NYMEX Light Sweet Crude Oil Future August 2008
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Sep-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Sep-2007 | 
                    20-Sep-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        74.90 | 
                        76.60 | 
                        1.70 | 
                        2.3% | 
                        72.19 | 
                     
                    
                        | High | 
                        74.90 | 
                        76.60 | 
                        1.70 | 
                        2.3% | 
                        73.90 | 
                     
                    
                        | Low | 
                        74.90 | 
                        76.60 | 
                        1.70 | 
                        2.3% | 
                        72.10 | 
                     
                    
                        | Close | 
                        75.58 | 
                        76.60 | 
                        1.02 | 
                        1.3% | 
                        73.68 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.37 | 
                        0.41 | 
                        0.05 | 
                        12.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        17 | 
                        112 | 
                        95 | 
                        558.8% | 
                        1,294 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Sep-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                76.60 | 
                76.60 | 
                76.60 | 
                 | 
             
            
                | R3 | 
                76.60 | 
                76.60 | 
                76.60 | 
                 | 
             
            
                | R2 | 
                76.60 | 
                76.60 | 
                76.60 | 
                 | 
             
            
                | R1 | 
                76.60 | 
                76.60 | 
                76.60 | 
                76.60 | 
             
            
                | PP | 
                76.60 | 
                76.60 | 
                76.60 | 
                76.60 | 
             
            
                | S1 | 
                76.60 | 
                76.60 | 
                76.60 | 
                76.60 | 
             
            
                | S2 | 
                76.60 | 
                76.60 | 
                76.60 | 
                 | 
             
            
                | S3 | 
                76.60 | 
                76.60 | 
                76.60 | 
                 | 
             
            
                | S4 | 
                76.60 | 
                76.60 | 
                76.60 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Sep-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                78.63 | 
                77.95 | 
                74.67 | 
                 | 
             
            
                | R3 | 
                76.83 | 
                76.15 | 
                74.18 | 
                 | 
             
            
                | R2 | 
                75.03 | 
                75.03 | 
                74.01 | 
                 | 
             
            
                | R1 | 
                74.35 | 
                74.35 | 
                73.85 | 
                74.69 | 
             
            
                | PP | 
                73.23 | 
                73.23 | 
                73.23 | 
                73.40 | 
             
            
                | S1 | 
                72.55 | 
                72.55 | 
                73.52 | 
                72.89 | 
             
            
                | S2 | 
                71.43 | 
                71.43 | 
                73.35 | 
                 | 
             
            
                | S3 | 
                69.63 | 
                70.75 | 
                73.19 | 
                 | 
             
            
                | S4 | 
                67.83 | 
                68.95 | 
                72.69 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            76.60 | 
         
        
            | 
2.618             | 
            76.60 | 
         
        
            | 
1.618             | 
            76.60 | 
         
        
            | 
1.000             | 
            76.60 | 
         
        
            | 
0.618             | 
            76.60 | 
         
        
            | 
HIGH             | 
            76.60 | 
         
        
            | 
0.618             | 
            76.60 | 
         
        
            | 
0.500             | 
            76.60 | 
         
        
            | 
0.382             | 
            76.60 | 
         
        
            | 
LOW             | 
            76.60 | 
         
        
            | 
0.618             | 
            76.60 | 
         
        
            | 
1.000             | 
            76.60 | 
         
        
            | 
1.618             | 
            76.60 | 
         
        
            | 
2.618             | 
            76.60 | 
         
        
            | 
4.250             | 
            76.60 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Sep-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                76.60 | 
                                76.30 | 
                             
                            
                                | PP | 
                                76.60 | 
                                76.00 | 
                             
                            
                                | S1 | 
                                76.60 | 
                                75.70 | 
                             
             
         |