NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jan-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Jan-2007 | 
                    09-Jan-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        59.260 | 
                        57.500 | 
                        -1.760 | 
                        -3.0% | 
                        61.050 | 
                     
                    
                        | High | 
                        59.260 | 
                        57.500 | 
                        -1.760 | 
                        -3.0% | 
                        61.050 | 
                     
                    
                        | Low | 
                        59.260 | 
                        57.500 | 
                        -1.760 | 
                        -3.0% | 
                        58.380 | 
                     
                    
                        | Close | 
                        59.260 | 
                        58.690 | 
                        -0.570 | 
                        -1.0% | 
                        59.180 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.893 | 
                        0.955 | 
                        0.062 | 
                        6.9% | 
                        0.000 | 
                     
                    
                        | Volume | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Jan-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                57.897 | 
                58.293 | 
                58.690 | 
                 | 
             
            
                | R3 | 
                57.897 | 
                58.293 | 
                58.690 | 
                 | 
             
            
                | R2 | 
                57.897 | 
                57.897 | 
                58.690 | 
                 | 
             
            
                | R1 | 
                58.293 | 
                58.293 | 
                58.690 | 
                58.095 | 
             
            
                | PP | 
                57.897 | 
                57.897 | 
                57.897 | 
                57.798 | 
             
            
                | S1 | 
                58.293 | 
                58.293 | 
                58.690 | 
                58.095 | 
             
            
                | S2 | 
                57.897 | 
                57.897 | 
                58.690 | 
                 | 
             
            
                | S3 | 
                57.897 | 
                58.293 | 
                58.690 | 
                 | 
             
            
                | S4 | 
                57.897 | 
                58.293 | 
                58.690 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Jan-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                67.547 | 
                66.033 | 
                60.649 | 
                 | 
             
            
                | R3 | 
                64.877 | 
                63.363 | 
                59.914 | 
                 | 
             
            
                | R2 | 
                62.207 | 
                62.207 | 
                59.670 | 
                 | 
             
            
                | R1 | 
                60.693 | 
                60.693 | 
                59.425 | 
                60.115 | 
             
            
                | PP | 
                59.537 | 
                59.537 | 
                59.537 | 
                59.248 | 
             
            
                | S1 | 
                58.023 | 
                58.023 | 
                58.935 | 
                57.445 | 
             
            
                | S2 | 
                56.867 | 
                56.867 | 
                58.691 | 
                 | 
             
            
                | S3 | 
                54.197 | 
                55.353 | 
                58.446 | 
                 | 
             
            
                | S4 | 
                51.527 | 
                52.683 | 
                57.712 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                61.050 | 
                57.500 | 
                3.550 | 
                6.0% | 
                0.000 | 
                0.0% | 
                34% | 
                False | 
                True | 
                 | 
                 
                
                | 10 | 
                65.110 | 
                57.500 | 
                7.610 | 
                13.0% | 
                0.000 | 
                0.0% | 
                16% | 
                False | 
                True | 
                 | 
                 
                
                | 20 | 
                66.120 | 
                57.500 | 
                8.620 | 
                14.7% | 
                0.000 | 
                0.0% | 
                14% | 
                False | 
                True | 
                 | 
                 
                
                | 40 | 
                67.460 | 
                57.500 | 
                9.960 | 
                17.0% | 
                0.000 | 
                0.0% | 
                12% | 
                False | 
                True | 
                 | 
                 
                
                | 60 | 
                67.460 | 
                57.500 | 
                9.960 | 
                17.0% | 
                0.000 | 
                0.0% | 
                12% | 
                False | 
                True | 
                 | 
                 
                
                | 80 | 
                68.950 | 
                57.500 | 
                11.450 | 
                19.5% | 
                0.000 | 
                0.0% | 
                10% | 
                False | 
                True | 
                 | 
                 
                
                | 100 | 
                77.300 | 
                57.500 | 
                19.800 | 
                33.7% | 
                0.000 | 
                0.0% | 
                6% | 
                False | 
                True | 
                 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            57.500 | 
         
        
            | 
2.618             | 
            57.500 | 
         
        
            | 
1.618             | 
            57.500 | 
         
        
            | 
1.000             | 
            57.500 | 
         
        
            | 
0.618             | 
            57.500 | 
         
        
            | 
HIGH             | 
            57.500 | 
         
        
            | 
0.618             | 
            57.500 | 
         
        
            | 
0.500             | 
            57.500 | 
         
        
            | 
0.382             | 
            57.500 | 
         
        
            | 
LOW             | 
            57.500 | 
         
        
            | 
0.618             | 
            57.500 | 
         
        
            | 
1.000             | 
            57.500 | 
         
        
            | 
1.618             | 
            57.500 | 
         
        
            | 
2.618             | 
            57.500 | 
         
        
            | 
4.250             | 
            57.500 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Jan-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                58.293 | 
                                58.587 | 
                             
                            
                                | PP | 
                                57.897 | 
                                58.483 | 
                             
                            
                                | S1 | 
                                57.500 | 
                                58.380 | 
                             
             
         |