NYMEX Light Sweet Crude Oil Future September 2008

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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 77.32 77.50 0.18 0.2% 75.25 High 77.96 77.50 -0.46 -0.6% 77.96 Low 77.21 77.50 0.29 0.4% 75.25 Close 77.80 78.04 0.24 0.3% 78.04 Range 0.75 0.00 -0.75 -100.0% 2.71 ATR 0.62 0.60 -0.02 -3.7% 0.00 Volume 407 605 198 48.6% 3,648
Daily Pivots for day following 12-Oct-2007 Classic Woodie Camarilla DeMark R4 77.68 77.86 78.04 R3 77.68 77.86 78.04 R2 77.68 77.68 78.04 R1 77.86 77.86 78.04 77.77 PP 77.68 77.68 77.68 77.64 S1 77.86 77.86 78.04 77.77 S2 77.68 77.68 78.04 S3 77.68 77.86 78.04 S4 77.68 77.86 78.04	Weekly Pivots for week ending 12-Oct-2007 Classic Woodie Camarilla DeMark R4 85.21 84.34 79.53 R3 82.50 81.63 78.79 R2 79.79 79.79 78.54 R1 78.92 78.92 78.29 79.36 PP 77.08 77.08 77.08 77.30 S1 76.21 76.21 77.79 76.65 S2 74.37 74.37 77.54 S3 71.66 73.50 77.29 S4 68.95 70.79 76.55
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 77.96 75.25 2.71 3.5% 0.30 0.4% 103% False False 729 10 77.96 74.47 3.49 4.5% 0.22 0.3% 102% False False 603 20 77.96 74.17 3.79 4.9% 0.15 0.2% 102% False False 1,280
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.02 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 77.50 2.618 77.50 1.618 77.50 1.000 77.50 0.618 77.50 HIGH 77.50 0.618 77.50 0.500 77.50 0.382 77.50 LOW 77.50 0.618 77.50 1.000 77.50 1.618 77.50 2.618 77.50 4.250 77.50
Fisher Pivots for day following 12-Oct-2007 Pivot 1 day 3 day R1 77.86 77.76 PP 77.68 77.48 S1 77.50 77.21

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