NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 02-Nov-2007

Day Change Summary
	Previous	Current
	01-Nov-2007	02-Nov-2007	Change	Change %	Previous Week
Open	86.57	86.93	0.36	0.4%	86.65
High	86.75	86.93	0.18	0.2%	86.93
Low	86.46	86.93	0.47	0.5%	85.10
Close	86.02	87.93	1.91	2.2%	87.93
Range	0.29	0.00	-0.29	-100.0%	1.83
ATR	0.89	0.89	0.00	0.2%	0.00
Volume	3,129	3,933	804	25.7%	13,275

Daily Pivots for day following 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	87.26	87.60	87.93
R3	87.26	87.60	87.93
R2	87.26	87.26	87.93
R1	87.60	87.60	87.93	87.43
PP	87.26	87.26	87.26	87.18
S1	87.60	87.60	87.93	87.43
S2	87.26	87.26	87.93
S3	87.26	87.60	87.93
S4	87.26	87.60	87.93

Weekly Pivots for week ending 02-Nov-2007
	Classic	Woodie	Camarilla	DeMark
R4	92.14	91.87	88.94
R3	90.31	90.04	88.43
R2	88.48	88.48	88.27
R1	88.21	88.21	88.10	88.35
PP	86.65	86.65	86.65	86.72
S1	86.38	86.38	87.76	86.52
S2	84.82	84.82	87.59
S3	82.99	84.55	87.43
S4	81.16	82.72	86.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.93	85.10	1.83	2.1%	0.38	0.4%	155%	True	False	2,655
10	86.93	79.86	7.07	8.0%	0.19	0.2%	114%	True	False	1,980
20	86.93	75.25	11.68	13.3%	0.22	0.3%	109%	True	False	1,583
40	86.93	71.45	15.48	17.6%	0.15	0.2%	106%	True	False	1,405

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.01
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.93
2.618	86.93
1.618	86.93
1.000	86.93
0.618	86.93
HIGH	86.93
0.618	86.93
0.500	86.93
0.382	86.93
LOW	86.93
0.618	86.93
1.000	86.93
1.618	86.93
2.618	86.93
4.250	86.93

Fisher Pivots for day following 02-Nov-2007
Pivot	1 day	3 day
R1	87.60	87.29
PP	87.26	86.65
S1	86.93	86.02

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

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