NYMEX miNY Light Sweet Crude Oil Future June 2007

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Trading Metrics calculated at close of trading on 31-Jan-2007
Day Change Summary Previous Current 30-Jan-2007 31-Jan-2007 Change Change % Previous Week Open 58.550 59.600 1.050 1.8% 55.550 High 58.700 59.900 1.200 2.0% 57.600 Low 58.550 59.600 1.050 1.8% 55.200 Close 58.920 60.140 1.220 2.1% 57.590 Range 0.150 0.300 0.150 100.0% 2.400 ATR 1.202 1.186 -0.016 -1.3% 0.000 Volume 1 3 2 200.0% 33
Daily Pivots for day following 31-Jan-2007 Classic Woodie Camarilla DeMark R4 60.780 60.760 60.305 R3 60.480 60.460 60.223 R2 60.180 60.180 60.195 R1 60.160 60.160 60.168 60.170 PP 59.880 59.880 59.880 59.885 S1 59.860 59.860 60.113 59.870 S2 59.580 59.580 60.085 S3 59.280 59.560 60.058 S4 58.980 59.260 59.975	Weekly Pivots for week ending 26-Jan-2007 Classic Woodie Camarilla DeMark R4 63.997 63.193 58.910 R3 61.597 60.793 58.250 R2 59.197 59.197 58.030 R1 58.393 58.393 57.810 58.795 PP 56.797 56.797 56.797 56.998 S1 55.993 55.993 57.370 56.395 S2 54.397 54.397 57.150 S3 51.997 53.593 56.930 S4 49.597 51.193 56.270
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 59.900 56.575 3.325 5.5% 0.160 0.3% 107% True False 2 10 59.900 53.500 6.400 10.6% 0.633 1.1% 104% True False 5 20 63.650 53.100 10.550 17.5% 0.740 1.2% 67% False False 4
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 0.035 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 61.175 2.618 60.685 1.618 60.385 1.000 60.200 0.618 60.085 HIGH 59.900 0.618 59.785 0.500 59.750 0.382 59.715 LOW 59.600 0.618 59.415 1.000 59.300 1.618 59.115 2.618 58.815 4.250 58.325
Fisher Pivots for day following 31-Jan-2007 Pivot 1 day 3 day R1 60.010 59.506 PP 59.880 58.872 S1 59.750 58.238

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