NYMEX miNY Light Sweet Crude Oil Future June 2007

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Trading Metrics calculated at close of trading on 12-Jan-2007
Day Change Summary Previous Current 11-Jan-2007 12-Jan-2007 Change Change % Previous Week Open 56.625 55.680 -0.945 -1.7% 60.010 High 56.875 55.680 -1.195 -2.1% 60.010 Low 55.550 55.680 0.130 0.2% 55.550 Close 54.860 55.680 0.820 1.5% 55.680 Range 1.325 0.000 -1.325 -100.0% 4.460 ATR 0.882 0.878 -0.004 -0.5% 0.000 Volume 2 10 8 400.0% 18
Daily Pivots for day following 12-Jan-2007 Classic Woodie Camarilla DeMark R4 55.680 55.680 55.680 R3 55.680 55.680 55.680 R2 55.680 55.680 55.680 R1 55.680 55.680 55.680 55.680 PP 55.680 55.680 55.680 55.680 S1 55.680 55.680 55.680 55.680 S2 55.680 55.680 55.680 S3 55.680 55.680 55.680 S4 55.680 55.680 55.680	Weekly Pivots for week ending 12-Jan-2007 Classic Woodie Camarilla DeMark R4 70.460 67.530 58.133 R3 66.000 63.070 56.907 R2 61.540 61.540 56.498 R1 58.610 58.610 56.089 57.845 PP 57.080 57.080 57.080 56.698 S1 54.150 54.150 55.271 53.385 S2 52.620 52.620 54.862 S3 48.160 49.690 54.454 S4 43.700 45.230 53.227
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 60.010 55.550 4.460 8.0% 0.415 0.7% 3% False False 3 10 64.540 55.550 8.990 16.1% 0.443 0.8% 1% False False 3 20 66.620 55.550 11.070 19.9% 0.221 0.4% 1% False False 3
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.025 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 55.680 2.618 55.680 1.618 55.680 1.000 55.680 0.618 55.680 HIGH 55.680 0.618 55.680 0.500 55.680 0.382 55.680 LOW 55.680 0.618 55.680 1.000 55.680 1.618 55.680 2.618 55.680 4.250 55.680
Fisher Pivots for day following 12-Jan-2007 Pivot 1 day 3 day R1 55.680 56.515 PP 55.680 56.237 S1 55.680 55.958

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