NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jan-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Jan-2007 | 11-Jan-2007 | Change | Change % | Previous Week |  
                        | Open | 56.720 | 56.000 | -0.720 | -1.3% | 61.050 |  
                        | High | 56.720 | 56.000 | -0.720 | -1.3% | 61.050 |  
                        | Low | 56.720 | 56.000 | -0.720 | -1.3% | 58.380 |  
                        | Close | 56.720 | 54.260 | -2.460 | -4.3% | 59.180 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 1.027 | 1.005 | -0.022 | -2.1% | 0.000 |  
                        | Volume | 1 | 1 | 0 | 0.0% | 0 |  | 
    
| 
        
            | Daily Pivots for day following 11-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 55.420 | 54.840 | 54.260 |  |  
                | R3 | 55.420 | 54.840 | 54.260 |  |  
                | R2 | 55.420 | 55.420 | 54.260 |  |  
                | R1 | 54.840 | 54.840 | 54.260 | 55.130 |  
                | PP | 55.420 | 55.420 | 55.420 | 55.565 |  
                | S1 | 54.840 | 54.840 | 54.260 | 55.130 |  
                | S2 | 55.420 | 55.420 | 54.260 |  |  
                | S3 | 55.420 | 54.840 | 54.260 |  |  
                | S4 | 55.420 | 54.840 | 54.260 |  |  | 
        
            | 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 | 59.260 | 56.000 | 3.260 | 6.0% | 0.000 | 0.0% | -53% | False | True |  |  
                | 10 | 63.950 | 56.000 | 7.950 | 14.7% | 0.000 | 0.0% | -22% | False | True |  |  
                | 20 | 66.120 | 56.000 | 10.120 | 18.7% | 0.000 | 0.0% | -17% | False | True |  |  
                | 40 | 67.460 | 56.000 | 11.460 | 21.1% | 0.000 | 0.0% | -15% | False | True |  |  
                | 60 | 67.460 | 56.000 | 11.460 | 21.1% | 0.000 | 0.0% | -15% | False | True |  |  
                | 80 | 68.640 | 56.000 | 12.640 | 23.3% | 0.000 | 0.0% | -14% | False | True |  |  
                | 100 | 76.750 | 56.000 | 20.750 | 38.2% | 0.000 | 0.0% | -8% | False | True |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 56.000 |  
            | 2.618 | 56.000 |  
            | 1.618 | 56.000 |  
            | 1.000 | 56.000 |  
            | 0.618 | 56.000 |  
            | HIGH | 56.000 |  
            | 0.618 | 56.000 |  
            | 0.500 | 56.000 |  
            | 0.382 | 56.000 |  
            | LOW | 56.000 |  
            | 0.618 | 56.000 |  
            | 1.000 | 56.000 |  
            | 1.618 | 56.000 |  
            | 2.618 | 56.000 |  
            | 4.250 | 56.000 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Jan-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 56.000 | 56.750 |  
                                | PP | 55.420 | 55.920 |  
                                | S1 | 54.840 | 55.090 |  |