NYMEX miNY Light Sweet Crude Oil Future May 2007

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Trading Metrics calculated at close of trading on 21-Sep-2006
Day Change Summary Previous Current 20-Sep-2006 21-Sep-2006 Change Change % Previous Week Open 65.160 65.610 0.450 0.7% 70.360 High 65.160 65.610 0.450 0.7% 70.360 Low 65.160 65.610 0.450 0.7% 68.340 Close 65.160 65.610 0.450 0.7% 68.340 Range ATR 0.766 0.743 -0.023 -2.9% 0.000 Volume
Daily Pivots for day following 21-Sep-2006 Classic Woodie Camarilla DeMark R4 65.610 65.610 65.610 R3 65.610 65.610 65.610 R2 65.610 65.610 65.610 R1 65.610 65.610 65.610 65.610 PP 65.610 65.610 65.610 65.610 S1 65.610 65.610 65.610 65.610 S2 65.610 65.610 65.610 S3 65.610 65.610 65.610 S4 65.610 65.610 65.610	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 68.640 65.160 3.480 5.3% 0.000 0.0% 13% False False 10 71.220 65.160 6.060 9.2% 0.000 0.0% 7% False False 20 76.080 65.160 10.920 16.6% 0.000 0.0% 4% False False
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 65.610 2.618 65.610 1.618 65.610 1.000 65.610 0.618 65.610 HIGH 65.610 0.618 65.610 0.500 65.610 0.382 65.610 LOW 65.610 0.618 65.610 1.000 65.610 1.618 65.610 2.618 65.610 4.250 65.610
Fisher Pivots for day following 21-Sep-2006 Pivot 1 day 3 day R1 65.610 65.905 PP 65.610 65.807 S1 65.610 65.708

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