NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Aug-2006 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-Aug-2006 | 28-Aug-2006 | Change | Change % | Previous Week |  
                        | Open | 76.080 | 74.840 | -1.240 | -1.6% | 76.750 |  
                        | High | 76.080 | 74.840 | -1.240 | -1.6% | 76.750 |  
                        | Low | 76.080 | 74.840 | -1.240 | -1.6% | 75.760 |  
                        | Close | 76.080 | 74.840 | -1.240 | -1.6% | 76.080 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.633 | 0.677 | 0.043 | 6.8% | 0.000 |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 28-Aug-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 74.840 | 74.840 | 74.840 |  |  
                | R3 | 74.840 | 74.840 | 74.840 |  |  
                | R2 | 74.840 | 74.840 | 74.840 |  |  
                | R1 | 74.840 | 74.840 | 74.840 | 74.840 |  
                | PP | 74.840 | 74.840 | 74.840 | 74.840 |  
                | S1 | 74.840 | 74.840 | 74.840 | 74.840 |  
                | S2 | 74.840 | 74.840 | 74.840 |  |  
                | S3 | 74.840 | 74.840 | 74.840 |  |  
                | S4 | 74.840 | 74.840 | 74.840 |  |  | 
        
            | Weekly Pivots for week ending 25-Aug-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 79.167 | 78.613 | 76.625 |  |  
                | R3 | 78.177 | 77.623 | 76.352 |  |  
                | R2 | 77.187 | 77.187 | 76.262 |  |  
                | R1 | 76.633 | 76.633 | 76.171 | 76.415 |  
                | PP | 76.197 | 76.197 | 76.197 | 76.088 |  
                | S1 | 75.643 | 75.643 | 75.989 | 75.425 |  
                | S2 | 75.207 | 75.207 | 75.899 |  |  
                | S3 | 74.217 | 74.653 | 75.808 |  |  
                | S4 | 73.227 | 73.663 | 75.536 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 74.840 |  
            | 2.618 | 74.840 |  
            | 1.618 | 74.840 |  
            | 1.000 | 74.840 |  
            | 0.618 | 74.840 |  
            | HIGH | 74.840 |  
            | 0.618 | 74.840 |  
            | 0.500 | 74.840 |  
            | 0.382 | 74.840 |  
            | LOW | 74.840 |  
            | 0.618 | 74.840 |  
            | 1.000 | 74.840 |  
            | 1.618 | 74.840 |  
            | 2.618 | 74.840 |  
            | 4.250 | 74.840 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Aug-2006 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 74.840 | 75.460 |  
                                | PP | 74.840 | 75.253 |  
                                | S1 | 74.840 | 75.047 |  |