NYMEX miNY Light Sweet Crude Oil Future June 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-May-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-May-2007 | 
                    14-May-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        61.900 | 
                        62.475 | 
                        0.575 | 
                        0.9% | 
                        61.675 | 
                     
                    
                        | High | 
                        62.525 | 
                        63.050 | 
                        0.525 | 
                        0.8% | 
                        62.575 | 
                     
                    
                        | Low | 
                        61.675 | 
                        62.125 | 
                        0.450 | 
                        0.7% | 
                        60.700 | 
                     
                    
                        | Close | 
                        62.370 | 
                        62.460 | 
                        0.090 | 
                        0.1% | 
                        62.370 | 
                     
                    
                        | Range | 
                        0.850 | 
                        0.925 | 
                        0.075 | 
                        8.8% | 
                        1.875 | 
                     
                    
                        | ATR | 
                        1.503 | 
                        1.461 | 
                        -0.041 | 
                        -2.7% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        16,192 | 
                        10,458 | 
                        -5,734 | 
                        -35.4% | 
                        94,205 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-May-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                65.320 | 
                64.815 | 
                62.969 | 
                 | 
             
            
                | R3 | 
                64.395 | 
                63.890 | 
                62.714 | 
                 | 
             
            
                | R2 | 
                63.470 | 
                63.470 | 
                62.630 | 
                 | 
             
            
                | R1 | 
                62.965 | 
                62.965 | 
                62.545 | 
                62.755 | 
             
            
                | PP | 
                62.545 | 
                62.545 | 
                62.545 | 
                62.440 | 
             
            
                | S1 | 
                62.040 | 
                62.040 | 
                62.375 | 
                61.830 | 
             
            
                | S2 | 
                61.620 | 
                61.620 | 
                62.290 | 
                 | 
             
            
                | S3 | 
                60.695 | 
                61.115 | 
                62.206 | 
                 | 
             
            
                | S4 | 
                59.770 | 
                60.190 | 
                61.951 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-May-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                67.507 | 
                66.813 | 
                63.401 | 
                 | 
             
            
                | R3 | 
                65.632 | 
                64.938 | 
                62.886 | 
                 | 
             
            
                | R2 | 
                63.757 | 
                63.757 | 
                62.714 | 
                 | 
             
            
                | R1 | 
                63.063 | 
                63.063 | 
                62.542 | 
                63.410 | 
             
            
                | PP | 
                61.882 | 
                61.882 | 
                61.882 | 
                62.055 | 
             
            
                | S1 | 
                61.188 | 
                61.188 | 
                62.198 | 
                61.535 | 
             
            
                | S2 | 
                60.007 | 
                60.007 | 
                62.026 | 
                 | 
             
            
                | S3 | 
                58.132 | 
                59.313 | 
                61.854 | 
                 | 
             
            
                | S4 | 
                56.257 | 
                57.438 | 
                61.339 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                63.050 | 
                60.700 | 
                2.350 | 
                3.8% | 
                1.205 | 
                1.9% | 
                75% | 
                True | 
                False | 
                16,975 | 
                 
                
                | 10 | 
                66.150 | 
                60.700 | 
                5.450 | 
                8.7% | 
                1.400 | 
                2.2% | 
                32% | 
                False | 
                False | 
                18,284 | 
                 
                
                | 20 | 
                66.750 | 
                60.700 | 
                6.050 | 
                9.7% | 
                1.591 | 
                2.5% | 
                29% | 
                False | 
                False | 
                16,330 | 
                 
                
                | 40 | 
                68.200 | 
                60.250 | 
                7.950 | 
                12.7% | 
                1.525 | 
                2.4% | 
                28% | 
                False | 
                False | 
                8,640 | 
                 
                
                | 60 | 
                68.200 | 
                59.500 | 
                8.700 | 
                13.9% | 
                1.403 | 
                2.2% | 
                34% | 
                False | 
                False | 
                5,776 | 
                 
                
                | 80 | 
                68.200 | 
                54.500 | 
                13.700 | 
                21.9% | 
                1.204 | 
                1.9% | 
                58% | 
                False | 
                False | 
                4,333 | 
                 
                
                | 100 | 
                68.200 | 
                53.100 | 
                15.100 | 
                24.2% | 
                1.055 | 
                1.7% | 
                62% | 
                False | 
                False | 
                3,467 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            66.981 | 
         
        
            | 
2.618             | 
            65.472 | 
         
        
            | 
1.618             | 
            64.547 | 
         
        
            | 
1.000             | 
            63.975 | 
         
        
            | 
0.618             | 
            63.622 | 
         
        
            | 
HIGH             | 
            63.050 | 
         
        
            | 
0.618             | 
            62.697 | 
         
        
            | 
0.500             | 
            62.588 | 
         
        
            | 
0.382             | 
            62.478 | 
         
        
            | 
LOW             | 
            62.125 | 
         
        
            | 
0.618             | 
            61.553 | 
         
        
            | 
1.000             | 
            61.200 | 
         
        
            | 
1.618             | 
            60.628 | 
         
        
            | 
2.618             | 
            59.703 | 
         
        
            | 
4.250             | 
            58.194 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-May-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                62.588 | 
                                62.378 | 
                             
                            
                                | PP | 
                                62.545 | 
                                62.295 | 
                             
                            
                                | S1 | 
                                62.503 | 
                                62.213 | 
                             
             
         |