NYMEX miNY Light Sweet Crude Oil Future May 2007

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Trading Metrics calculated at close of trading on 19-Sep-2006
Day Change Summary Previous Current 18-Sep-2006 19-Sep-2006 Change Change % Previous Week Open 68.640 66.650 -1.990 -2.9% 70.360 High 68.640 66.650 -1.990 -2.9% 70.360 Low 68.640 66.650 -1.990 -2.9% 68.340 Close 68.640 66.650 -1.990 -2.9% 68.340 Range ATR 0.612 0.710 0.098 16.1% 0.000 Volume
Daily Pivots for day following 19-Sep-2006 Classic Woodie Camarilla DeMark R4 66.650 66.650 66.650 R3 66.650 66.650 66.650 R2 66.650 66.650 66.650 R1 66.650 66.650 66.650 66.650 PP 66.650 66.650 66.650 66.650 S1 66.650 66.650 66.650 66.650 S2 66.650 66.650 66.650 S3 66.650 66.650 66.650 S4 66.650 66.650 66.650	Weekly Pivots for week ending 15-Sep-2006 Classic Woodie Camarilla DeMark R4 75.073 73.727 69.451 R3 73.053 71.707 68.896 R2 71.033 71.033 68.710 R1 69.687 69.687 68.525 69.350 PP 69.013 69.013 69.013 68.845 S1 67.667 67.667 68.155 67.330 S2 66.993 66.993 67.970 S3 64.973 65.647 67.785 S4 62.953 63.627 67.229
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 68.950 66.650 2.300 3.5% 0.000 0.0% 0% False True 10 72.360 66.650 5.710 8.6% 0.000 0.0% 0% False True 20 76.620 66.650 9.970 15.0% 0.000 0.0% 0% False True
Crabel Price Patterns NR False 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 0.000	Fibonacci Retracements and Extensions 4.250 66.650 2.618 66.650 1.618 66.650 1.000 66.650 0.618 66.650 HIGH 66.650 0.618 66.650 0.500 66.650 0.382 66.650 LOW 66.650 0.618 66.650 1.000 66.650 1.618 66.650 2.618 66.650 4.250 66.650
Fisher Pivots for day following 19-Sep-2006 Pivot 1 day 3 day R1 66.650 67.645 PP 66.650 67.313 S1 66.650 66.982

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