NYMEX Light Sweet Crude Oil Future August 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Oct-2007 | 12-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 77.45 | 78.35 | 0.90 | 1.2% | 75.35 |  
                        | High | 77.45 | 78.35 | 0.90 | 1.2% | 78.35 |  
                        | Low | 77.45 | 78.35 | 0.90 | 1.2% | 75.35 |  
                        | Close | 78.10 | 78.35 | 0.25 | 0.3% | 78.35 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.63 | 0.61 | -0.03 | -4.3% | 0.00 |  
                        | Volume | 68 | 410 | 342 | 502.9% | 1,422 |  | 
    
| 
        
            | Daily Pivots for day following 12-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 78.35 | 78.35 | 78.35 |  |  
                | R3 | 78.35 | 78.35 | 78.35 |  |  
                | R2 | 78.35 | 78.35 | 78.35 |  |  
                | R1 | 78.35 | 78.35 | 78.35 | 78.35 |  
                | PP | 78.35 | 78.35 | 78.35 | 78.35 |  
                | S1 | 78.35 | 78.35 | 78.35 | 78.35 |  
                | S2 | 78.35 | 78.35 | 78.35 |  |  
                | S3 | 78.35 | 78.35 | 78.35 |  |  
                | S4 | 78.35 | 78.35 | 78.35 |  |  | 
        
            | Weekly Pivots for week ending 12-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 86.35 | 85.35 | 80.00 |  |  
                | R3 | 83.35 | 82.35 | 79.18 |  |  
                | R2 | 80.35 | 80.35 | 78.90 |  |  
                | R1 | 79.35 | 79.35 | 78.63 | 79.85 |  
                | PP | 77.35 | 77.35 | 77.35 | 77.60 |  
                | S1 | 76.35 | 76.35 | 78.08 | 76.85 |  
                | S2 | 74.35 | 74.35 | 77.80 |  |  
                | S3 | 71.35 | 73.35 | 77.53 |  |  
                | S4 | 68.35 | 70.35 | 76.70 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 78.35 |  
            | 2.618 | 78.35 |  
            | 1.618 | 78.35 |  
            | 1.000 | 78.35 |  
            | 0.618 | 78.35 |  
            | HIGH | 78.35 |  
            | 0.618 | 78.35 |  
            | 0.500 | 78.35 |  
            | 0.382 | 78.35 |  
            | LOW | 78.35 |  
            | 0.618 | 78.35 |  
            | 1.000 | 78.35 |  
            | 1.618 | 78.35 |  
            | 2.618 | 78.35 |  
            | 4.250 | 78.35 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 78.35 | 78.07 |  
                                | PP | 78.35 | 77.78 |  
                                | S1 | 78.35 | 77.50 |  |