NYMEX miNY Light Sweet Crude Oil Future June 2007

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Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary Previous Current 04-Jan-2007 05-Jan-2007 Change Change % Previous Week Open 61.650 58.800 -2.850 -4.6% 64.540 High 61.650 58.800 -2.850 -4.6% 64.540 Low 61.650 58.500 -3.150 -5.1% 58.500 Close 59.040 59.910 0.870 1.5% 59.910 Range 0.000 0.300 0.300 6.040 ATR 0.589 0.586 -0.004 -0.6% 0.000 Volume 6 1 -5 -83.3% 15
Daily Pivots for day following 05-Jan-2007 Classic Woodie Camarilla DeMark R4 59.970 60.240 60.075 R3 59.670 59.940 59.993 R2 59.370 59.370 59.965 R1 59.640 59.640 59.938 59.505 PP 59.070 59.070 59.070 59.003 S1 59.340 59.340 59.883 59.205 S2 58.770 58.770 59.855 S3 58.470 59.040 59.828 S4 58.170 58.740 59.745	Weekly Pivots for week ending 05-Jan-2007 Classic Woodie Camarilla DeMark R4 79.103 75.547 63.232 R3 73.063 69.507 61.571 R2 67.023 67.023 61.017 R1 63.467 63.467 60.464 62.225 PP 60.983 60.983 60.983 60.363 S1 57.427 57.427 59.356 56.185 S2 54.943 54.943 58.803 S3 48.903 51.387 58.249 S4 42.863 45.347 56.588
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 64.540 58.500 6.040 10.1% 0.470 0.8% 23% False True 3 10 66.400 58.500 7.900 13.2% 0.235 0.4% 18% False True 3 20 66.620 58.500 8.120 13.6% 0.129 0.2% 17% False True 2
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.000 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 60.075 2.618 59.585 1.618 59.285 1.000 59.100 0.618 58.985 HIGH 58.800 0.618 58.685 0.500 58.650 0.382 58.615 LOW 58.500 0.618 58.315 1.000 58.200 1.618 58.015 2.618 57.715 4.250 57.225
Fisher Pivots for day following 05-Jan-2007 Pivot 1 day 3 day R1 59.490 61.075 PP 59.070 60.687 S1 58.650 60.298

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