NYMEX Light Sweet Crude Oil Future August 2008

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Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary Previous Current 26-Sep-2007 27-Sep-2007 Change Change % Previous Week Open 74.82 76.83 2.01 2.7% 74.12 High 75.89 76.83 0.94 1.2% 77.15 Low 74.82 76.83 2.01 2.7% 74.12 Close 75.41 76.83 1.42 1.9% 77.15 Range 1.07 0.00 -1.07 -100.0% 3.03 ATR 0.52 0.59 0.06 12.3% 0.00 Volume 841 402 -439 -52.2% 4,824
Daily Pivots for day following 27-Sep-2007 Classic Woodie Camarilla DeMark R4 76.83 76.83 76.83 R3 76.83 76.83 76.83 R2 76.83 76.83 76.83 R1 76.83 76.83 76.83 76.83 PP 76.83 76.83 76.83 76.83 S1 76.83 76.83 76.83 76.83 S2 76.83 76.83 76.83 S3 76.83 76.83 76.83 S4 76.83 76.83 76.83	Weekly Pivots for week ending 21-Sep-2007 Classic Woodie Camarilla DeMark R4 85.23 84.22 78.82 R3 82.20 81.19 77.98 R2 79.17 79.17 77.71 R1 78.16 78.16 77.43 78.67 PP 76.14 76.14 76.14 76.39 S1 75.13 75.13 76.87 75.64 S2 73.11 73.11 76.59 S3 70.08 72.10 76.32 S4 67.05 69.07 75.48
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 77.34 74.82 2.52 3.3% 0.21 0.3% 80% False False 751 10 77.34 73.90 3.44 4.5% 0.11 0.1% 85% False False 721 20 77.34 69.56 7.78 10.1% 0.08 0.1% 93% False False 603
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 0.00 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 76.83 2.618 76.83 1.618 76.83 1.000 76.83 0.618 76.83 HIGH 76.83 0.618 76.83 0.500 76.83 0.382 76.83 LOW 76.83 0.618 76.83 1.000 76.83 1.618 76.83 2.618 76.83 4.250 76.83
Fisher Pivots for day following 27-Sep-2007 Pivot 1 day 3 day R1 76.83 76.50 PP 76.83 76.16 S1 76.83 75.83

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