NYMEX Light Sweet Crude Oil Future August 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Feb-2008 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Feb-2008 | 15-Feb-2008 | Change | Change % | Previous Week |  
                        | Open | 93.50 | 95.12 | 1.62 | 1.7% | 90.73 |  
                        | High | 94.70 | 95.18 | 0.48 | 0.5% | 95.18 |  
                        | Low | 93.34 | 93.61 | 0.27 | 0.3% | 90.37 |  
                        | Close | 94.65 | 94.27 | -0.38 | -0.4% | 94.27 |  
                        | Range | 1.36 | 1.57 | 0.21 | 15.4% | 4.81 |  
                        | ATR | 1.93 | 1.90 | -0.03 | -1.3% | 0.00 |  
                        | Volume | 2,618 | 2,363 | -255 | -9.7% | 18,845 |  | 
    
| 
        
            | Daily Pivots for day following 15-Feb-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 99.06 | 98.24 | 95.13 |  |  
                | R3 | 97.49 | 96.67 | 94.70 |  |  
                | R2 | 95.92 | 95.92 | 94.56 |  |  
                | R1 | 95.10 | 95.10 | 94.41 | 94.73 |  
                | PP | 94.35 | 94.35 | 94.35 | 94.17 |  
                | S1 | 93.53 | 93.53 | 94.13 | 93.16 |  
                | S2 | 92.78 | 92.78 | 93.98 |  |  
                | S3 | 91.21 | 91.96 | 93.84 |  |  
                | S4 | 89.64 | 90.39 | 93.41 |  |  | 
        
            | Weekly Pivots for week ending 15-Feb-2008 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 107.70 | 105.80 | 96.92 |  |  
                | R3 | 102.89 | 100.99 | 95.59 |  |  
                | R2 | 98.08 | 98.08 | 95.15 |  |  
                | R1 | 96.18 | 96.18 | 94.71 | 97.13 |  
                | PP | 93.27 | 93.27 | 93.27 | 93.75 |  
                | S1 | 91.37 | 91.37 | 93.83 | 92.32 |  
                | S2 | 88.46 | 88.46 | 93.39 |  |  
                | S3 | 83.65 | 86.56 | 92.95 |  |  
                | S4 | 78.84 | 81.75 | 91.62 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 95.18 | 90.37 | 4.81 | 5.1% | 1.60 | 1.7% | 81% | True | False | 3,769 |  
                | 10 | 95.18 | 86.15 | 9.03 | 9.6% | 1.68 | 1.8% | 90% | True | False | 3,099 |  
                | 20 | 95.18 | 84.33 | 10.85 | 11.5% | 1.79 | 1.9% | 92% | True | False | 3,586 |  
                | 40 | 96.35 | 84.33 | 12.02 | 12.8% | 1.45 | 1.5% | 83% | False | False | 2,822 |  
                | 60 | 96.35 | 84.33 | 12.02 | 12.8% | 1.45 | 1.5% | 83% | False | False | 2,271 |  
                | 80 | 96.35 | 80.45 | 15.90 | 16.9% | 1.16 | 1.2% | 87% | False | False | 1,957 |  
                | 100 | 96.35 | 74.41 | 21.94 | 23.3% | 0.96 | 1.0% | 91% | False | False | 1,694 |  
                | 120 | 96.35 | 69.15 | 27.20 | 28.9% | 0.81 | 0.9% | 92% | False | False | 1,499 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 101.85 |  
            | 2.618 | 99.29 |  
            | 1.618 | 97.72 |  
            | 1.000 | 96.75 |  
            | 0.618 | 96.15 |  
            | HIGH | 95.18 |  
            | 0.618 | 94.58 |  
            | 0.500 | 94.40 |  
            | 0.382 | 94.21 |  
            | LOW | 93.61 |  
            | 0.618 | 92.64 |  
            | 1.000 | 92.04 |  
            | 1.618 | 91.07 |  
            | 2.618 | 89.50 |  
            | 4.250 | 86.94 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Feb-2008 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 94.40 | 93.94 |  
                                | PP | 94.35 | 93.62 |  
                                | S1 | 94.31 | 93.29 |  |