NYMEX Light Sweet Crude Oil Future September 2008

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Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary Previous Current 21-Nov-2007 23-Nov-2007 Change Change % Previous Week Open 91.35 91.35 0.00 0.0% 87.97 High 91.35 91.35 0.00 0.0% 91.35 Low 90.50 91.35 0.85 0.9% 87.50 Close 90.64 91.53 0.89 1.0% 91.53 Range 0.85 0.00 -0.85 -100.0% 3.85 ATR 1.26 1.22 -0.04 -3.1% 0.00 Volume 305 312 7 2.3% 2,890
Daily Pivots for day following 23-Nov-2007 Classic Woodie Camarilla DeMark R4 91.41 91.47 91.53 R3 91.41 91.47 91.53 R2 91.41 91.41 91.53 R1 91.47 91.47 91.53 91.44 PP 91.41 91.41 91.41 91.40 S1 91.47 91.47 91.53 91.44 S2 91.41 91.41 91.53 S3 91.41 91.47 91.53 S4 91.41 91.47 91.53	Weekly Pivots for week ending 23-Nov-2007 Classic Woodie Camarilla DeMark R4 101.68 100.45 93.65 R3 97.83 96.60 92.59 R2 93.98 93.98 92.24 R1 92.75 92.75 91.88 93.37 PP 90.13 90.13 90.13 90.43 S1 88.90 88.90 91.18 89.52 S2 86.28 86.28 90.82 S3 82.43 85.05 90.47 S4 78.58 81.20 89.41
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 91.35 87.35 4.00 4.4% 0.48 0.5% 105% True False 729 10 91.35 85.24 6.11 6.7% 0.57 0.6% 103% True False 828 20 91.35 84.59 6.76 7.4% 0.56 0.6% 103% True False 1,650 40 91.35 74.47 16.88 18.4% 0.38 0.4% 101% True False 1,293 60 91.35 69.45 21.90 23.9% 0.28 0.3% 101% True False 1,273
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 True 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.06 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 91.35 2.618 91.35 1.618 91.35 1.000 91.35 0.618 91.35 HIGH 91.35 0.618 91.35 0.500 91.35 0.382 91.35 LOW 91.35 0.618 91.35 1.000 91.35 1.618 91.35 2.618 91.35 4.250 91.35
Fisher Pivots for day following 23-Nov-2007 Pivot 1 day 3 day R1 91.47 91.33 PP 91.41 91.13 S1 91.35 90.93

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