NYMEX miNY Light Sweet Crude Oil Future July 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jan-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Jan-2007 | 24-Jan-2007 | Change | Change % | Previous Week |  
                        | Open | 57.800 | 58.020 | 0.220 | 0.4% | 54.000 |  
                        | High | 57.800 | 58.020 | 0.220 | 0.4% | 56.230 |  
                        | Low | 57.800 | 58.020 | 0.220 | 0.4% | 54.000 |  
                        | Close | 57.800 | 58.020 | 0.220 | 0.4% | 56.230 |  
                        | Range |  |  |  |  |  |  
                        | ATR |  |  |  |  |  |  
                        | Volume | 1 | 1 | 0 | 0.0% | 4 |  | 
    
| 
        
            | Daily Pivots for day following 24-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.020 | 58.020 | 58.020 |  |  
                | R3 | 58.020 | 58.020 | 58.020 |  |  
                | R2 | 58.020 | 58.020 | 58.020 |  |  
                | R1 | 58.020 | 58.020 | 58.020 | 58.020 |  
                | PP | 58.020 | 58.020 | 58.020 | 58.020 |  
                | S1 | 58.020 | 58.020 | 58.020 | 58.020 |  
                | S2 | 58.020 | 58.020 | 58.020 |  |  
                | S3 | 58.020 | 58.020 | 58.020 |  |  
                | S4 | 58.020 | 58.020 | 58.020 |  |  | 
        
            | Weekly Pivots for week ending 19-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 62.177 | 61.433 | 57.457 |  |  
                | R3 | 59.947 | 59.203 | 56.843 |  |  
                | R2 | 57.717 | 57.717 | 56.639 |  |  
                | R1 | 56.973 | 56.973 | 56.434 | 57.345 |  
                | PP | 55.487 | 55.487 | 55.487 | 55.673 |  
                | S1 | 54.743 | 54.743 | 56.026 | 55.115 |  
                | S2 | 53.257 | 53.257 | 55.821 |  |  
                | S3 | 51.027 | 52.513 | 55.617 |  |  
                | S4 | 48.797 | 50.283 | 55.004 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 58.020 |  
            | 2.618 | 58.020 |  
            | 1.618 | 58.020 |  
            | 1.000 | 58.020 |  
            | 0.618 | 58.020 |  
            | HIGH | 58.020 |  
            | 0.618 | 58.020 |  
            | 0.500 | 58.020 |  
            | 0.382 | 58.020 |  
            | LOW | 58.020 |  
            | 0.618 | 58.020 |  
            | 1.000 | 58.020 |  
            | 1.618 | 58.020 |  
            | 2.618 | 58.020 |  
            | 4.250 | 58.020 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Jan-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 58.020 | 57.625 |  
                                | PP | 58.020 | 57.230 |  
                                | S1 | 58.020 | 56.835 |  |