NYMEX Light Sweet Crude Oil Future August 2008

Trading Metrics calculated at close of trading on 21-Jul-2008

Day Change Summary
	Previous	Current
	18-Jul-2008	21-Jul-2008	Change	Change %	Previous Week
Open	129.56	128.88	-0.68	-0.5%	144.69
High	132.04	132.05	0.01	0.0%	146.73
Low	128.23	128.63	0.40	0.3%	128.23
Close	128.88	131.04	2.16	1.7%	128.88
Range	3.81	3.42	-0.39	-10.2%	18.50
ATR	5.48	5.33	-0.15	-2.7%	0.00
Volume	379,076	208,698	-170,378	-44.9%	1,652,704

Daily Pivots for day following 21-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	140.83	139.36	132.92
R3	137.41	135.94	131.98
R2	133.99	133.99	131.67
R1	132.52	132.52	131.35	133.26
PP	130.57	130.57	130.57	130.94
S1	129.10	129.10	130.73	129.84
S2	127.15	127.15	130.41
S3	123.73	125.68	130.10
S4	120.31	122.26	129.16

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	190.11	178.00	139.06
R3	171.61	159.50	133.97
R2	153.11	153.11	132.27
R1	141.00	141.00	130.58	137.81
PP	134.61	134.61	134.61	133.02
S1	122.50	122.50	127.18	119.31
S2	116.11	116.11	125.49
S3	97.61	104.00	123.79
S4	79.11	85.50	118.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	146.73	128.23	18.50	14.1%	6.61	5.0%	15%	False	False	305,292
10	147.27	128.23	19.04	14.5%	5.97	4.6%	15%	False	False	314,143
20	147.27	128.23	19.04	14.5%	5.16	3.9%	15%	False	False	285,062
40	147.27	122.05	25.22	19.2%	5.25	4.0%	36%	False	False	215,487
60	147.27	108.95	38.32	29.2%	4.69	3.6%	58%	False	False	160,123
80	147.27	98.20	49.07	37.4%	4.26	3.2%	67%	False	False	123,740
100	147.27	97.33	49.94	38.1%	4.00	3.1%	68%	False	False	100,917
120	147.27	86.15	61.12	46.6%	3.65	2.8%	73%	False	False	84,716

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.92
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	146.59
2.618	141.00
1.618	137.58
1.000	135.47
0.618	134.16
HIGH	132.05
0.618	130.74
0.500	130.34
0.382	129.94
LOW	128.63
0.618	126.52
1.000	125.21
1.618	123.10
2.618	119.68
4.250	114.10

Fisher Pivots for day following 21-Jul-2008
Pivot	1 day	3 day
R1	130.81	132.49
PP	130.57	132.01
S1	130.34	131.52

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

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