	125.46	-2.53	-2.0%	124.86
Range	5.81	4.46	-1.35	-23.2%	9.77
ATR	3.96	3.99	0.04	0.9%	0.00
Volume	5,856	6,150	294	5.0%	30,455

Daily Pivots for day following 31-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	139.47	136.92	127.91
R3	135.01	132.46	126.69
R2	130.55	130.55	126.28
R1	128.00	128.00	125.87	127.05
PP	126.09	126.09	126.09	125.61
S1	123.54	123.54	125.05	122.59
S2	121.63	121.63	124.64
S3	117.17	119.08	124.23
S4	112.71	114.62	123.01

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	157.04	150.72	130.23
R3	147.27	140.95	127.55
R2	137.50	137.50	126.65
R1	131.18	131.18	125.76	129.46
PP	127.73	127.73	127.73	126.87
S1	121.41	121.41	123.96	119.69
S2	117.96	117.96	123.07
S3	108.19	111.64	122.17
S4	98.42	101.87	119.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128.63	122.46	6.17	4.9%	4.09	3.3%	49%	True	False	6,597
10	134.20	122.46	11.74	9.4%	3.87	3.1%	26%	False	False	5,775
20	148.35	122.46	25.89	20.6%	4.02	3.2%	12%	False	False	5,191
40	148.35	122.46	25.89	20.6%	3.45	2.7%	12%	False	False	4,002
60	148.35	119.92	28.43	22.7%	3.04	2.4%	19%	False	False	3,430
80	148.35	104.00	44.35	35.3%	2.52	2.0%	48%	False	False	2,708
100	148.35	96.69	51.66	41.2%	2.26	1.8%	56%	False	False	2,289
120	148.35	90.95	57.40	45.8%	1.94	1.5%	60%	False	False	2,024

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	0.93
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	147.59
2.618	140.31
1.618	135.85
1.000	133.09
0.618	131.39
HIGH	128.63
0.618	126.93
0.500	126.40
0.382	125.87
LOW	124.17
0.618	121.41
1.000	119.71
1.618	116.95
2.618	112.49
4.250	105.22

Fisher Pivots for day following 31-Jul-2008
Pivot	1 day	3 day
R1	126.40	125.55
PP	126.09	125.52
S1	125.77	125.49

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

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