NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 21-Jul-2008

Day Change Summary
	Previous	Current
	18-Jul-2008	21-Jul-2008	Change	Change %	Previous Week
Open	130.25	129.50	-0.75	-0.6%	145.35
High	132.86	132.75	-0.11	-0.1%	147.40
Low	128.95	129.12	0.17	0.1%	128.95
Close	129.47	131.82	2.35	1.8%	129.47
Range	3.91	3.63	-0.28	-7.2%	18.45
ATR	5.41	5.28	-0.13	-2.3%	0.00
Volume	194,420	179,837	-14,583	-7.5%	739,902

Daily Pivots for day following 21-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	142.12	140.60	133.82
R3	138.49	136.97	132.82
R2	134.86	134.86	132.49
R1	133.34	133.34	132.15	134.10
PP	131.23	131.23	131.23	131.61
S1	129.71	129.71	131.49	130.47
S2	127.60	127.60	131.15
S3	123.97	126.08	130.82
S4	120.34	122.45	129.82

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	190.62	178.50	139.62
R3	172.17	160.05	134.54
R2	153.72	153.72	132.85
R1	141.60	141.60	131.16	138.44
PP	135.27	135.27	135.27	133.69
S1	123.15	123.15	127.78	119.99
S2	116.82	116.82	126.09
S3	98.37	104.70	124.40
S4	79.92	86.25	119.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	147.40	128.95	18.45	14.0%	6.61	5.0%	16%	False	False	157,775
10	147.90	128.95	18.95	14.4%	5.94	4.5%	15%	False	False	137,961
20	147.90	128.95	18.95	14.4%	5.11	3.9%	15%	False	False	104,223
40	147.90	122.27	25.63	19.4%	5.13	3.9%	37%	False	False	81,202
60	147.90	108.40	39.50	30.0%	4.58	3.5%	59%	False	False	62,751
80	147.90	97.93	49.97	37.9%	4.16	3.2%	68%	False	False	49,441
100	147.90	96.72	51.18	38.8%	3.87	2.9%	69%	False	False	41,041
120	147.90	86.44	61.46	46.6%	3.52	2.7%	74%	False	False	34,833

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.92
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	148.18
2.618	142.25
1.618	138.62
1.000	136.38
0.618	134.99
HIGH	132.75
0.618	131.36
0.500	130.94
0.382	130.51
LOW	129.12
0.618	126.88
1.000	125.49
1.618	123.25
2.618	119.62
4.250	113.69

Fisher Pivots for day following 21-Jul-2008
Pivot	1 day	3 day
R1	131.53	133.19
PP	131.23	132.73
S1	130.94	132.28

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

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