NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Dec-2006 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Nov-2006 | 
                    01-Dec-2006 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        66.880 | 
                        67.460 | 
                        0.580 | 
                        0.9% | 
                        64.330 | 
                     
                    
                        | High | 
                        66.880 | 
                        67.460 | 
                        0.580 | 
                        0.9% | 
                        67.460 | 
                     
                    
                        | Low | 
                        66.880 | 
                        67.460 | 
                        0.580 | 
                        0.9% | 
                        64.330 | 
                     
                    
                        | Close | 
                        66.880 | 
                        67.460 | 
                        0.580 | 
                        0.9% | 
                        67.460 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.845 | 
                        0.826 | 
                        -0.019 | 
                        -2.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Dec-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                67.460 | 
                67.460 | 
                67.460 | 
                 | 
             
            
                | R3 | 
                67.460 | 
                67.460 | 
                67.460 | 
                 | 
             
            
                | R2 | 
                67.460 | 
                67.460 | 
                67.460 | 
                 | 
             
            
                | R1 | 
                67.460 | 
                67.460 | 
                67.460 | 
                67.460 | 
             
            
                | PP | 
                67.460 | 
                67.460 | 
                67.460 | 
                67.460 | 
             
            
                | S1 | 
                67.460 | 
                67.460 | 
                67.460 | 
                67.460 | 
             
            
                | S2 | 
                67.460 | 
                67.460 | 
                67.460 | 
                 | 
             
            
                | S3 | 
                67.460 | 
                67.460 | 
                67.460 | 
                 | 
             
            
                | S4 | 
                67.460 | 
                67.460 | 
                67.460 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 01-Dec-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                75.807 | 
                74.763 | 
                69.182 | 
                 | 
             
            
                | R3 | 
                72.677 | 
                71.633 | 
                68.321 | 
                 | 
             
            
                | R2 | 
                69.547 | 
                69.547 | 
                68.034 | 
                 | 
             
            
                | R1 | 
                68.503 | 
                68.503 | 
                67.747 | 
                69.025 | 
             
            
                | PP | 
                66.417 | 
                66.417 | 
                66.417 | 
                66.678 | 
             
            
                | S1 | 
                65.373 | 
                65.373 | 
                67.173 | 
                65.895 | 
             
            
                | S2 | 
                63.287 | 
                63.287 | 
                66.886 | 
                 | 
             
            
                | S3 | 
                60.157 | 
                62.243 | 
                66.599 | 
                 | 
             
            
                | S4 | 
                57.027 | 
                59.113 | 
                65.739 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                67.460 | 
                64.330 | 
                3.130 | 
                4.6% | 
                0.000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                 | 
                 
                
                | 10 | 
                67.460 | 
                62.850 | 
                4.610 | 
                6.8% | 
                0.000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                 | 
                 
                
                | 20 | 
                67.460 | 
                62.850 | 
                4.610 | 
                6.8% | 
                0.000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                 | 
                 
                
                | 40 | 
                67.460 | 
                62.850 | 
                4.610 | 
                6.8% | 
                0.000 | 
                0.0% | 
                100% | 
                True | 
                False | 
                 | 
                 
                
                | 60 | 
                72.220 | 
                62.850 | 
                9.370 | 
                13.9% | 
                0.000 | 
                0.0% | 
                49% | 
                False | 
                False | 
                 | 
                 
                
                | 80 | 
                79.630 | 
                62.850 | 
                16.780 | 
                24.9% | 
                0.000 | 
                0.0% | 
                27% | 
                False | 
                False | 
                 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            67.460 | 
         
        
            | 
2.618             | 
            67.460 | 
         
        
            | 
1.618             | 
            67.460 | 
         
        
            | 
1.000             | 
            67.460 | 
         
        
            | 
0.618             | 
            67.460 | 
         
        
            | 
HIGH             | 
            67.460 | 
         
        
            | 
0.618             | 
            67.460 | 
         
        
            | 
0.500             | 
            67.460 | 
         
        
            | 
0.382             | 
            67.460 | 
         
        
            | 
LOW             | 
            67.460 | 
         
        
            | 
0.618             | 
            67.460 | 
         
        
            | 
1.000             | 
            67.460 | 
         
        
            | 
1.618             | 
            67.460 | 
         
        
            | 
2.618             | 
            67.460 | 
         
        
            | 
4.250             | 
            67.460 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Dec-2006 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                67.460 | 
                                67.233 | 
                             
                            
                                | PP | 
                                67.460 | 
                                67.007 | 
                             
                            
                                | S1 | 
                                67.460 | 
                                66.780 | 
                             
             
         |