NYMEX miNY Light Sweet Crude Oil Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-May-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-May-2007 | 
                    03-May-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        64.450 | 
                        63.500 | 
                        -0.950 | 
                        -1.5% | 
                        64.150 | 
                     
                    
                        | High | 
                        64.675 | 
                        64.075 | 
                        -0.600 | 
                        -0.9% | 
                        66.650 | 
                     
                    
                        | Low | 
                        63.050 | 
                        62.725 | 
                        -0.325 | 
                        -0.5% | 
                        63.700 | 
                     
                    
                        | Close | 
                        63.680 | 
                        63.190 | 
                        -0.490 | 
                        -0.8% | 
                        66.460 | 
                     
                    
                        | Range | 
                        1.625 | 
                        1.350 | 
                        -0.275 | 
                        -16.9% | 
                        2.950 | 
                     
                    
                        | ATR | 
                        1.620 | 
                        1.600 | 
                        -0.019 | 
                        -1.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        19,062 | 
                        23,430 | 
                        4,368 | 
                        22.9% | 
                        91,545 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-May-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                67.380 | 
                66.635 | 
                63.933 | 
                 | 
             
            
                | R3 | 
                66.030 | 
                65.285 | 
                63.561 | 
                 | 
             
            
                | R2 | 
                64.680 | 
                64.680 | 
                63.438 | 
                 | 
             
            
                | R1 | 
                63.935 | 
                63.935 | 
                63.314 | 
                63.633 | 
             
            
                | PP | 
                63.330 | 
                63.330 | 
                63.330 | 
                63.179 | 
             
            
                | S1 | 
                62.585 | 
                62.585 | 
                63.066 | 
                62.283 | 
             
            
                | S2 | 
                61.980 | 
                61.980 | 
                62.943 | 
                 | 
             
            
                | S3 | 
                60.630 | 
                61.235 | 
                62.819 | 
                 | 
             
            
                | S4 | 
                59.280 | 
                59.885 | 
                62.448 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Apr-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                74.453 | 
                73.407 | 
                68.083 | 
                 | 
             
            
                | R3 | 
                71.503 | 
                70.457 | 
                67.271 | 
                 | 
             
            
                | R2 | 
                68.553 | 
                68.553 | 
                67.001 | 
                 | 
             
            
                | R1 | 
                67.507 | 
                67.507 | 
                66.730 | 
                68.030 | 
             
            
                | PP | 
                65.603 | 
                65.603 | 
                65.603 | 
                65.865 | 
             
            
                | S1 | 
                64.557 | 
                64.557 | 
                66.190 | 
                65.080 | 
             
            
                | S2 | 
                62.653 | 
                62.653 | 
                65.919 | 
                 | 
             
            
                | S3 | 
                59.703 | 
                61.607 | 
                65.649 | 
                 | 
             
            
                | S4 | 
                56.753 | 
                58.657 | 
                64.838 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                66.650 | 
                62.725 | 
                3.925 | 
                6.2% | 
                1.615 | 
                2.6% | 
                12% | 
                False | 
                True | 
                19,189 | 
                 
                
                | 10 | 
                66.650 | 
                62.625 | 
                4.025 | 
                6.4% | 
                1.720 | 
                2.7% | 
                14% | 
                False | 
                False | 
                18,347 | 
                 
                
                | 20 | 
                67.050 | 
                62.625 | 
                4.425 | 
                7.0% | 
                1.601 | 
                2.5% | 
                13% | 
                False | 
                False | 
                10,632 | 
                 
                
                | 40 | 
                68.200 | 
                60.250 | 
                7.950 | 
                12.6% | 
                1.494 | 
                2.4% | 
                37% | 
                False | 
                False | 
                5,545 | 
                 
                
                | 60 | 
                68.200 | 
                59.500 | 
                8.700 | 
                13.8% | 
                1.359 | 
                2.2% | 
                42% | 
                False | 
                False | 
                3,706 | 
                 
                
                | 80 | 
                68.200 | 
                53.100 | 
                15.100 | 
                23.9% | 
                1.176 | 
                1.9% | 
                67% | 
                False | 
                False | 
                2,780 | 
                 
                
                | 100 | 
                68.200 | 
                53.100 | 
                15.100 | 
                23.9% | 
                0.967 | 
                1.5% | 
                67% | 
                False | 
                False | 
                2,225 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            69.813 | 
         
        
            | 
2.618             | 
            67.609 | 
         
        
            | 
1.618             | 
            66.259 | 
         
        
            | 
1.000             | 
            65.425 | 
         
        
            | 
0.618             | 
            64.909 | 
         
        
            | 
HIGH             | 
            64.075 | 
         
        
            | 
0.618             | 
            63.559 | 
         
        
            | 
0.500             | 
            63.400 | 
         
        
            | 
0.382             | 
            63.241 | 
         
        
            | 
LOW             | 
            62.725 | 
         
        
            | 
0.618             | 
            61.891 | 
         
        
            | 
1.000             | 
            61.375 | 
         
        
            | 
1.618             | 
            60.541 | 
         
        
            | 
2.618             | 
            59.191 | 
         
        
            | 
4.250             | 
            56.988 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-May-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                63.400 | 
                                64.438 | 
                             
                            
                                | PP | 
                                63.330 | 
                                64.022 | 
                             
                            
                                | S1 | 
                                63.260 | 
                                63.606 | 
                             
             
         |