NYMEX miNY Light Sweet Crude Oil Future June 2007

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Trading Metrics calculated at close of trading on 26-Jan-2007
Day Change Summary Previous Current 25-Jan-2007 26-Jan-2007 Change Change % Previous Week Open 57.250 57.590 0.340 0.6% 55.550 High 57.600 57.590 -0.010 0.0% 57.600 Low 57.250 57.590 0.340 0.6% 55.200 Close 56.510 57.590 1.080 1.9% 57.590 Range 0.350 0.000 -0.350 -100.0% 2.400 ATR 1.103 1.102 -0.002 -0.2% 0.000 Volume 3 3 0 0.0% 33
Daily Pivots for day following 26-Jan-2007 Classic Woodie Camarilla DeMark R4 57.590 57.590 57.590 R3 57.590 57.590 57.590 R2 57.590 57.590 57.590 R1 57.590 57.590 57.590 57.590 PP 57.590 57.590 57.590 57.590 S1 57.590 57.590 57.590 57.590 S2 57.590 57.590 57.590 S3 57.590 57.590 57.590 S4 57.590 57.590 57.590	Weekly Pivots for week ending 26-Jan-2007 Classic Woodie Camarilla DeMark R4 63.997 63.193 58.910 R3 61.597 60.793 58.250 R2 59.197 59.197 58.030 R1 58.393 58.393 57.810 58.795 PP 56.797 56.797 56.797 56.998 S1 55.993 55.993 57.370 56.395 S2 54.397 54.397 57.150 S3 51.997 53.593 56.930 S4 49.597 51.193 56.270
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 57.600 55.200 2.400 4.2% 0.850 1.5% 100% False False 6 10 57.600 53.100 4.500 7.8% 0.993 1.7% 100% False False 6 20 64.540 53.100 11.440 19.9% 0.718 1.2% 39% False False 4
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 0.065 Narrowest range in 9 trading days	Fibonacci Retracements and Extensions 4.250 57.590 2.618 57.590 1.618 57.590 1.000 57.590 0.618 57.590 HIGH 57.590 0.618 57.590 0.500 57.590 0.382 57.590 LOW 57.590 0.618 57.590 1.000 57.590 1.618 57.590 2.618 57.590 4.250 57.590
Fisher Pivots for day following 26-Jan-2007 Pivot 1 day 3 day R1 57.590 57.377 PP 57.590 57.163 S1 57.590 56.950

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