NYMEX miNY Light Sweet Crude Oil Future June 2007

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Trading Metrics calculated at close of trading on 08-Jan-2007
Day Change Summary Previous Current 05-Jan-2007 08-Jan-2007 Change Change % Previous Week Open 58.800 60.010 1.210 2.1% 64.540 High 58.800 60.010 1.210 2.1% 64.540 Low 58.500 60.010 1.510 2.6% 58.500 Close 59.910 60.010 0.100 0.2% 59.910 Range 0.300 0.000 -0.300 -100.0% 6.040 ATR 0.586 0.551 -0.035 -5.9% 0.000 Volume 1 2 1 100.0% 15
Daily Pivots for day following 08-Jan-2007 Classic Woodie Camarilla DeMark R4 60.010 60.010 60.010 R3 60.010 60.010 60.010 R2 60.010 60.010 60.010 R1 60.010 60.010 60.010 60.010 PP 60.010 60.010 60.010 60.010 S1 60.010 60.010 60.010 60.010 S2 60.010 60.010 60.010 S3 60.010 60.010 60.010 S4 60.010 60.010 60.010	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% 25% False False 3 10 65.670 58.500 7.170 11.9% 0.235 0.4% 21% False False 3 20 66.620 58.500 8.120 13.5% 0.129 0.2% 19% False False 2
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False 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 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 60.010 2.618 60.010 1.618 60.010 1.000 60.010 0.618 60.010 HIGH 60.010 0.618 60.010 0.500 60.010 0.382 60.010 LOW 60.010 0.618 60.010 1.000 60.010 1.618 60.010 2.618 60.010 4.250 60.010
Fisher Pivots for day following 08-Jan-2007 Pivot 1 day 3 day R1 60.010 60.075 PP 60.010 60.053 S1 60.010 60.032

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