NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 17-Jul-2008

Day Change Summary
	Previous	Current
	16-Jul-2008	17-Jul-2008	Change	Change %	Previous Week
Open	139.31	135.81	-3.50	-2.5%	144.81
High	139.91	137.43	-2.48	-1.8%	147.90
Low	132.80	129.90	-2.90	-2.2%	135.90
Close	135.32	130.18	-5.14	-3.8%	145.66
Range	7.11	7.53	0.42	5.9%	12.00
ATR	5.37	5.52	0.15	2.9%	0.00
Volume	156,831	147,590	-9,241	-5.9%	522,172

Daily Pivots for day following 17-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	155.09	150.17	134.32
R3	147.56	142.64	132.25
R2	140.03	140.03	131.56
R1	135.11	135.11	130.87	133.81
PP	132.50	132.50	132.50	131.85
S1	127.58	127.58	129.49	126.28
S2	124.97	124.97	128.80
S3	117.44	120.05	128.11
S4	109.91	112.52	126.04

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	179.15	174.41	152.26
R3	167.15	162.41	148.96
R2	155.15	155.15	147.86
R1	150.41	150.41	146.76	152.78
PP	143.15	143.15	143.15	144.34
S1	138.41	138.41	144.56	140.78
S2	131.15	131.15	143.46
S3	119.15	126.41	142.36
S4	107.15	114.41	139.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147.90	129.90	18.00	13.8%	7.03	5.4%	2%	False	True	129,339
10	147.90	129.90	18.00	13.8%	5.93	4.6%	2%	False	True	114,562
20	147.90	129.90	18.00	13.8%	5.31	4.1%	2%	False	True	91,228
40	147.90	122.27	25.63	19.7%	5.16	4.0%	31%	False	False	75,267
60	147.90	108.40	39.50	30.3%	4.59	3.5%	55%	False	False	56,956
80	147.90	97.93	49.97	38.4%	4.12	3.2%	65%	False	False	45,008
100	147.90	96.72	51.18	39.3%	3.85	3.0%	65%	False	False	37,413
120	147.90	86.44	61.46	47.2%	3.49	2.7%	71%	False	False	31,752

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.86
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	169.43
2.618	157.14
1.618	149.61
1.000	144.96
0.618	142.08
HIGH	137.43
0.618	134.55
0.500	133.67
0.382	132.78
LOW	129.90
0.618	125.25
1.000	122.37
1.618	117.72
2.618	110.19
4.250	97.90

Fisher Pivots for day following 17-Jul-2008
Pivot	1 day	3 day
R1	133.67	138.65
PP	132.50	135.83
S1	131.34	133.00

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

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