NYMEX Light Sweet Crude Oil Future June 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	132.89	132.25	-0.64	-0.5%	146.10
High	133.50	132.79	-0.71	-0.5%	146.84
Low	131.58	132.00	0.42	0.3%	131.58
Close	131.26	133.59	2.33	1.8%	131.26
Range	1.92	0.79	-1.13	-58.9%	15.26
ATR	3.58	3.43	-0.15	-4.1%	0.00
Volume	5,296	2,895	-2,401	-45.3%	19,958

Daily Pivots for day following 21-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	135.16	135.17	134.02
R3	134.37	134.38	133.81
R2	133.58	133.58	133.73
R1	133.59	133.59	133.66	133.59
PP	132.79	132.79	132.79	132.79
S1	132.80	132.80	133.52	132.80
S2	132.00	132.00	133.45
S3	131.21	132.01	133.37
S4	130.42	131.22	133.16

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	182.34	172.06	139.65
R3	167.08	156.80	135.46
R2	151.82	151.82	134.06
R1	141.54	141.54	132.66	139.05
PP	136.56	136.56	136.56	135.32
S1	126.28	126.28	129.86	123.79
S2	121.30	121.30	128.46
S3	106.04	111.02	127.06
S4	90.78	95.76	122.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.84	131.58	15.26	11.4%	3.94	3.0%	13%	False	False	3,948
10	147.91	131.58	16.33	12.2%	3.42	2.6%	12%	False	False	3,365

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	0.37
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	136.15
2.618	134.86
1.618	134.07
1.000	133.58
0.618	133.28
HIGH	132.79
0.618	132.49
0.500	132.40
0.382	132.30
LOW	132.00
0.618	131.51
1.000	131.21
1.618	130.72
2.618	129.93
4.250	128.64

Fisher Pivots for day following 21-Jul-2008
Pivot	1 day	3 day
R1	133.19	134.76
PP	132.79	134.37
S1	132.40	133.98

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

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