NYMEX Light Sweet Crude Oil Future September 2008

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Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary Previous Current 07-Sep-2007 10-Sep-2007 Change Change % Previous Week Open 71.25 71.45 0.20 0.3% 70.61 High 71.45 71.45 0.00 0.0% 71.45 Low 71.25 71.45 0.20 0.3% 70.23 Close 71.61 72.06 0.45 0.6% 71.61 Range 0.20 0.00 -0.20 -100.0% 1.22 ATR Volume 161 227 66 41.0% 3,024
Daily Pivots for day following 10-Sep-2007 Classic Woodie Camarilla DeMark R4 71.65 71.86 72.06 R3 71.65 71.86 72.06 R2 71.65 71.65 72.06 R1 71.86 71.86 72.06 71.76 PP 71.65 71.65 71.65 71.60 S1 71.86 71.86 72.06 71.76 S2 71.65 71.65 72.06 S3 71.65 71.86 72.06 S4 71.65 71.86 72.06	Weekly Pivots for week ending 07-Sep-2007 Classic Woodie Camarilla DeMark R4 74.76 74.40 72.28 R3 73.54 73.18 71.95 R2 72.32 72.32 71.83 R1 71.96 71.96 71.72 72.14 PP 71.10 71.10 71.10 71.19 S1 70.74 70.74 71.50 70.92 S2 69.88 69.88 71.39 S3 68.66 69.52 71.27 S4 67.44 68.30 70.94
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 71.45 70.23 1.22 1.7% 0.19 0.3% 150% True False 650 10 71.45 69.08 2.37 3.3% 0.14 0.2% 126% True False 538
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 71.45 2.618 71.45 1.618 71.45 1.000 71.45 0.618 71.45 HIGH 71.45 0.618 71.45 0.500 71.45 0.382 71.45 LOW 71.45 0.618 71.45 1.000 71.45 1.618 71.45 2.618 71.45 4.250 71.45
Fisher Pivots for day following 10-Sep-2007 Pivot 1 day 3 day R1 71.86 71.80 PP 71.65 71.54 S1 71.45 71.28

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