NYMEX miNY Light Sweet Crude Oil Future September 2007

Trading Metrics calculated at close of trading on 20-Jul-2007

Day Change Summary
	Previous	Current
	19-Jul-2007	20-Jul-2007	Change	Change %	Previous Week
Open	75.300	76.100	0.800	1.1%	74.225
High	76.175	76.400	0.225	0.3%	76.400
Low	74.900	75.400	0.500	0.7%	73.675
Close	76.070	75.790	-0.280	-0.4%	75.790
Range	1.275	1.000	-0.275	-21.6%	2.725
ATR	1.272	1.253	-0.019	-1.5%	0.000
Volume	9,157	13,011	3,854	42.1%	36,426

Daily Pivots for day following 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	78.863	78.327	76.340
R3	77.863	77.327	76.065
R2	76.863	76.863	75.973
R1	76.327	76.327	75.882	76.095
PP	75.863	75.863	75.863	75.748
S1	75.327	75.327	75.698	75.095
S2	74.863	74.863	75.607
S3	73.863	74.327	75.515
S4	72.863	73.327	75.240

Weekly Pivots for week ending 20-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	83.463	82.352	77.289
R3	80.738	79.627	76.539
R2	78.013	78.013	76.290
R1	76.902	76.902	76.040	77.458
PP	75.288	75.288	75.288	75.566
S1	74.177	74.177	75.540	74.733
S2	72.563	72.563	75.290
S3	69.838	71.452	75.041
S4	67.113	68.727	74.291

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.400	73.675	2.725	3.6%	1.245	1.6%	78%	True	False	7,285
10	76.400	72.025	4.375	5.8%	1.293	1.7%	86%	True	False	4,354
20	76.400	67.600	8.800	11.6%	1.335	1.8%	93%	True	False	2,639
40	76.400	64.550	11.850	15.6%	1.115	1.5%	95%	True	False	1,361
60	76.400	64.550	11.850	15.6%	0.814	1.1%	95%	True	False	908
80	76.400	64.550	11.850	15.6%	0.638	0.8%	95%	True	False	683
100	76.400	62.840	13.560	17.9%	0.511	0.7%	96%	True	False	547

Crabel Price Patterns
NR	True
NR4	True
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	0.405
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	80.650
2.618	79.018
1.618	78.018
1.000	77.400
0.618	77.018
HIGH	76.400
0.618	76.018
0.500	75.900
0.382	75.782
LOW	75.400
0.618	74.782
1.000	74.400
1.618	73.782
2.618	72.782
4.250	71.150

Fisher Pivots for day following 20-Jul-2007
Pivot	1 day	3 day
R1	75.900	75.585
PP	75.863	75.380
S1	75.827	75.175

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

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