NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Nov-2006 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Nov-2006 | 20-Nov-2006 | Change | Change % | Previous Week |  
                        | Open | 63.390 | 63.240 | -0.150 | -0.2% | 64.400 |  
                        | High | 63.390 | 63.240 | -0.150 | -0.2% | 64.620 |  
                        | Low | 63.390 | 63.240 | -0.150 | -0.2% | 62.850 |  
                        | Close | 63.390 | 63.240 | -0.150 | -0.2% | 63.390 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.900 | 0.847 | -0.054 | -6.0% | 0.000 |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 20-Nov-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 63.240 | 63.240 | 63.240 |  |  
                | R3 | 63.240 | 63.240 | 63.240 |  |  
                | R2 | 63.240 | 63.240 | 63.240 |  |  
                | R1 | 63.240 | 63.240 | 63.240 | 63.240 |  
                | PP | 63.240 | 63.240 | 63.240 | 63.240 |  
                | S1 | 63.240 | 63.240 | 63.240 | 63.240 |  
                | S2 | 63.240 | 63.240 | 63.240 |  |  
                | S3 | 63.240 | 63.240 | 63.240 |  |  
                | S4 | 63.240 | 63.240 | 63.240 |  |  | 
        
            | Weekly Pivots for week ending 17-Nov-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 68.930 | 67.930 | 64.364 |  |  
                | R3 | 67.160 | 66.160 | 63.877 |  |  
                | R2 | 65.390 | 65.390 | 63.715 |  |  
                | R1 | 64.390 | 64.390 | 63.552 | 64.005 |  
                | PP | 63.620 | 63.620 | 63.620 | 63.428 |  
                | S1 | 62.620 | 62.620 | 63.228 | 62.235 |  
                | S2 | 61.850 | 61.850 | 63.066 |  |  
                | S3 | 60.080 | 60.850 | 62.903 |  |  
                | S4 | 58.310 | 59.080 | 62.417 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 63.240 |  
            | 2.618 | 63.240 |  
            | 1.618 | 63.240 |  
            | 1.000 | 63.240 |  
            | 0.618 | 63.240 |  
            | HIGH | 63.240 |  
            | 0.618 | 63.240 |  
            | 0.500 | 63.240 |  
            | 0.382 | 63.240 |  
            | LOW | 63.240 |  
            | 0.618 | 63.240 |  
            | 1.000 | 63.240 |  
            | 1.618 | 63.240 |  
            | 2.618 | 63.240 |  
            | 4.250 | 63.240 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Nov-2006 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 63.240 | 63.200 |  
                                | PP | 63.240 | 63.160 |  
                                | S1 | 63.240 | 63.120 |  |