NYMEX Light Sweet Crude Oil Future March 2009

Trading Metrics calculated at close of trading on 23-Jul-2008

Day Change Summary
	Previous	Current
	22-Jul-2008	23-Jul-2008	Change	Change %	Previous Week
Open	132.00	128.67	-3.33	-2.5%	146.30
High	132.00	130.50	-1.50	-1.1%	147.14
Low	129.85	126.60	-3.25	-2.5%	131.87
Close	130.67	126.62	-4.05	-3.1%	131.40
Range	2.15	3.90	1.75	81.4%	15.27
ATR	3.12	3.19	0.07	2.2%	0.00
Volume	1,059	1,793	734	69.3%	7,903

Daily Pivots for day following 23-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	139.61	137.01	128.77
R3	135.71	133.11	127.69
R2	131.81	131.81	127.34
R1	129.21	129.21	126.98	128.56
PP	127.91	127.91	127.91	127.58
S1	125.31	125.31	126.26	124.66
S2	124.01	124.01	125.91
S3	120.11	121.41	125.55
S4	116.21	117.51	124.48

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	182.61	172.28	139.80
R3	167.34	157.01	135.60
R2	152.07	152.07	134.20
R1	141.74	141.74	132.80	139.27
PP	136.80	136.80	136.80	135.57
S1	126.47	126.47	130.00	124.00
S2	121.53	121.53	128.60
S3	106.26	111.20	127.20
S4	90.99	95.93	123.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	133.77	126.60	7.17	5.7%	1.87	1.5%	0%	False	True	1,978
10	148.35	126.60	21.75	17.2%	3.29	2.6%	0%	False	True	1,643
20	148.35	126.60	21.75	17.2%	1.90	1.5%	0%	False	True	1,430

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	147.08
2.618	140.71
1.618	136.81
1.000	134.40
0.618	132.91
HIGH	130.50
0.618	129.01
0.500	128.55
0.382	128.09
LOW	126.60
0.618	124.19
1.000	122.70
1.618	120.29
2.618	116.39
4.250	110.03

Fisher Pivots for day following 23-Jul-2008
Pivot	1 day	3 day
R1	128.55	130.14
PP	127.91	128.96
S1	127.26	127.79

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

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