NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Feb-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    14-Feb-2007 | 
                    15-Feb-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        60.375 | 
                        59.050 | 
                        -1.325 | 
                        -2.2% | 
                        60.200 | 
                     
                    
                        | High | 
                        60.425 | 
                        59.500 | 
                        -0.925 | 
                        -1.5% | 
                        61.975 | 
                     
                    
                        | Low | 
                        58.850 | 
                        57.850 | 
                        -1.000 | 
                        -1.7% | 
                        58.925 | 
                     
                    
                        | Close | 
                        59.250 | 
                        59.160 | 
                        -0.090 | 
                        -0.2% | 
                        61.330 | 
                     
                    
                        | Range | 
                        1.575 | 
                        1.650 | 
                        0.075 | 
                        4.8% | 
                        3.050 | 
                     
                    
                        | ATR | 
                        1.548 | 
                        1.555 | 
                        0.007 | 
                        0.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        71 | 
                        56 | 
                        -15 | 
                        -21.1% | 
                        184 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Feb-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                63.787 | 
                63.123 | 
                60.068 | 
                 | 
             
            
                | R3 | 
                62.137 | 
                61.473 | 
                59.614 | 
                 | 
             
            
                | R2 | 
                60.487 | 
                60.487 | 
                59.463 | 
                 | 
             
            
                | R1 | 
                59.823 | 
                59.823 | 
                59.311 | 
                60.155 | 
             
            
                | PP | 
                58.837 | 
                58.837 | 
                58.837 | 
                59.003 | 
             
            
                | S1 | 
                58.173 | 
                58.173 | 
                59.009 | 
                58.505 | 
             
            
                | S2 | 
                57.187 | 
                57.187 | 
                58.858 | 
                 | 
             
            
                | S3 | 
                55.537 | 
                56.523 | 
                58.706 | 
                 | 
             
            
                | S4 | 
                53.887 | 
                54.873 | 
                58.253 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Feb-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                69.893 | 
                68.662 | 
                63.008 | 
                 | 
             
            
                | R3 | 
                66.843 | 
                65.612 | 
                62.169 | 
                 | 
             
            
                | R2 | 
                63.793 | 
                63.793 | 
                61.889 | 
                 | 
             
            
                | R1 | 
                62.562 | 
                62.562 | 
                61.610 | 
                63.178 | 
             
            
                | PP | 
                60.743 | 
                60.743 | 
                60.743 | 
                61.051 | 
             
            
                | S1 | 
                59.512 | 
                59.512 | 
                61.050 | 
                60.128 | 
             
            
                | S2 | 
                57.693 | 
                57.693 | 
                60.771 | 
                 | 
             
            
                | S3 | 
                54.643 | 
                56.462 | 
                60.491 | 
                 | 
             
            
                | S4 | 
                51.593 | 
                53.412 | 
                59.653 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                61.975 | 
                57.850 | 
                4.125 | 
                7.0% | 
                1.730 | 
                2.9% | 
                32% | 
                False | 
                True | 
                68 | 
                 
                
                | 10 | 
                61.975 | 
                57.850 | 
                4.125 | 
                7.0% | 
                1.678 | 
                2.8% | 
                32% | 
                False | 
                True | 
                47 | 
                 
                
                | 20 | 
                61.975 | 
                53.800 | 
                8.175 | 
                13.8% | 
                1.554 | 
                2.6% | 
                66% | 
                False | 
                False | 
                33 | 
                 
                
                | 40 | 
                66.120 | 
                53.000 | 
                13.120 | 
                22.2% | 
                0.876 | 
                1.5% | 
                47% | 
                False | 
                False | 
                17 | 
                 
                
                | 60 | 
                67.460 | 
                53.000 | 
                14.460 | 
                24.4% | 
                0.584 | 
                1.0% | 
                43% | 
                False | 
                False | 
                11 | 
                 
                
                | 80 | 
                67.460 | 
                53.000 | 
                14.460 | 
                24.4% | 
                0.438 | 
                0.7% | 
                43% | 
                False | 
                False | 
                8 | 
                 
                
                | 100 | 
                67.460 | 
                53.000 | 
                14.460 | 
                24.4% | 
                0.351 | 
                0.6% | 
                43% | 
                False | 
                False | 
                6 | 
                 
                
                | 120 | 
                76.080 | 
                53.000 | 
                23.080 | 
                39.0% | 
                0.292 | 
                0.5% | 
                27% | 
                False | 
                False | 
                5 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            66.513 | 
         
        
            | 
2.618             | 
            63.820 | 
         
        
            | 
1.618             | 
            62.170 | 
         
        
            | 
1.000             | 
            61.150 | 
         
        
            | 
0.618             | 
            60.520 | 
         
        
            | 
HIGH             | 
            59.500 | 
         
        
            | 
0.618             | 
            58.870 | 
         
        
            | 
0.500             | 
            58.675 | 
         
        
            | 
0.382             | 
            58.480 | 
         
        
            | 
LOW             | 
            57.850 | 
         
        
            | 
0.618             | 
            56.830 | 
         
        
            | 
1.000             | 
            56.200 | 
         
        
            | 
1.618             | 
            55.180 | 
         
        
            | 
2.618             | 
            53.530 | 
         
        
            | 
4.250             | 
            50.838 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Feb-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                58.998 | 
                                59.463 | 
                             
                            
                                | PP | 
                                58.837 | 
                                59.362 | 
                             
                            
                                | S1 | 
                                58.675 | 
                                59.261 | 
                             
             
         |