NYMEX miNY Light Sweet Crude Oil Future May 2007

Trading Metrics calculated at close of trading on 27-Mar-2007

Day Change Summary
	Previous	Current
	26-Mar-2007	27-Mar-2007	Change	Change %	Previous Week
Open	62.350	62.800	0.450	0.7%	59.400
High	63.275	66.800	3.525	5.6%	62.650
Low	62.350	62.225	-0.125	-0.2%	59.150
Close	62.910	62.930	0.020	0.0%	62.280
Range	0.925	4.575	3.650	394.6%	3.500
ATR	1.433	1.658	0.224	15.7%	0.000
Volume	18,425	14,528	-3,897	-21.2%	68,941

Daily Pivots for day following 27-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	77.710	74.895	65.446
R3	73.135	70.320	64.188
R2	68.560	68.560	63.769
R1	65.745	65.745	63.349	67.153
PP	63.985	63.985	63.985	64.689
S1	61.170	61.170	62.511	62.578
S2	59.410	59.410	62.091
S3	54.835	56.595	61.672
S4	50.260	52.020	60.414

Weekly Pivots for week ending 23-Mar-2007
	Classic	Woodie	Camarilla	DeMark
R4	71.860	70.570	64.205
R3	68.360	67.070	63.243
R2	64.860	64.860	62.922
R1	63.570	63.570	62.601	64.215
PP	61.360	61.360	61.360	61.683
S1	60.070	60.070	61.959	60.715
S2	57.860	57.860	61.638
S3	54.360	56.570	61.318
S4	50.860	53.070	60.355

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	66.800	59.200	7.600	12.1%	1.985	3.2%	49%	True	False	15,824
10	66.800	58.850	7.950	12.6%	1.638	2.6%	51%	True	False	10,961
20	66.800	58.850	7.950	12.6%	1.550	2.5%	51%	True	False	5,904
40	66.800	57.650	9.150	14.5%	1.578	2.5%	58%	True	False	3,076
60	66.800	53.000	13.800	21.9%	1.313	2.1%	72%	True	False	2,053
80	67.460	53.000	14.460	23.0%	0.984	1.6%	69%	False	False	1,540
100	67.460	53.000	14.460	23.0%	0.788	1.3%	69%	False	False	1,232
120	67.460	53.000	14.460	23.0%	0.656	1.0%	69%	False	False	1,026

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.400
Widest range in 160 trading days

Fibonacci Retracements and Extensions
4.250	86.244
2.618	78.777
1.618	74.202
1.000	71.375
0.618	69.627
HIGH	66.800
0.618	65.052
0.500	64.513
0.382	63.973
LOW	62.225
0.618	59.398
1.000	57.650
1.618	54.823
2.618	50.248
4.250	42.781

Fisher Pivots for day following 27-Mar-2007
Pivot	1 day	3 day
R1	64.513	64.025
PP	63.985	63.660
S1	63.458	63.295

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These figures are updated between 7pm and 10pm EST after a trading day.

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