NYMEX miNY Light Sweet Crude Oil Future June 2007

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Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary Previous Current 23-Jan-2007 24-Jan-2007 Change Change % Previous Week Open 55.250 56.800 1.550 2.8% 55.750 High 57.100 56.800 -0.300 -0.5% 55.750 Low 55.250 56.300 1.050 1.9% 53.100 Close 57.250 57.480 0.230 0.4% 55.680 Range 1.850 0.500 -1.350 -73.0% 2.650 ATR 1.178 1.161 -0.016 -1.4% 0.000 Volume 9 6 -3 -33.3% 25
Daily Pivots for day following 24-Jan-2007 Classic Woodie Camarilla DeMark R4 58.360 58.420 57.755 R3 57.860 57.920 57.618 R2 57.360 57.360 57.572 R1 57.420 57.420 57.526 57.390 PP 56.860 56.860 56.860 56.845 S1 56.920 56.920 57.434 56.890 S2 56.360 56.360 57.388 S3 55.860 56.420 57.343 S4 55.360 55.920 57.205	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 57.100 53.500 3.600 6.3% 1.105 1.9% 111% False False 7 10 57.480 53.100 4.380 7.6% 1.090 1.9% 100% False False 6 20 64.540 53.100 11.440 19.9% 0.700 1.2% 38% False False 5
Crabel Price Patterns NR True NR4 True NR5 True NR7 True WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 True 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.090 Narrowest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 58.925 2.618 58.109 1.618 57.609 1.000 57.300 0.618 57.109 HIGH 56.800 0.618 56.609 0.500 56.550 0.382 56.491 LOW 56.300 0.618 55.991 1.000 55.800 1.618 55.491 2.618 54.991 4.250 54.175
Fisher Pivots for day following 24-Jan-2007 Pivot 1 day 3 day R1 57.170 57.037 PP 56.860 56.593 S1 56.550 56.150

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