NYMEX miNY Light Sweet Crude Oil Future June 2007

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Trading Metrics calculated at close of trading on 02-Feb-2007
Day Change Summary Previous Current 01-Feb-2007 02-Feb-2007 Change Change % Previous Week Open 60.500 60.800 0.300 0.5% 56.575 High 60.500 60.800 0.300 0.5% 60.800 Low 60.500 60.800 0.300 0.5% 56.575 Close 59.370 61.110 1.740 2.9% 61.110 Range ATR 1.127 1.148 0.022 1.9% 0.000 Volume 2 2 0 0.0% 11
Daily Pivots for day following 02-Feb-2007 Classic Woodie Camarilla DeMark R4 60.903 61.007 61.110 R3 60.903 61.007 61.110 R2 60.903 60.903 61.110 R1 61.007 61.007 61.110 60.955 PP 60.903 60.903 60.903 60.878 S1 61.007 61.007 61.110 60.955 S2 60.903 60.903 61.110 S3 60.903 61.007 61.110 S4 60.903 61.007 61.110	Weekly Pivots for week ending 02-Feb-2007 Classic Woodie Camarilla DeMark R4 72.170 70.865 63.434 R3 67.945 66.640 62.272 R2 63.720 63.720 61.885 R1 62.415 62.415 61.497 63.068 PP 59.495 59.495 59.495 59.821 S1 58.190 58.190 60.723 58.843 S2 55.270 55.270 60.335 S3 51.045 53.965 59.948 S4 46.820 49.740 58.786
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 60.800 56.575 4.225 6.9% 0.090 0.1% 107% True False 2 10 60.800 55.200 5.600 9.2% 0.470 0.8% 106% True False 4 20 60.800 53.100 7.700 12.6% 0.638 1.0% 104% True False 4 40 67.125 53.100 14.025 23.0% 0.392 0.6% 57% False False 3
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR True 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.035	Fibonacci Retracements and Extensions 4.250 60.800 2.618 60.800 1.618 60.800 1.000 60.800 0.618 60.800 HIGH 60.800 0.618 60.800 0.500 60.800 0.382 60.800 LOW 60.800 0.618 60.800 1.000 60.800 1.618 60.800 2.618 60.800 4.250 60.800
Fisher Pivots for day following 02-Feb-2007 Pivot 1 day 3 day R1 61.007 60.807 PP 60.903 60.503 S1 60.800 60.200

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