NYMEX miNY Light Sweet Crude Oil Future September 2007

Trading Metrics calculated at close of trading on 11-Jul-2007

Day Change Summary
	Previous	Current
	10-Jul-2007	11-Jul-2007	Change	Change %	Previous Week
Open	72.550	73.050	0.500	0.7%	70.950
High	73.350	73.350	0.000	0.0%	73.175
Low	72.025	72.475	0.450	0.6%	70.050
Close	73.190	72.940	-0.250	-0.3%	73.150
Range	1.325	0.875	-0.450	-34.0%	3.125
ATR	1.208	1.184	-0.024	-2.0%	0.000
Volume	1,143	1,116	-27	-2.4%	5,309

Daily Pivots for day following 11-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	75.547	75.118	73.421
R3	74.672	74.243	73.181
R2	73.797	73.797	73.100
R1	73.368	73.368	73.020	73.145
PP	72.922	72.922	72.922	72.810
S1	72.493	72.493	72.860	72.270
S2	72.047	72.047	72.780
S3	71.172	71.618	72.699
S4	70.297	70.743	72.459

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	81.500	80.450	74.869
R3	78.375	77.325	74.009
R2	75.250	75.250	73.723
R1	74.200	74.200	73.436	74.725
PP	72.125	72.125	72.125	72.388
S1	71.075	71.075	72.864	71.600
S2	69.000	69.000	72.577
S3	65.875	67.950	72.291
S4	62.750	64.825	71.431

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.375	71.100	2.275	3.1%	1.220	1.7%	81%	False	False	1,242
10	73.375	69.275	4.100	5.6%	1.178	1.6%	89%	False	False	1,031
20	73.375	67.600	5.775	7.9%	1.304	1.8%	92%	False	False	700
40	73.375	64.550	8.825	12.1%	0.966	1.3%	95%	False	False	356
60	73.375	64.550	8.825	12.1%	0.674	0.9%	95%	False	False	238
80	73.375	62.840	10.535	14.4%	0.518	0.7%	96%	False	False	180
100	73.375	61.640	11.735	16.1%	0.416	0.6%	96%	False	False	144

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.318
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	77.069
2.618	75.641
1.618	74.766
1.000	74.225
0.618	73.891
HIGH	73.350
0.618	73.016
0.500	72.913
0.382	72.809
LOW	72.475
0.618	71.934
1.000	71.600
1.618	71.059
2.618	70.184
4.250	68.756

Fisher Pivots for day following 11-Jul-2007
Pivot	1 day	3 day
R1	72.931	72.860
PP	72.922	72.780
S1	72.913	72.700

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These figures are updated between 7pm and 10pm EST after a trading day.

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