NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 28-Jul-2008

Day Change Summary
	Previous	Current
	25-Jul-2008	28-Jul-2008	Change	Change %	Previous Week
Open	125.60	123.41	-2.19	-1.7%	129.50
High	126.51	125.22	-1.29	-1.0%	132.90
Low	122.50	122.63	0.13	0.1%	122.50
Close	123.26	124.73	1.47	1.2%	123.26
Range	4.01	2.59	-1.42	-35.4%	10.40
ATR	5.06	4.89	-0.18	-3.5%	0.00
Volume	267,709	217,950	-49,759	-18.6%	1,281,779

Daily Pivots for day following 28-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	131.96	130.94	126.15
R3	129.37	128.35	125.44
R2	126.78	126.78	125.20
R1	125.76	125.76	124.97	126.27
PP	124.19	124.19	124.19	124.45
S1	123.17	123.17	124.49	123.68
S2	121.60	121.60	124.26
S3	119.01	120.58	124.02
S4	116.42	117.99	123.31

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	157.42	150.74	128.98
R3	147.02	140.34	126.12
R2	136.62	136.62	125.17
R1	129.94	129.94	124.21	128.08
PP	126.22	126.22	126.22	125.29
S1	119.54	119.54	122.31	117.68
S2	115.82	115.82	121.35
S3	105.42	109.14	120.40
S4	95.02	98.74	117.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132.90	122.50	10.40	8.3%	4.13	3.3%	21%	False	False	263,978
10	147.40	122.50	24.90	20.0%	5.37	4.3%	9%	False	False	210,877
20	147.90	122.50	25.40	20.4%	4.98	4.0%	9%	False	False	152,845
40	147.90	122.27	25.63	20.5%	5.12	4.1%	10%	False	False	107,141
60	147.90	114.22	33.68	27.0%	4.64	3.7%	31%	False	False	83,335
80	147.90	104.18	43.72	35.1%	4.18	3.4%	47%	False	False	65,383
100	147.90	96.72	51.18	41.0%	3.97	3.2%	55%	False	False	53,970
120	147.90	88.59	59.31	47.6%	3.64	2.9%	61%	False	False	45,765

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.94
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	136.23
2.618	132.00
1.618	129.41
1.000	127.81
0.618	126.82
HIGH	125.22
0.618	124.23
0.500	123.93
0.382	123.62
LOW	122.63
0.618	121.03
1.000	120.04
1.618	118.44
2.618	115.85
4.250	111.62

Fisher Pivots for day following 28-Jul-2008
Pivot	1 day	3 day
R1	124.46	124.66
PP	124.19	124.58
S1	123.93	124.51

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

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