NYMEX miNY Light Sweet Crude Oil Future September 2007

Trading Metrics calculated at close of trading on 27-Jul-2007

Day Change Summary
	Previous	Current
	26-Jul-2007	27-Jul-2007	Change	Change %	Previous Week
Open	76.200	74.825	-1.375	-1.8%	75.675
High	77.250	77.125	-0.125	-0.2%	77.250
Low	74.600	74.700	0.100	0.1%	72.900
Close	74.950	77.020	2.070	2.8%	77.020
Range	2.650	2.425	-0.225	-8.5%	4.350
ATR	1.539	1.602	0.063	4.1%	0.000
Volume	16,519	21,910	5,391	32.6%	74,623

Daily Pivots for day following 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	83.557	82.713	78.354
R3	81.132	80.288	77.687
R2	78.707	78.707	77.465
R1	77.863	77.863	77.242	78.285
PP	76.282	76.282	76.282	76.493
S1	75.438	75.438	76.798	75.860
S2	73.857	73.857	76.575
S3	71.432	73.013	76.353
S4	69.007	70.588	75.686

Weekly Pivots for week ending 27-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	88.773	87.247	79.413
R3	84.423	82.897	78.216
R2	80.073	80.073	77.818
R1	78.547	78.547	77.419	79.310
PP	75.723	75.723	75.723	76.105
S1	74.197	74.197	76.621	74.960
S2	71.373	71.373	76.223
S3	67.023	69.847	75.824
S4	62.673	65.497	74.628

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	5.6%	2.320	3.0%	95%	False	False	14,924
10	77.250	72.900	4.350	5.6%	1.783	2.3%	95%	False	False	11,104
20	77.250	70.050	7.200	9.3%	1.513	2.0%	97%	False	False	6,173
40	77.250	66.300	10.950	14.2%	1.334	1.7%	98%	False	False	3,223
60	77.250	64.550	12.700	16.5%	1.000	1.3%	98%	False	False	2,152
80	77.250	64.550	12.700	16.5%	0.771	1.0%	98%	False	False	1,615
100	77.250	62.840	14.410	18.7%	0.627	0.8%	98%	False	False	1,293
120	77.250	60.960	16.290	21.2%	0.524	0.7%	99%	False	False	1,078

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.348
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	87.431
2.618	83.474
1.618	81.049
1.000	79.550
0.618	78.624
HIGH	77.125
0.618	76.199
0.500	75.913
0.382	75.626
LOW	74.700
0.618	73.201
1.000	72.275
1.618	70.776
2.618	68.351
4.250	64.394

Fisher Pivots for day following 27-Jul-2007
Pivot	1 day	3 day
R1	76.651	76.405
PP	76.282	75.790
S1	75.913	75.175

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

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