NYMEX miNY Light Sweet Crude Oil Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jan-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jan-2007 | 
                    18-Jan-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        53.400 | 
                        54.200 | 
                        0.800 | 
                        1.5% | 
                        60.010 | 
                     
                    
                        | High | 
                        54.500 | 
                        54.200 | 
                        -0.300 | 
                        -0.6% | 
                        60.010 | 
                     
                    
                        | Low | 
                        53.100 | 
                        53.500 | 
                        0.400 | 
                        0.8% | 
                        55.550 | 
                     
                    
                        | Close | 
                        54.720 | 
                        53.960 | 
                        -0.760 | 
                        -1.4% | 
                        55.680 | 
                     
                    
                        | Range | 
                        1.400 | 
                        0.700 | 
                        -0.700 | 
                        -50.0% | 
                        4.460 | 
                     
                    
                        | ATR | 
                        1.033 | 
                        1.046 | 
                        0.013 | 
                        1.3% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        5 | 
                        8 | 
                        3 | 
                        60.0% | 
                        18 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jan-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.987 | 
                55.673 | 
                54.345 | 
                 | 
             
            
                | R3 | 
                55.287 | 
                54.973 | 
                54.153 | 
                 | 
             
            
                | R2 | 
                54.587 | 
                54.587 | 
                54.088 | 
                 | 
             
            
                | R1 | 
                54.273 | 
                54.273 | 
                54.024 | 
                54.080 | 
             
            
                | PP | 
                53.887 | 
                53.887 | 
                53.887 | 
                53.790 | 
             
            
                | S1 | 
                53.573 | 
                53.573 | 
                53.896 | 
                53.380 | 
             
            
                | S2 | 
                53.187 | 
                53.187 | 
                53.832 | 
                 | 
             
            
                | S3 | 
                52.487 | 
                52.873 | 
                53.768 | 
                 | 
             
            
                | S4 | 
                51.787 | 
                52.173 | 
                53.575 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            57.175 | 
         
        
            | 
2.618             | 
            56.033 | 
         
        
            | 
1.618             | 
            55.333 | 
         
        
            | 
1.000             | 
            54.900 | 
         
        
            | 
0.618             | 
            54.633 | 
         
        
            | 
HIGH             | 
            54.200 | 
         
        
            | 
0.618             | 
            53.933 | 
         
        
            | 
0.500             | 
            53.850 | 
         
        
            | 
0.382             | 
            53.767 | 
         
        
            | 
LOW             | 
            53.500 | 
         
        
            | 
0.618             | 
            53.067 | 
         
        
            | 
1.000             | 
            52.800 | 
         
        
            | 
1.618             | 
            52.367 | 
         
        
            | 
2.618             | 
            51.667 | 
         
        
            | 
4.250             | 
            50.525 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jan-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                53.923 | 
                                54.425 | 
                             
                            
                                | PP | 
                                53.887 | 
                                54.270 | 
                             
                            
                                | S1 | 
                                53.850 | 
                                54.115 | 
                             
             
         |