NYMEX Light Sweet Crude Oil Future June 2009

Trading Metrics calculated at close of trading on 29-Jul-2008

Day Change Summary
	Previous	Current
	28-Jul-2008	29-Jul-2008	Change	Change %	Previous Week
Open	125.75	125.95	0.20	0.2%	132.25
High	126.62	125.95	-0.67	-0.5%	132.79
Low	125.51	122.61	-2.90	-2.3%	125.00
Close	126.44	123.95	-2.49	-2.0%	125.07
Range	1.11	3.34	2.23	200.9%	7.79
ATR	3.17	3.22	0.05	1.5%	0.00
Volume	2,077	2,606	529	25.5%	22,898

Daily Pivots for day following 29-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	134.19	132.41	125.79
R3	130.85	129.07	124.87
R2	127.51	127.51	124.56
R1	125.73	125.73	124.26	124.95
PP	124.17	124.17	124.17	123.78
S1	122.39	122.39	123.64	121.61
S2	120.83	120.83	123.34
S3	117.49	119.05	123.03
S4	114.15	115.71	122.11

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	150.99	145.82	129.35
R3	143.20	138.03	127.21
R2	135.41	135.41	126.50
R1	130.24	130.24	125.78	128.93
PP	127.62	127.62	127.62	126.97
S1	122.45	122.45	124.36	121.14
S2	119.83	119.83	123.64
S3	112.04	114.66	122.93
S4	104.25	106.87	120.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129.90	122.61	7.29	5.9%	2.23	1.8%	18%	False	True	4,537
10	140.00	122.61	17.39	14.0%	2.67	2.2%	8%	False	True	4,349
20	147.91	122.61	25.30	20.4%	2.92	2.4%	5%	False	True	3,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.22
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	140.15
2.618	134.69
1.618	131.35
1.000	129.29
0.618	128.01
HIGH	125.95
0.618	124.67
0.500	124.28
0.382	123.89
LOW	122.61
0.618	120.55
1.000	119.27
1.618	117.21
2.618	113.87
4.250	108.42

Fisher Pivots for day following 29-Jul-2008
Pivot	1 day	3 day
R1	124.28	125.00
PP	124.17	124.65
S1	124.06	124.30

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

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