NYMEX miNY Light Sweet Crude Oil Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-May-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-May-2007 | 07-May-2007 | Change | Change % | Previous Week |  
                        | Open | 63.250 | 61.675 | -1.575 | -2.5% | 66.425 |  
                        | High | 63.425 | 62.050 | -1.375 | -2.2% | 66.625 |  
                        | Low | 61.575 | 60.850 | -0.725 | -1.2% | 61.575 |  
                        | Close | 61.930 | 61.470 | -0.460 | -0.7% | 61.930 |  
                        | Range | 1.850 | 1.200 | -0.650 | -35.1% | 5.050 |  
                        | ATR | 1.618 | 1.588 | -0.030 | -1.8% | 0.000 |  
                        | Volume | 19,579 | 19,785 | 206 | 1.1% | 95,173 |  | 
    
| 
        
            | Daily Pivots for day following 07-May-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 65.057 | 64.463 | 62.130 |  |  
                | R3 | 63.857 | 63.263 | 61.800 |  |  
                | R2 | 62.657 | 62.657 | 61.690 |  |  
                | R1 | 62.063 | 62.063 | 61.580 | 61.760 |  
                | PP | 61.457 | 61.457 | 61.457 | 61.305 |  
                | S1 | 60.863 | 60.863 | 61.360 | 60.560 |  
                | S2 | 60.257 | 60.257 | 61.250 |  |  
                | S3 | 59.057 | 59.663 | 61.140 |  |  
                | S4 | 57.857 | 58.463 | 60.810 |  |  | 
        
            | Weekly Pivots for week ending 04-May-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 78.527 | 75.278 | 64.708 |  |  
                | R3 | 73.477 | 70.228 | 63.319 |  |  
                | R2 | 68.427 | 68.427 | 62.856 |  |  
                | R1 | 65.178 | 65.178 | 62.393 | 64.278 |  
                | PP | 63.377 | 63.377 | 63.377 | 62.926 |  
                | S1 | 60.128 | 60.128 | 61.467 | 59.228 |  
                | S2 | 58.327 | 58.327 | 61.004 |  |  
                | S3 | 53.277 | 55.078 | 60.541 |  |  
                | S4 | 48.227 | 50.028 | 59.153 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 66.150 | 60.850 | 5.300 | 8.6% | 1.595 | 2.6% | 12% | False | True | 19,592 |  
                | 10 | 66.650 | 60.850 | 5.800 | 9.4% | 1.638 | 2.7% | 11% | False | True | 19,272 |  
                | 20 | 67.050 | 60.850 | 6.200 | 10.1% | 1.634 | 2.7% | 10% | False | True | 12,506 |  
                | 40 | 68.200 | 60.250 | 7.950 | 12.9% | 1.521 | 2.5% | 15% | False | False | 6,527 |  
                | 60 | 68.200 | 59.500 | 8.700 | 14.2% | 1.375 | 2.2% | 23% | False | False | 4,362 |  
                | 80 | 68.200 | 53.100 | 15.100 | 24.6% | 1.205 | 2.0% | 55% | False | False | 3,272 |  
                | 100 | 68.200 | 53.100 | 15.100 | 24.6% | 0.996 | 1.6% | 55% | False | False | 2,618 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 67.150 |  
            | 2.618 | 65.192 |  
            | 1.618 | 63.992 |  
            | 1.000 | 63.250 |  
            | 0.618 | 62.792 |  
            | HIGH | 62.050 |  
            | 0.618 | 61.592 |  
            | 0.500 | 61.450 |  
            | 0.382 | 61.308 |  
            | LOW | 60.850 |  
            | 0.618 | 60.108 |  
            | 1.000 | 59.650 |  
            | 1.618 | 58.908 |  
            | 2.618 | 57.708 |  
            | 4.250 | 55.750 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-May-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 61.463 | 62.463 |  
                                | PP | 61.457 | 62.132 |  
                                | S1 | 61.450 | 61.801 |  |