NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 23-Jun-2008

Day Change Summary
	Previous	Current
	20-Jun-2008	23-Jun-2008	Change	Change %	Previous Week
Open	132.83	135.20	2.37	1.8%	135.38
High	137.80	138.50	0.70	0.5%	140.61
Low	132.25	134.49	2.24	1.7%	132.25
Close	135.66	137.14	1.48	1.1%	135.66
Range	5.55	4.01	-1.54	-27.7%	8.36
ATR	4.90	4.83	-0.06	-1.3%	0.00
Volume	55,640	66,955	11,315	20.3%	278,155

Daily Pivots for day following 23-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	148.74	146.95	139.35
R3	144.73	142.94	138.24
R2	140.72	140.72	137.88
R1	138.93	138.93	137.51	139.83
PP	136.71	136.71	136.71	137.16
S1	134.92	134.92	136.77	135.82
S2	132.70	132.70	136.40
S3	128.69	130.91	136.04
S4	124.68	126.90	134.93

Weekly Pivots for week ending 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	161.25	156.82	140.26
R3	152.89	148.46	137.96
R2	144.53	144.53	137.19
R1	140.10	140.10	136.43	142.32
PP	136.17	136.17	136.17	137.28
S1	131.74	131.74	134.89	133.96
S2	127.81	127.81	134.13
S3	119.45	123.38	133.36
S4	111.09	115.02	131.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	138.66	132.25	6.41	4.7%	4.70	3.4%	76%	False	False	57,588
10	140.61	131.60	9.01	6.6%	5.27	3.8%	61%	False	False	62,327
20	140.61	122.27	18.34	13.4%	5.31	3.9%	81%	False	False	57,863
40	140.61	108.40	32.21	23.5%	4.38	3.2%	89%	False	False	43,172
60	140.61	97.93	42.68	31.1%	3.82	2.8%	92%	False	False	32,177
80	140.61	96.72	43.89	32.0%	3.60	2.6%	92%	False	False	26,023
100	140.61	86.44	54.17	39.5%	3.22	2.3%	94%	False	False	21,605
120	140.61	84.70	55.91	40.8%	2.90	2.1%	94%	False	False	18,326

Crabel Price Patterns
NR	True
NR4	True
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	1.14
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	155.54
2.618	149.00
1.618	144.99
1.000	142.51
0.618	140.98
HIGH	138.50
0.618	136.97
0.500	136.50
0.382	136.02
LOW	134.49
0.618	132.01
1.000	130.48
1.618	128.00
2.618	123.99
4.250	117.45

Fisher Pivots for day following 23-Jun-2008
Pivot	1 day	3 day
R1	136.93	136.58
PP	136.71	136.02
S1	136.50	135.46

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

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