NYMEX miNY Light Sweet Crude Oil Future September 2007

Trading Metrics calculated at close of trading on 26-Jul-2007

Day Change Summary
	Previous	Current
	25-Jul-2007	26-Jul-2007	Change	Change %	Previous Week
Open	73.350	76.200	2.850	3.9%	74.225
High	76.350	77.250	0.900	1.2%	76.400
Low	73.100	74.600	1.500	2.1%	73.675
Close	75.880	74.950	-0.930	-1.2%	75.790
Range	3.250	2.650	-0.600	-18.5%	2.725
ATR	1.453	1.539	0.085	5.9%	0.000
Volume	15,386	16,519	1,133	7.4%	36,426

Daily Pivots for day following 26-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	83.550	81.900	76.408
R3	80.900	79.250	75.679
R2	78.250	78.250	75.436
R1	76.600	76.600	75.193	76.100
PP	75.600	75.600	75.600	75.350
S1	73.950	73.950	74.707	73.450
S2	72.950	72.950	74.464
S3	70.300	71.300	74.221
S4	67.650	68.650	73.493

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	77.250	72.900	4.350	5.8%	2.035	2.7%	47%	True	False	13,144
10	77.250	72.625	4.625	6.2%	1.695	2.3%	50%	True	False	9,135
20	77.250	69.850	7.400	9.9%	1.464	2.0%	69%	True	False	5,125
40	77.250	65.600	11.650	15.5%	1.296	1.7%	80%	True	False	2,677
60	77.250	64.550	12.700	16.9%	0.959	1.3%	82%	True	False	1,787
80	77.250	64.550	12.700	16.9%	0.741	1.0%	82%	True	False	1,341
100	77.250	62.840	14.410	19.2%	0.603	0.8%	84%	True	False	1,074
120	77.250	60.960	16.290	21.7%	0.504	0.7%	86%	True	False	895

Crabel Price Patterns
NR	True
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	0.370
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.513
2.618	84.188
1.618	81.538
1.000	79.900
0.618	78.888
HIGH	77.250
0.618	76.238
0.500	75.925
0.382	75.612
LOW	74.600
0.618	72.962
1.000	71.950
1.618	70.312
2.618	67.662
4.250	63.338

Fisher Pivots for day following 26-Jul-2007
Pivot	1 day	3 day
R1	75.925	75.075
PP	75.600	75.033
S1	75.275	74.992

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

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