NYMEX miNY Light Sweet Crude Oil Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Mar-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    19-Mar-2007 | 
                    20-Mar-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        60.650 | 
                        61.200 | 
                        0.550 | 
                        0.9% | 
                        62.375 | 
                     
                    
                        | High | 
                        61.500 | 
                        61.500 | 
                        0.000 | 
                        0.0% | 
                        62.900 | 
                     
                    
                        | Low | 
                        60.650 | 
                        60.650 | 
                        0.000 | 
                        0.0% | 
                        60.250 | 
                     
                    
                        | Close | 
                        61.050 | 
                        60.630 | 
                        -0.420 | 
                        -0.7% | 
                        60.940 | 
                     
                    
                        | Range | 
                        0.850 | 
                        0.850 | 
                        0.000 | 
                        0.0% | 
                        2.650 | 
                     
                    
                        | ATR | 
                        1.221 | 
                        1.195 | 
                        -0.027 | 
                        -2.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        109 | 
                        144 | 
                        35 | 
                        32.1% | 
                        410 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 20-Mar-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                63.477 | 
                62.903 | 
                61.098 | 
                 | 
             
            
                | R3 | 
                62.627 | 
                62.053 | 
                60.864 | 
                 | 
             
            
                | R2 | 
                61.777 | 
                61.777 | 
                60.786 | 
                 | 
             
            
                | R1 | 
                61.203 | 
                61.203 | 
                60.708 | 
                61.065 | 
             
            
                | PP | 
                60.927 | 
                60.927 | 
                60.927 | 
                60.858 | 
             
            
                | S1 | 
                60.353 | 
                60.353 | 
                60.552 | 
                60.215 | 
             
            
                | S2 | 
                60.077 | 
                60.077 | 
                60.474 | 
                 | 
             
            
                | S3 | 
                59.227 | 
                59.503 | 
                60.396 | 
                 | 
             
            
                | S4 | 
                58.377 | 
                58.653 | 
                60.163 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 16-Mar-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                69.313 | 
                67.777 | 
                62.398 | 
                 | 
             
            
                | R3 | 
                66.663 | 
                65.127 | 
                61.669 | 
                 | 
             
            
                | R2 | 
                64.013 | 
                64.013 | 
                61.426 | 
                 | 
             
            
                | R1 | 
                62.477 | 
                62.477 | 
                61.183 | 
                61.920 | 
             
            
                | PP | 
                61.363 | 
                61.363 | 
                61.363 | 
                61.085 | 
             
            
                | S1 | 
                59.827 | 
                59.827 | 
                60.697 | 
                59.270 | 
             
            
                | S2 | 
                58.713 | 
                58.713 | 
                60.454 | 
                 | 
             
            
                | S3 | 
                56.063 | 
                57.177 | 
                60.211 | 
                 | 
             
            
                | S4 | 
                53.413 | 
                54.527 | 
                59.483 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                62.300 | 
                60.250 | 
                2.050 | 
                3.4% | 
                1.055 | 
                1.7% | 
                19% | 
                False | 
                False | 
                117 | 
                 
                
                | 10 | 
                64.725 | 
                60.250 | 
                4.475 | 
                7.4% | 
                1.153 | 
                1.9% | 
                8% | 
                False | 
                False | 
                77 | 
                 
                
                | 20 | 
                64.725 | 
                59.925 | 
                4.800 | 
                7.9% | 
                1.265 | 
                2.1% | 
                15% | 
                False | 
                False | 
                62 | 
                 
                
                | 40 | 
                64.725 | 
                56.300 | 
                8.425 | 
                13.9% | 
                0.868 | 
                1.4% | 
                51% | 
                False | 
                False | 
                33 | 
                 
                
                | 60 | 
                65.670 | 
                53.100 | 
                12.570 | 
                20.7% | 
                0.803 | 
                1.3% | 
                60% | 
                False | 
                False | 
                23 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            65.113 | 
         
        
            | 
2.618             | 
            63.725 | 
         
        
            | 
1.618             | 
            62.875 | 
         
        
            | 
1.000             | 
            62.350 | 
         
        
            | 
0.618             | 
            62.025 | 
         
        
            | 
HIGH             | 
            61.500 | 
         
        
            | 
0.618             | 
            61.175 | 
         
        
            | 
0.500             | 
            61.075 | 
         
        
            | 
0.382             | 
            60.975 | 
         
        
            | 
LOW             | 
            60.650 | 
         
        
            | 
0.618             | 
            60.125 | 
         
        
            | 
1.000             | 
            59.800 | 
         
        
            | 
1.618             | 
            59.275 | 
         
        
            | 
2.618             | 
            58.425 | 
         
        
            | 
4.250             | 
            57.038 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 20-Mar-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                61.075 | 
                                61.238 | 
                             
                            
                                | PP | 
                                60.927 | 
                                61.035 | 
                             
                            
                                | S1 | 
                                60.778 | 
                                60.833 | 
                             
             
         |