NYMEX miNY Light Sweet Crude Oil Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jan-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Jan-2007 | 16-Jan-2007 | Change | Change % | Previous Week |  
                        | Open | 55.680 | 55.750 | 0.070 | 0.1% | 60.010 |  
                        | High | 55.680 | 55.750 | 0.070 | 0.1% | 60.010 |  
                        | Low | 55.680 | 53.100 | -2.580 | -4.6% | 55.550 |  
                        | Close | 55.680 | 53.690 | -1.990 | -3.6% | 55.680 |  
                        | Range | 0.000 | 2.650 | 2.650 |  | 4.460 |  
                        | ATR | 0.878 | 1.004 | 0.127 | 14.4% | 0.000 |  
                        | Volume | 10 | 10 | 0 | 0.0% | 18 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 62.130 | 60.560 | 55.148 |  |  
                | R3 | 59.480 | 57.910 | 54.419 |  |  
                | R2 | 56.830 | 56.830 | 54.176 |  |  
                | R1 | 55.260 | 55.260 | 53.933 | 54.720 |  
                | PP | 54.180 | 54.180 | 54.180 | 53.910 |  
                | S1 | 52.610 | 52.610 | 53.447 | 52.070 |  
                | S2 | 51.530 | 51.530 | 53.204 |  |  
                | S3 | 48.880 | 49.960 | 52.961 |  |  
                | S4 | 46.230 | 47.310 | 52.233 |  |  | 
        
            | 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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 67.013 |  
            | 2.618 | 62.688 |  
            | 1.618 | 60.038 |  
            | 1.000 | 58.400 |  
            | 0.618 | 57.388 |  
            | HIGH | 55.750 |  
            | 0.618 | 54.738 |  
            | 0.500 | 54.425 |  
            | 0.382 | 54.112 |  
            | LOW | 53.100 |  
            | 0.618 | 51.462 |  
            | 1.000 | 50.450 |  
            | 1.618 | 48.812 |  
            | 2.618 | 46.162 |  
            | 4.250 | 41.838 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jan-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 54.425 | 54.988 |  
                                | PP | 54.180 | 54.555 |  
                                | S1 | 53.935 | 54.123 |  |