An oil producer expects to have $8,000$ barrels of oil to sell in $10$ months. How can the producer use forward contracts to create a perfect hedge if each forward contract is written on $1,000$ oil barrels and matures in $10$ months? Assume the forward price for each barrel of oil today for delivery in $10$ months is $$80,$ the spot price of a barrel of oil today is $$79$ dollars and the spot price of a barrel of oil in $10$ months is $$82$ dollars. What net price does the oil producer receive for each barrel of oil in $10$ months?