NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jan-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Jan-2007 | 
                    22-Jan-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        53.800 | 
                        54.900 | 
                        1.100 | 
                        2.0% | 
                        55.000 | 
                     
                    
                        | High | 
                        55.000 | 
                        56.075 | 
                        1.075 | 
                        2.0% | 
                        55.550 | 
                     
                    
                        | Low | 
                        53.800 | 
                        54.075 | 
                        0.275 | 
                        0.5% | 
                        53.000 | 
                     
                    
                        | Close | 
                        55.040 | 
                        54.330 | 
                        -0.710 | 
                        -1.3% | 
                        55.040 | 
                     
                    
                        | Range | 
                        1.200 | 
                        2.000 | 
                        0.800 | 
                        66.7% | 
                        2.550 | 
                     
                    
                        | ATR | 
                        1.167 | 
                        1.226 | 
                        0.060 | 
                        5.1% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        3 | 
                        25 | 
                        22 | 
                        733.3% | 
                        15 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Jan-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                60.827 | 
                59.578 | 
                55.430 | 
                 | 
             
            
                | R3 | 
                58.827 | 
                57.578 | 
                54.880 | 
                 | 
             
            
                | R2 | 
                56.827 | 
                56.827 | 
                54.697 | 
                 | 
             
            
                | R1 | 
                55.578 | 
                55.578 | 
                54.513 | 
                55.203 | 
             
            
                | PP | 
                54.827 | 
                54.827 | 
                54.827 | 
                54.639 | 
             
            
                | S1 | 
                53.578 | 
                53.578 | 
                54.147 | 
                53.203 | 
             
            
                | S2 | 
                52.827 | 
                52.827 | 
                53.963 | 
                 | 
             
            
                | S3 | 
                50.827 | 
                51.578 | 
                53.780 | 
                 | 
             
            
                | S4 | 
                48.827 | 
                49.578 | 
                53.230 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Jan-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                62.180 | 
                61.160 | 
                56.443 | 
                 | 
             
            
                | R3 | 
                59.630 | 
                58.610 | 
                55.741 | 
                 | 
             
            
                | R2 | 
                57.080 | 
                57.080 | 
                55.508 | 
                 | 
             
            
                | R1 | 
                56.060 | 
                56.060 | 
                55.274 | 
                56.570 | 
             
            
                | PP | 
                54.530 | 
                54.530 | 
                54.530 | 
                54.785 | 
             
            
                | S1 | 
                53.510 | 
                53.510 | 
                54.806 | 
                54.020 | 
             
            
                | S2 | 
                51.980 | 
                51.980 | 
                54.573 | 
                 | 
             
            
                | S3 | 
                49.430 | 
                50.960 | 
                54.339 | 
                 | 
             
            
                | S4 | 
                46.880 | 
                48.410 | 
                53.638 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                56.075 | 
                53.000 | 
                3.075 | 
                5.7% | 
                1.435 | 
                2.6% | 
                43% | 
                True | 
                False | 
                8 | 
                 
                
                | 10 | 
                59.260 | 
                53.000 | 
                6.260 | 
                11.5% | 
                0.718 | 
                1.3% | 
                21% | 
                False | 
                False | 
                4 | 
                 
                
                | 20 | 
                66.120 | 
                53.000 | 
                13.120 | 
                24.1% | 
                0.359 | 
                0.7% | 
                10% | 
                False | 
                False | 
                2 | 
                 
                
                | 40 | 
                67.460 | 
                53.000 | 
                14.460 | 
                26.6% | 
                0.179 | 
                0.3% | 
                9% | 
                False | 
                False | 
                1 | 
                 
                
                | 60 | 
                67.460 | 
                53.000 | 
                14.460 | 
                26.6% | 
                0.120 | 
                0.2% | 
                9% | 
                False | 
                False | 
                 | 
                 
                
                | 80 | 
                67.460 | 
                53.000 | 
                14.460 | 
                26.6% | 
                0.090 | 
                0.2% | 
                9% | 
                False | 
                False | 
                 | 
                 
                
                | 100 | 
                76.080 | 
                53.000 | 
                23.080 | 
                42.5% | 
                0.072 | 
                0.1% | 
                6% | 
                False | 
                False | 
                 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            64.575 | 
         
        
            | 
2.618             | 
            61.311 | 
         
        
            | 
1.618             | 
            59.311 | 
         
        
            | 
1.000             | 
            58.075 | 
         
        
            | 
0.618             | 
            57.311 | 
         
        
            | 
HIGH             | 
            56.075 | 
         
        
            | 
0.618             | 
            55.311 | 
         
        
            | 
0.500             | 
            55.075 | 
         
        
            | 
0.382             | 
            54.839 | 
         
        
            | 
LOW             | 
            54.075 | 
         
        
            | 
0.618             | 
            52.839 | 
         
        
            | 
1.000             | 
            52.075 | 
         
        
            | 
1.618             | 
            50.839 | 
         
        
            | 
2.618             | 
            48.839 | 
         
        
            | 
4.250             | 
            45.575 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Jan-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                55.075 | 
                                54.738 | 
                             
                            
                                | PP | 
                                54.827 | 
                                54.602 | 
                             
                            
                                | S1 | 
                                54.578 | 
                                54.466 | 
                             
             
         |