NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Dec-2006 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Dec-2006 | 06-Dec-2006 | Change | Change % | Previous Week |  
                        | Open | 66.440 | 65.940 | -0.500 | -0.8% | 64.330 |  
                        | High | 66.440 | 65.940 | -0.500 | -0.8% | 67.460 |  
                        | Low | 66.440 | 65.940 | -0.500 | -0.8% | 64.330 |  
                        | Close | 66.440 | 65.940 | -0.500 | -0.8% | 67.460 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.781 | 0.761 | -0.020 | -2.6% | 0.000 |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 06-Dec-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 65.940 | 65.940 | 65.940 |  |  
                | R3 | 65.940 | 65.940 | 65.940 |  |  
                | R2 | 65.940 | 65.940 | 65.940 |  |  
                | R1 | 65.940 | 65.940 | 65.940 | 65.940 |  
                | PP | 65.940 | 65.940 | 65.940 | 65.940 |  
                | S1 | 65.940 | 65.940 | 65.940 | 65.940 |  
                | S2 | 65.940 | 65.940 | 65.940 |  |  
                | S3 | 65.940 | 65.940 | 65.940 |  |  
                | S4 | 65.940 | 65.940 | 65.940 |  |  | 
        
            | 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 | 65.940 | 1.520 | 2.3% | 0.000 | 0.0% | 0% | False | True |  |  
                | 10 | 67.460 | 63.620 | 3.840 | 5.8% | 0.000 | 0.0% | 60% | False | False |  |  
                | 20 | 67.460 | 62.850 | 4.610 | 7.0% | 0.000 | 0.0% | 67% | False | False |  |  
                | 40 | 67.460 | 62.850 | 4.610 | 7.0% | 0.000 | 0.0% | 67% | False | False |  |  
                | 60 | 68.950 | 62.850 | 6.100 | 9.3% | 0.000 | 0.0% | 51% | False | False |  |  
                | 80 | 77.950 | 62.850 | 15.100 | 22.9% | 0.000 | 0.0% | 20% | False | False |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 65.940 |  
            | 2.618 | 65.940 |  
            | 1.618 | 65.940 |  
            | 1.000 | 65.940 |  
            | 0.618 | 65.940 |  
            | HIGH | 65.940 |  
            | 0.618 | 65.940 |  
            | 0.500 | 65.940 |  
            | 0.382 | 65.940 |  
            | LOW | 65.940 |  
            | 0.618 | 65.940 |  
            | 1.000 | 65.940 |  
            | 1.618 | 65.940 |  
            | 2.618 | 65.940 |  
            | 4.250 | 65.940 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Dec-2006 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 65.940 | 66.295 |  
                                | PP | 65.940 | 66.177 |  
                                | S1 | 65.940 | 66.058 |  |