NYMEX miNY Light Sweet Crude Oil Future June 2007

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Trading Metrics calculated at close of trading on 22-Jan-2007
Day Change Summary Previous Current 19-Jan-2007 22-Jan-2007 Change Change % Previous Week Open 54.500 55.550 1.050 1.9% 55.750 High 55.425 56.750 1.325 2.4% 55.750 Low 54.500 55.200 0.700 1.3% 53.100 Close 55.680 55.040 -0.640 -1.1% 55.680 Range 0.925 1.550 0.625 67.6% 2.650 ATR 1.076 1.110 0.034 3.1% 0.000 Volume 2 12 10 500.0% 25
Daily Pivots for day following 22-Jan-2007 Classic Woodie Camarilla DeMark R4 60.313 59.227 55.893 R3 58.763 57.677 55.466 R2 57.213 57.213 55.324 R1 56.127 56.127 55.182 55.895 PP 55.663 55.663 55.663 55.548 S1 54.577 54.577 54.898 54.345 S2 54.113 54.113 54.756 S3 52.563 53.027 54.614 S4 51.013 51.477 54.188	Weekly Pivots for week ending 19-Jan-2007 Classic Woodie Camarilla DeMark R4 62.793 61.887 57.138 R3 60.143 59.237 56.409 R2 57.493 57.493 56.166 R1 56.587 56.587 55.923 55.715 PP 54.843 54.843 54.843 54.408 S1 53.937 53.937 55.437 53.065 S2 52.193 52.193 55.194 S3 49.543 51.287 54.951 S4 46.893 48.637 54.223
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 56.750 53.100 3.650 6.6% 1.445 2.6% 53% True False 7 10 60.010 53.100 6.910 12.6% 0.930 1.7% 28% False False 5 20 66.400 53.100 13.300 24.2% 0.583 1.1% 15% False False 4
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True 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 0.090 Widest range in 4 trading days	Fibonacci Retracements and Extensions 4.250 63.338 2.618 60.808 1.618 59.258 1.000 58.300 0.618 57.708 HIGH 56.750 0.618 56.158 0.500 55.975 0.382 55.792 LOW 55.200 0.618 54.242 1.000 53.650 1.618 52.692 2.618 51.142 4.250 48.613
Fisher Pivots for day following 22-Jan-2007 Pivot 1 day 3 day R1 55.975 55.125 PP 55.663 55.097 S1 55.352 55.068

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