NYMEX miNY Light Sweet Crude Oil Future July 2007

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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 62.020 62.200 0.180 0.3% 62.800 High 62.020 62.700 0.680 1.1% 63.450 Low 62.020 62.200 0.180 0.3% 61.700 Close 62.020 61.590 -0.430 -0.7% 61.900 Range 0.000 0.500 0.500 1.750 ATR 0.773 0.766 -0.007 -0.9% 0.000 Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Mar-2007 Classic Woodie Camarilla DeMark R4 63.663 63.127 61.865 R3 63.163 62.627 61.728 R2 62.663 62.663 61.682 R1 62.127 62.127 61.636 62.145 PP 62.163 62.163 62.163 62.173 S1 61.627 61.627 61.544 61.645 S2 61.663 61.663 61.498 S3 61.163 61.127 61.453 S4 60.663 60.627 61.315	Weekly Pivots for week ending 16-Mar-2007 Classic Woodie Camarilla DeMark R4 67.600 66.500 62.863 R3 65.850 64.750 62.381 R2 64.100 64.100 62.221 R1 63.000 63.000 62.060 62.675 PP 62.350 62.350 62.350 62.188 S1 61.250 61.250 61.740 60.925 S2 60.600 60.600 61.579 S3 58.850 59.500 61.419 S4 57.100 57.750 60.938
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 62.700 61.700 1.000 1.6% 0.100 0.2% -11% True False 1 10 65.200 61.700 3.500 5.7% 0.050 0.1% -3% False False 1 20 65.200 61.700 3.500 5.7% 0.193 0.3% -3% False False 1 40 65.200 56.680 8.520 13.8% 0.096 0.2% 58% False False 1
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 True WS5 True WS7 True ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.000 Widest range in 14 trading days	Fibonacci Retracements and Extensions 4.250 64.825 2.618 64.009 1.618 63.509 1.000 63.200 0.618 63.009 HIGH 62.700 0.618 62.509 0.500 62.450 0.382 62.391 LOW 62.200 0.618 61.891 1.000 61.700 1.618 61.391 2.618 60.891 4.250 60.075
Fisher Pivots for day following 20-Mar-2007 Pivot 1 day 3 day R1 62.450 62.200 PP 62.163 61.997 S1 61.877 61.793

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