NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 02-Jan-2008

Day Change Summary
	Previous	Current
	31-Dec-2007	02-Jan-2008	Change	Change %	Previous Week
Open	92.85	94.00	1.15	1.2%	89.98
High	92.85	95.52	2.67	2.9%	93.55
Low	92.07	94.00	1.93	2.1%	89.98
Close	92.40	95.65	3.25	3.5%	92.24
Range	0.78	1.52	0.74	94.9%	3.57
ATR	1.38	1.50	0.12	9.0%	0.00
Volume	2,458	664	-1,794	-73.0%	4,495

Daily Pivots for day following 02-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	99.62	99.15	96.49
R3	98.10	97.63	96.07
R2	96.58	96.58	95.93
R1	96.11	96.11	95.79	96.35
PP	95.06	95.06	95.06	95.17
S1	94.59	94.59	95.51	94.83
S2	93.54	93.54	95.37
S3	92.02	93.07	95.23
S4	90.50	91.55	94.81

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	102.63	101.01	94.20
R3	99.06	97.44	93.22
R2	95.49	95.49	92.89
R1	93.87	93.87	92.57	94.68
PP	91.92	91.92	91.92	92.33
S1	90.30	90.30	91.91	91.11
S2	88.35	88.35	91.59
S3	84.78	86.73	91.26
S4	81.21	83.16	90.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.52	91.30	4.22	4.4%	1.01	1.1%	103%	True	False	1,223
10	95.52	88.19	7.33	7.7%	0.94	1.0%	102%	True	False	1,862
20	95.52	84.34	11.18	11.7%	1.31	1.4%	101%	True	False	2,013
40	95.52	84.34	11.18	11.7%	1.00	1.0%	101%	True	False	1,586
60	95.52	75.25	20.27	21.2%	0.74	0.8%	101%	True	False	1,585
80	95.52	71.45	24.07	25.2%	0.57	0.6%	101%	True	False	1,495

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.06
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	101.98
2.618	99.50
1.618	97.98
1.000	97.04
0.618	96.46
HIGH	95.52
0.618	94.94
0.500	94.76
0.382	94.58
LOW	94.00
0.618	93.06
1.000	92.48
1.618	91.54
2.618	90.02
4.250	87.54

Fisher Pivots for day following 02-Jan-2008
Pivot	1 day	3 day
R1	95.35	95.03
PP	95.06	94.41
S1	94.76	93.80

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

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