NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jan-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Jan-2007 | 12-Jan-2007 | Change | Change % | Previous Week |  
                        | Open | 56.000 | 55.180 | -0.820 | -1.5% | 59.260 |  
                        | High | 56.000 | 55.180 | -0.820 | -1.5% | 59.260 |  
                        | Low | 56.000 | 55.180 | -0.820 | -1.5% | 55.180 |  
                        | Close | 54.260 | 55.180 | 0.920 | 1.7% | 55.180 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 1.005 | 0.999 | -0.006 | -0.6% | 0.000 |  
                        | Volume | 1 | 2 | 1 | 100.0% | 4 |  | 
    
| 
        
            | Daily Pivots for day following 12-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 55.180 | 55.180 | 55.180 |  |  
                | R3 | 55.180 | 55.180 | 55.180 |  |  
                | R2 | 55.180 | 55.180 | 55.180 |  |  
                | R1 | 55.180 | 55.180 | 55.180 | 55.180 |  
                | PP | 55.180 | 55.180 | 55.180 | 55.180 |  
                | S1 | 55.180 | 55.180 | 55.180 | 55.180 |  
                | S2 | 55.180 | 55.180 | 55.180 |  |  
                | S3 | 55.180 | 55.180 | 55.180 |  |  
                | S4 | 55.180 | 55.180 | 55.180 |  |  | 
        
            | Weekly Pivots for week ending 12-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 68.780 | 66.060 | 57.424 |  |  
                | R3 | 64.700 | 61.980 | 56.302 |  |  
                | R2 | 60.620 | 60.620 | 55.928 |  |  
                | R1 | 57.900 | 57.900 | 55.554 | 57.220 |  
                | PP | 56.540 | 56.540 | 56.540 | 56.200 |  
                | S1 | 53.820 | 53.820 | 54.806 | 53.140 |  
                | S2 | 52.460 | 52.460 | 54.432 |  |  
                | S3 | 48.380 | 49.740 | 54.058 |  |  
                | S4 | 44.300 | 45.660 | 52.936 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 59.260 | 55.180 | 4.080 | 7.4% | 0.000 | 0.0% | 0% | False | True |  |  
                | 10 | 63.950 | 55.180 | 8.770 | 15.9% | 0.000 | 0.0% | 0% | False | True |  |  
                | 20 | 66.120 | 55.180 | 10.940 | 19.8% | 0.000 | 0.0% | 0% | False | True |  |  
                | 40 | 67.460 | 55.180 | 12.280 | 22.3% | 0.000 | 0.0% | 0% | False | True |  |  
                | 60 | 67.460 | 55.180 | 12.280 | 22.3% | 0.000 | 0.0% | 0% | False | True |  |  
                | 80 | 68.640 | 55.180 | 13.460 | 24.4% | 0.000 | 0.0% | 0% | False | True |  |  
                | 100 | 76.750 | 55.180 | 21.570 | 39.1% | 0.000 | 0.0% | 0% | False | True |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 55.180 |  
            | 2.618 | 55.180 |  
            | 1.618 | 55.180 |  
            | 1.000 | 55.180 |  
            | 0.618 | 55.180 |  
            | HIGH | 55.180 |  
            | 0.618 | 55.180 |  
            | 0.500 | 55.180 |  
            | 0.382 | 55.180 |  
            | LOW | 55.180 |  
            | 0.618 | 55.180 |  
            | 1.000 | 55.180 |  
            | 1.618 | 55.180 |  
            | 2.618 | 55.180 |  
            | 4.250 | 55.180 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Jan-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 55.180 | 55.950 |  
                                | PP | 55.180 | 55.693 |  
                                | S1 | 55.180 | 55.437 |  |