NYMEX Light Sweet Crude Oil Future August 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jan-2008 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jan-2008 | 
                    24-Jan-2008 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        86.09 | 
                        86.23 | 
                        0.14 | 
                        0.2% | 
                        90.25 | 
                     
                    
                        | High | 
                        86.70 | 
                        87.75 | 
                        1.05 | 
                        1.2% | 
                        91.90 | 
                     
                    
                        | Low | 
                        85.15 | 
                        85.90 | 
                        0.75 | 
                        0.9% | 
                        87.69 | 
                     
                    
                        | Close | 
                        85.42 | 
                        87.54 | 
                        2.12 | 
                        2.5% | 
                        88.23 | 
                     
                    
                        | Range | 
                        1.55 | 
                        1.85 | 
                        0.30 | 
                        19.4% | 
                        4.21 | 
                     
                    
                        | ATR | 
                        1.89 | 
                        1.92 | 
                        0.03 | 
                        1.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        4,349 | 
                        4,571 | 
                        222 | 
                        5.1% | 
                        12,189 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jan-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                92.61 | 
                91.93 | 
                88.56 | 
                 | 
             
            
                | R3 | 
                90.76 | 
                90.08 | 
                88.05 | 
                 | 
             
            
                | R2 | 
                88.91 | 
                88.91 | 
                87.88 | 
                 | 
             
            
                | R1 | 
                88.23 | 
                88.23 | 
                87.71 | 
                88.57 | 
             
            
                | PP | 
                87.06 | 
                87.06 | 
                87.06 | 
                87.24 | 
             
            
                | S1 | 
                86.38 | 
                86.38 | 
                87.37 | 
                86.72 | 
             
            
                | S2 | 
                85.21 | 
                85.21 | 
                87.20 | 
                 | 
             
            
                | S3 | 
                83.36 | 
                84.53 | 
                87.03 | 
                 | 
             
            
                | S4 | 
                81.51 | 
                82.68 | 
                86.52 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Jan-2008 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                101.90 | 
                99.28 | 
                90.55 | 
                 | 
             
            
                | R3 | 
                97.69 | 
                95.07 | 
                89.39 | 
                 | 
             
            
                | R2 | 
                93.48 | 
                93.48 | 
                89.00 | 
                 | 
             
            
                | R1 | 
                90.86 | 
                90.86 | 
                88.62 | 
                90.07 | 
             
            
                | PP | 
                89.27 | 
                89.27 | 
                89.27 | 
                88.88 | 
             
            
                | S1 | 
                86.65 | 
                86.65 | 
                87.84 | 
                85.86 | 
             
            
                | S2 | 
                85.06 | 
                85.06 | 
                87.46 | 
                 | 
             
            
                | S3 | 
                80.85 | 
                82.44 | 
                87.07 | 
                 | 
             
            
                | S4 | 
                76.64 | 
                78.23 | 
                85.91 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                89.42 | 
                84.33 | 
                5.09 | 
                5.8% | 
                1.97 | 
                2.2% | 
                63% | 
                False | 
                False | 
                3,649 | 
                 
                
                | 10 | 
                92.68 | 
                84.33 | 
                8.35 | 
                9.5% | 
                1.70 | 
                1.9% | 
                38% | 
                False | 
                False | 
                3,064 | 
                 
                
                | 20 | 
                96.35 | 
                84.33 | 
                12.02 | 
                13.7% | 
                1.41 | 
                1.6% | 
                27% | 
                False | 
                False | 
                2,537 | 
                 
                
                | 40 | 
                96.35 | 
                84.33 | 
                12.02 | 
                13.7% | 
                1.36 | 
                1.5% | 
                27% | 
                False | 
                False | 
                1,934 | 
                 
                
                | 60 | 
                96.35 | 
                84.33 | 
                12.02 | 
                13.7% | 
                1.09 | 
                1.2% | 
                27% | 
                False | 
                False | 
                1,647 | 
                 
                
                | 80 | 
                96.35 | 
                74.41 | 
                21.94 | 
                25.1% | 
                0.85 | 
                1.0% | 
                60% | 
                False | 
                False | 
                1,381 | 
                 
                
                | 100 | 
                96.35 | 
                70.16 | 
                26.19 | 
                29.9% | 
                0.69 | 
                0.8% | 
                66% | 
                False | 
                False | 
                1,232 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            95.61 | 
         
        
            | 
2.618             | 
            92.59 | 
         
        
            | 
1.618             | 
            90.74 | 
         
        
            | 
1.000             | 
            89.60 | 
         
        
            | 
0.618             | 
            88.89 | 
         
        
            | 
HIGH             | 
            87.75 | 
         
        
            | 
0.618             | 
            87.04 | 
         
        
            | 
0.500             | 
            86.83 | 
         
        
            | 
0.382             | 
            86.61 | 
         
        
            | 
LOW             | 
            85.90 | 
         
        
            | 
0.618             | 
            84.76 | 
         
        
            | 
1.000             | 
            84.05 | 
         
        
            | 
1.618             | 
            82.91 | 
         
        
            | 
2.618             | 
            81.06 | 
         
        
            | 
4.250             | 
            78.04 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jan-2008 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                87.30 | 
                                87.04 | 
                             
                            
                                | PP | 
                                87.06 | 
                                86.54 | 
                             
                            
                                | S1 | 
                                86.83 | 
                                86.04 | 
                             
             
         |