NYMEX Light Sweet Crude Oil Future June 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	122.55	124.95	2.40	2.0%	132.25
High	128.26	125.36	-2.90	-2.3%	132.79
Low	122.55	124.95	2.40	2.0%	125.00
Close	127.80	125.08	-2.72	-2.1%	125.07
Range	5.71	0.41	-5.30	-92.8%	7.79
ATR	3.40	3.36	-0.04	-1.1%	0.00
Volume	5,599	4,597	-1,002	-17.9%	22,898

Daily Pivots for day following 31-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	126.36	126.13	125.31
R3	125.95	125.72	125.19
R2	125.54	125.54	125.16
R1	125.31	125.31	125.12	125.43
PP	125.13	125.13	125.13	125.19
S1	124.90	124.90	125.04	125.02
S2	124.72	124.72	125.00
S3	124.31	124.49	124.97
S4	123.90	124.08	124.85

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	128.26	122.55	5.71	4.6%	2.59	2.1%	44%	False	False	4,796
10	133.50	122.55	10.95	8.8%	2.33	1.9%	23%	False	False	4,307
20	147.91	122.55	25.36	20.3%	2.98	2.4%	10%	False	False	3,688

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.15
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	127.10
2.618	126.43
1.618	126.02
1.000	125.77
0.618	125.61
HIGH	125.36
0.618	125.20
0.500	125.16
0.382	125.11
LOW	124.95
0.618	124.70
1.000	124.54
1.618	124.29
2.618	123.88
4.250	123.21

Fisher Pivots for day following 31-Jul-2008
Pivot	1 day	3 day
R1	125.16	125.41
PP	125.13	125.30
S1	125.11	125.19

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

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