NYMEX Light Sweet Crude Oil Future September 2008

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

Day Change Summary
	Previous	Current
	22-Jul-2008	23-Jul-2008	Change	Change %	Previous Week
Open	131.98	128.50	-3.48	-2.6%	145.35
High	132.90	128.70	-4.20	-3.2%	147.40
Low	126.37	124.12	-2.25	-1.8%	128.95
Close	128.42	124.44	-3.98	-3.1%	129.47
Range	6.53	4.58	-1.95	-29.9%	18.45
ATR	5.37	5.31	-0.06	-1.0%	0.00
Volume	247,598	293,435	45,837	18.5%	739,902

Daily Pivots for day following 23-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	139.49	136.55	126.96
R3	134.91	131.97	125.70
R2	130.33	130.33	125.28
R1	127.39	127.39	124.86	126.57
PP	125.75	125.75	125.75	125.35
S1	122.81	122.81	124.02	121.99
S2	121.17	121.17	123.60
S3	116.59	118.23	123.18
S4	112.01	113.65	121.92

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	137.43	124.12	13.31	10.7%	5.24	4.2%	2%	False	True	212,576
10	147.90	124.12	23.78	19.1%	6.03	4.8%	1%	False	True	168,084
20	147.90	124.12	23.78	19.1%	5.33	4.3%	1%	False	True	124,966
40	147.90	122.27	25.63	20.6%	5.26	4.2%	8%	False	False	91,591
60	147.90	108.40	39.50	31.7%	4.69	3.8%	41%	False	False	71,244
80	147.90	98.00	49.90	40.1%	4.18	3.4%	53%	False	False	55,986
100	147.90	96.72	51.18	41.1%	3.96	3.2%	54%	False	False	46,366
120	147.90	86.44	61.46	49.4%	3.59	2.9%	62%	False	False	39,318

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	0.89
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	148.17
2.618	140.69
1.618	136.11
1.000	133.28
0.618	131.53
HIGH	128.70
0.618	126.95
0.500	126.41
0.382	125.87
LOW	124.12
0.618	121.29
1.000	119.54
1.618	116.71
2.618	112.13
4.250	104.66

Fisher Pivots for day following 23-Jul-2008
Pivot	1 day	3 day
R1	126.41	128.51
PP	125.75	127.15
S1	125.10	125.80

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

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