NYMEX miNY Light Sweet Crude Oil Future May 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Mar-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Mar-2007 | 29-Mar-2007 | Change | Change % | Previous Week |  
                        | Open | 64.350 | 64.050 | -0.300 | -0.5% | 59.400 |  
                        | High | 64.975 | 66.425 | 1.450 | 2.2% | 62.650 |  
                        | Low | 63.400 | 63.525 | 0.125 | 0.2% | 59.150 |  
                        | Close | 64.080 | 66.030 | 1.950 | 3.0% | 62.280 |  
                        | Range | 1.575 | 2.900 | 1.325 | 84.1% | 3.500 |  
                        | ATR | 1.685 | 1.772 | 0.087 | 5.1% | 0.000 |  
                        | Volume | 11,910 | 24,096 | 12,186 | 102.3% | 68,941 |  | 
    
| 
        
            | Daily Pivots for day following 29-Mar-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 74.027 | 72.928 | 67.625 |  |  
                | R3 | 71.127 | 70.028 | 66.828 |  |  
                | R2 | 68.227 | 68.227 | 66.562 |  |  
                | R1 | 67.128 | 67.128 | 66.296 | 67.678 |  
                | PP | 65.327 | 65.327 | 65.327 | 65.601 |  
                | S1 | 64.228 | 64.228 | 65.764 | 64.778 |  
                | S2 | 62.427 | 62.427 | 65.498 |  |  
                | S3 | 59.527 | 61.328 | 65.233 |  |  
                | S4 | 56.627 | 58.428 | 64.435 |  |  | 
        
            | 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 | 61.250 | 5.550 | 8.4% | 2.275 | 3.4% | 86% | False | False | 17,046 |  
                | 10 | 66.800 | 58.850 | 7.950 | 12.0% | 1.870 | 2.8% | 90% | False | False | 14,020 |  
                | 20 | 66.800 | 58.850 | 7.950 | 12.0% | 1.601 | 2.4% | 90% | False | False | 7,626 |  
                | 40 | 66.800 | 57.850 | 8.950 | 13.6% | 1.624 | 2.5% | 91% | False | False | 3,975 |  
                | 60 | 66.800 | 53.000 | 13.800 | 20.9% | 1.387 | 2.1% | 94% | False | False | 2,653 |  
                | 80 | 66.800 | 53.000 | 13.800 | 20.9% | 1.040 | 1.6% | 94% | False | False | 1,990 |  
                | 100 | 67.460 | 53.000 | 14.460 | 21.9% | 0.832 | 1.3% | 90% | False | False | 1,592 |  
                | 120 | 67.460 | 53.000 | 14.460 | 21.9% | 0.694 | 1.1% | 90% | False | False | 1,326 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 78.750 |  
            | 2.618 | 74.017 |  
            | 1.618 | 71.117 |  
            | 1.000 | 69.325 |  
            | 0.618 | 68.217 |  
            | HIGH | 66.425 |  
            | 0.618 | 65.317 |  
            | 0.500 | 64.975 |  
            | 0.382 | 64.633 |  
            | LOW | 63.525 |  
            | 0.618 | 61.733 |  
            | 1.000 | 60.625 |  
            | 1.618 | 58.833 |  
            | 2.618 | 55.933 |  
            | 4.250 | 51.200 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Mar-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 65.678 | 65.524 |  
                                | PP | 65.327 | 65.018 |  
                                | S1 | 64.975 | 64.513 |  |