NYMEX Light Sweet Crude Oil Future August 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jan-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jan-2008 | 29-Jan-2008 | Change | Change % | Previous Week |  
                        | Open | 88.23 | 89.75 | 1.52 | 1.7% | 87.00 |  
                        | High | 90.20 | 90.68 | 0.48 | 0.5% | 89.93 |  
                        | Low | 88.15 | 89.55 | 1.40 | 1.6% | 84.33 |  
                        | Close | 89.92 | 90.38 | 0.46 | 0.5% | 89.38 |  
                        | Range | 2.05 | 1.13 | -0.92 | -44.9% | 5.60 |  
                        | ATR | 1.96 | 1.90 | -0.06 | -3.0% | 0.00 |  
                        | Volume | 14,719 | 2,362 | -12,357 | -84.0% | 16,922 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jan-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 93.59 | 93.12 | 91.00 |  |  
                | R3 | 92.46 | 91.99 | 90.69 |  |  
                | R2 | 91.33 | 91.33 | 90.59 |  |  
                | R1 | 90.86 | 90.86 | 90.48 | 91.10 |  
                | PP | 90.20 | 90.20 | 90.20 | 90.32 |  
                | S1 | 89.73 | 89.73 | 90.28 | 89.97 |  
                | S2 | 89.07 | 89.07 | 90.17 |  |  
                | S3 | 87.94 | 88.60 | 90.07 |  |  
                | S4 | 86.81 | 87.47 | 89.76 |  |  | 
        
            | Weekly Pivots for week ending 25-Jan-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 104.68 | 102.63 | 92.46 |  |  
                | R3 | 99.08 | 97.03 | 90.92 |  |  
                | R2 | 93.48 | 93.48 | 90.41 |  |  
                | R1 | 91.43 | 91.43 | 89.89 | 92.46 |  
                | PP | 87.88 | 87.88 | 87.88 | 88.39 |  
                | S1 | 85.83 | 85.83 | 88.87 | 86.86 |  
                | S2 | 82.28 | 82.28 | 88.35 |  |  
                | S3 | 76.68 | 80.23 | 87.84 |  |  
                | S4 | 71.08 | 74.63 | 86.30 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 90.68 | 85.15 | 5.53 | 6.1% | 1.73 | 1.9% | 95% | True | False | 5,973 |  
                | 10 | 90.68 | 84.33 | 6.35 | 7.0% | 1.76 | 1.9% | 95% | True | False | 4,277 |  
                | 20 | 96.35 | 84.33 | 12.02 | 13.3% | 1.60 | 1.8% | 50% | False | False | 3,215 |  
                | 40 | 96.35 | 84.33 | 12.02 | 13.3% | 1.38 | 1.5% | 50% | False | False | 2,405 |  
                | 60 | 96.35 | 84.33 | 12.02 | 13.3% | 1.18 | 1.3% | 50% | False | False | 1,898 |  
                | 80 | 96.35 | 75.35 | 21.00 | 23.2% | 0.91 | 1.0% | 72% | False | False | 1,626 |  
                | 100 | 96.35 | 71.24 | 25.11 | 27.8% | 0.74 | 0.8% | 76% | False | False | 1,430 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 95.48 |  
            | 2.618 | 93.64 |  
            | 1.618 | 92.51 |  
            | 1.000 | 91.81 |  
            | 0.618 | 91.38 |  
            | HIGH | 90.68 |  
            | 0.618 | 90.25 |  
            | 0.500 | 90.12 |  
            | 0.382 | 89.98 |  
            | LOW | 89.55 |  
            | 0.618 | 88.85 |  
            | 1.000 | 88.42 |  
            | 1.618 | 87.72 |  
            | 2.618 | 86.59 |  
            | 4.250 | 84.75 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jan-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 90.29 | 90.01 |  
                                | PP | 90.20 | 89.64 |  
                                | S1 | 90.12 | 89.28 |  |