NYMEX Light Sweet Crude Oil Future March 2009

Trading Metrics calculated at close of trading on 24-Jul-2008

Day Change Summary
	Previous	Current
	23-Jul-2008	24-Jul-2008	Change	Change %	Previous Week
Open	128.67	127.25	-1.42	-1.1%	146.30
High	130.50	127.60	-2.90	-2.2%	147.14
Low	126.60	125.89	-0.71	-0.6%	131.87
Close	126.62	126.99	0.37	0.3%	131.40
Range	3.90	1.71	-2.19	-56.2%	15.27
ATR	3.19	3.09	-0.11	-3.3%	0.00
Volume	1,793	3,128	1,335	74.5%	7,903

Daily Pivots for day following 24-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	131.96	131.18	127.93
R3	130.25	129.47	127.46
R2	128.54	128.54	127.30
R1	127.76	127.76	127.15	127.30
PP	126.83	126.83	126.83	126.59
S1	126.05	126.05	126.83	125.59
S2	125.12	125.12	126.68
S3	123.41	124.34	126.52
S4	121.70	122.63	126.05

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	133.67	125.89	7.78	6.1%	1.91	1.5%	14%	False	True	2,175
10	148.35	125.89	22.46	17.7%	3.23	2.5%	5%	False	True	1,812
20	148.35	125.89	22.46	17.7%	1.88	1.5%	5%	False	True	1,546

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	0.25
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	134.87
2.618	132.08
1.618	130.37
1.000	129.31
0.618	128.66
HIGH	127.60
0.618	126.95
0.500	126.75
0.382	126.54
LOW	125.89
0.618	124.83
1.000	124.18
1.618	123.12
2.618	121.41
4.250	118.62

Fisher Pivots for day following 24-Jul-2008
Pivot	1 day	3 day
R1	126.91	128.95
PP	126.83	128.29
S1	126.75	127.64

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

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