NYMEX Light Sweet Crude Oil Future September 2008

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	124.94	121.90	-3.04	-2.4%	129.50
High	125.85	127.39	1.54	1.2%	132.90
Low	120.42	120.80	0.38	0.3%	122.50
Close	122.19	126.77	4.58	3.7%	123.26
Range	5.43	6.59	1.16	21.4%	10.40
ATR	4.92	5.04	0.12	2.4%	0.00
Volume	197,074	263,546	66,472	33.7%	1,281,779

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	144.76	142.35	130.39
R3	138.17	135.76	128.58
R2	131.58	131.58	127.98
R1	129.17	129.17	127.37	130.38
PP	124.99	124.99	124.99	125.59
S1	122.58	122.58	126.17	123.79
S2	118.40	118.40	125.56
S3	111.81	115.99	124.96
S4	105.22	109.40	123.15

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	127.39	120.42	6.97	5.5%	4.31	3.4%	91%	True	False	247,895
10	137.43	120.42	17.01	13.4%	4.77	3.8%	37%	False	False	230,235
20	147.90	120.42	27.48	21.7%	5.19	4.1%	23%	False	False	168,553
40	147.90	120.42	27.48	21.7%	5.22	4.1%	23%	False	False	116,649
60	147.90	119.18	28.72	22.7%	4.72	3.7%	26%	False	False	90,557
80	147.90	105.39	42.51	33.5%	4.28	3.4%	50%	False	False	70,965
100	147.90	96.72	51.18	40.4%	4.04	3.2%	59%	False	False	58,463
120	147.90	91.20	56.70	44.7%	3.69	2.9%	63%	False	False	49,555

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.91
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	155.40
2.618	144.64
1.618	138.05
1.000	133.98
0.618	131.46
HIGH	127.39
0.618	124.87
0.500	124.10
0.382	123.32
LOW	120.80
0.618	116.73
1.000	114.21
1.618	110.14
2.618	103.55
4.250	92.79

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	125.88	125.82
PP	124.99	124.86
S1	124.10	123.91

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

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