NYMEX miNY Light Sweet Crude Oil Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Dec-2006 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Dec-2006 | 
                    29-Dec-2006 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        63.880 | 
                        64.540 | 
                        0.660 | 
                        1.0% | 
                        64.460 | 
                     
                    
                        | High | 
                        63.880 | 
                        64.540 | 
                        0.660 | 
                        1.0% | 
                        64.540 | 
                     
                    
                        | Low | 
                        63.880 | 
                        64.540 | 
                        0.660 | 
                        1.0% | 
                        63.720 | 
                     
                    
                        | Close | 
                        63.880 | 
                        64.540 | 
                        0.660 | 
                        1.0% | 
                        64.540 | 
                     
                    
                        | Range | 
                         | 
                         | 
                         | 
                         | 
                         | 
                     
                    
                        | ATR | 
                        0.479 | 
                        0.492 | 
                        0.013 | 
                        2.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        4 | 
                        4 | 
                        0 | 
                        0.0% | 
                        16 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Dec-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                64.540 | 
                64.540 | 
                64.540 | 
                 | 
             
            
                | R3 | 
                64.540 | 
                64.540 | 
                64.540 | 
                 | 
             
            
                | R2 | 
                64.540 | 
                64.540 | 
                64.540 | 
                 | 
             
            
                | R1 | 
                64.540 | 
                64.540 | 
                64.540 | 
                64.540 | 
             
            
                | PP | 
                64.540 | 
                64.540 | 
                64.540 | 
                64.540 | 
             
            
                | S1 | 
                64.540 | 
                64.540 | 
                64.540 | 
                64.540 | 
             
            
                | S2 | 
                64.540 | 
                64.540 | 
                64.540 | 
                 | 
             
            
                | S3 | 
                64.540 | 
                64.540 | 
                64.540 | 
                 | 
             
            
                | S4 | 
                64.540 | 
                64.540 | 
                64.540 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Dec-2006 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                66.727 | 
                66.453 | 
                64.991 | 
                 | 
             
            
                | R3 | 
                65.907 | 
                65.633 | 
                64.766 | 
                 | 
             
            
                | R2 | 
                65.087 | 
                65.087 | 
                64.690 | 
                 | 
             
            
                | R1 | 
                64.813 | 
                64.813 | 
                64.615 | 
                64.950 | 
             
            
                | PP | 
                64.267 | 
                64.267 | 
                64.267 | 
                64.335 | 
             
            
                | S1 | 
                63.993 | 
                63.993 | 
                64.465 | 
                64.130 | 
             
            
                | S2 | 
                63.447 | 
                63.447 | 
                64.390 | 
                 | 
             
            
                | S3 | 
                62.627 | 
                63.173 | 
                64.315 | 
                 | 
             
            
                | S4 | 
                61.807 | 
                62.353 | 
                64.089 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            64.540 | 
         
        
            | 
2.618             | 
            64.540 | 
         
        
            | 
1.618             | 
            64.540 | 
         
        
            | 
1.000             | 
            64.540 | 
         
        
            | 
0.618             | 
            64.540 | 
         
        
            | 
HIGH             | 
            64.540 | 
         
        
            | 
0.618             | 
            64.540 | 
         
        
            | 
0.500             | 
            64.540 | 
         
        
            | 
0.382             | 
            64.540 | 
         
        
            | 
LOW             | 
            64.540 | 
         
        
            | 
0.618             | 
            64.540 | 
         
        
            | 
1.000             | 
            64.540 | 
         
        
            | 
1.618             | 
            64.540 | 
         
        
            | 
2.618             | 
            64.540 | 
         
        
            | 
4.250             | 
            64.540 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Dec-2006 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                64.540 | 
                                64.403 | 
                             
                            
                                | PP | 
                                64.540 | 
                                64.267 | 
                             
                            
                                | S1 | 
                                64.540 | 
                                64.130 | 
                             
             
         |