NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Mar-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Mar-2007 | 13-Mar-2007 | Change | Change % | Previous Week |  
                        | Open | 61.650 | 60.750 | -0.900 | -1.5% | 62.375 |  
                        | High | 61.700 | 61.775 | 0.075 | 0.1% | 63.725 |  
                        | Low | 60.375 | 59.975 | -0.400 | -0.7% | 60.800 |  
                        | Close | 60.825 | 60.400 | -0.425 | -0.7% | 61.750 |  
                        | Range | 1.325 | 1.800 | 0.475 | 35.8% | 2.925 |  
                        | ATR | 1.519 | 1.539 | 0.020 | 1.3% | 0.000 |  
                        | Volume | 762 | 1,600 | 838 | 110.0% | 3,720 |  | 
    
| 
        
            | Daily Pivots for day following 13-Mar-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 66.117 | 65.058 | 61.390 |  |  
                | R3 | 64.317 | 63.258 | 60.895 |  |  
                | R2 | 62.517 | 62.517 | 60.730 |  |  
                | R1 | 61.458 | 61.458 | 60.565 | 61.088 |  
                | PP | 60.717 | 60.717 | 60.717 | 60.531 |  
                | S1 | 59.658 | 59.658 | 60.235 | 59.288 |  
                | S2 | 58.917 | 58.917 | 60.070 |  |  
                | S3 | 57.117 | 57.858 | 59.905 |  |  
                | S4 | 55.317 | 56.058 | 59.410 |  |  | 
        
            | Weekly Pivots for week ending 09-Mar-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 70.867 | 69.233 | 63.359 |  |  
                | R3 | 67.942 | 66.308 | 62.554 |  |  
                | R2 | 65.017 | 65.017 | 62.286 |  |  
                | R1 | 63.383 | 63.383 | 62.018 | 62.738 |  
                | PP | 62.092 | 62.092 | 62.092 | 61.769 |  
                | S1 | 60.458 | 60.458 | 61.482 | 59.813 |  
                | S2 | 59.167 | 59.167 | 61.214 |  |  
                | S3 | 56.242 | 57.533 | 60.946 |  |  
                | S4 | 53.317 | 54.608 | 60.141 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 63.725 | 59.975 | 3.750 | 6.2% | 1.480 | 2.5% | 11% | False | True | 895 |  
                | 10 | 63.725 | 59.975 | 3.750 | 6.2% | 1.463 | 2.4% | 11% | False | True | 848 |  
                | 20 | 63.725 | 57.850 | 5.875 | 9.7% | 1.528 | 2.5% | 43% | False | False | 652 |  
                | 40 | 63.725 | 53.400 | 10.325 | 17.1% | 1.496 | 2.5% | 68% | False | False | 340 |  
                | 60 | 66.120 | 53.000 | 13.120 | 21.7% | 1.040 | 1.7% | 56% | False | False | 226 |  
                | 80 | 67.460 | 53.000 | 14.460 | 23.9% | 0.780 | 1.3% | 51% | False | False | 170 |  
                | 100 | 67.460 | 53.000 | 14.460 | 23.9% | 0.624 | 1.0% | 51% | False | False | 136 |  
                | 120 | 67.460 | 53.000 | 14.460 | 23.9% | 0.520 | 0.9% | 51% | False | False | 113 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 69.425 |  
            | 2.618 | 66.487 |  
            | 1.618 | 64.687 |  
            | 1.000 | 63.575 |  
            | 0.618 | 62.887 |  
            | HIGH | 61.775 |  
            | 0.618 | 61.087 |  
            | 0.500 | 60.875 |  
            | 0.382 | 60.663 |  
            | LOW | 59.975 |  
            | 0.618 | 58.863 |  
            | 1.000 | 58.175 |  
            | 1.618 | 57.063 |  
            | 2.618 | 55.263 |  
            | 4.250 | 52.325 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Mar-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 60.875 | 61.738 |  
                                | PP | 60.717 | 61.292 |  
                                | S1 | 60.558 | 60.846 |  |