NYMEX miNY Light Sweet Crude Oil Future September 2007

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Trading Metrics calculated at close of trading on 29-May-2007
Day Change Summary Previous Current 25-May-2007 29-May-2007 Change Change % Previous Week Open 67.350 66.000 -1.350 -2.0% 67.850 High 67.475 66.000 -1.475 -2.2% 68.000 Low 67.200 65.725 -1.475 -2.2% 66.550 Close 67.530 65.360 -2.170 -3.2% 67.530 Range 0.275 0.275 0.000 0.0% 1.450 ATR 0.706 0.785 0.078 11.1% 0.000 Volume 17 9 -8 -47.1% 30
Daily Pivots for day following 29-May-2007 Classic Woodie Camarilla DeMark R4 66.520 66.215 65.511 R3 66.245 65.940 65.436 R2 65.970 65.970 65.410 R1 65.665 65.665 65.385 65.680 PP 65.695 65.695 65.695 65.703 S1 65.390 65.390 65.335 65.405 S2 65.420 65.420 65.310 S3 65.145 65.115 65.284 S4 64.870 64.840 65.209	Weekly Pivots for week ending 25-May-2007 Classic Woodie Camarilla DeMark R4 71.710 71.070 68.328 R3 70.260 69.620 67.929 R2 68.810 68.810 67.796 R1 68.170 68.170 67.663 67.765 PP 67.360 67.360 67.360 67.158 S1 66.720 66.720 67.397 66.315 S2 65.910 65.910 67.264 S3 64.460 65.270 67.131 S4 63.010 63.820 66.733
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 68.000 65.725 2.275 3.5% 0.495 0.8% -16% False True 7 10 68.050 65.725 2.325 3.6% 0.423 0.6% -16% False True 6 20 68.050 65.125 2.925 4.5% 0.240 0.4% 8% False False 4 40 69.370 65.125 4.245 6.5% 0.151 0.2% 6% False False 6 60 69.575 62.840 6.735 10.3% 0.118 0.2% 37% False False 4
Crabel Price Patterns NR False 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 0.020	Fibonacci Retracements and Extensions 4.250 67.169 2.618 66.720 1.618 66.445 1.000 66.275 0.618 66.170 HIGH 66.000 0.618 65.895 0.500 65.863 0.382 65.830 LOW 65.725 0.618 65.555 1.000 65.450 1.618 65.280 2.618 65.005 4.250 64.556
Fisher Pivots for day following 29-May-2007 Pivot 1 day 3 day R1 65.863 66.863 PP 65.695 66.362 S1 65.528 65.861

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