NYMEX miNY Light Sweet Crude Oil Future July 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Apr-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Apr-2007 | 03-Apr-2007 | Change | Change % | Previous Week |  
                        | Open | 68.225 | 68.325 | 0.100 | 0.1% | 64.850 |  
                        | High | 68.750 | 68.325 | -0.425 | -0.6% | 68.725 |  
                        | Low | 67.650 | 67.000 | -0.650 | -1.0% | 64.850 |  
                        | Close | 68.450 | 67.310 | -1.140 | -1.7% | 68.250 |  
                        | Range | 1.100 | 1.325 | 0.225 | 20.5% | 3.875 |  
                        | ATR | 1.050 | 1.079 | 0.029 | 2.7% | 0.000 |  
                        | Volume | 93 | 56 | -37 | -39.8% | 236 |  | 
    
| 
        
            | Daily Pivots for day following 03-Apr-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 71.520 | 70.740 | 68.039 |  |  
                | R3 | 70.195 | 69.415 | 67.674 |  |  
                | R2 | 68.870 | 68.870 | 67.553 |  |  
                | R1 | 68.090 | 68.090 | 67.431 | 67.818 |  
                | PP | 67.545 | 67.545 | 67.545 | 67.409 |  
                | S1 | 66.765 | 66.765 | 67.189 | 66.493 |  
                | S2 | 66.220 | 66.220 | 67.067 |  |  
                | S3 | 64.895 | 65.440 | 66.946 |  |  
                | S4 | 63.570 | 64.115 | 66.581 |  |  | 
        
            | Weekly Pivots for week ending 30-Mar-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 78.900 | 77.450 | 70.381 |  |  
                | R3 | 75.025 | 73.575 | 69.316 |  |  
                | R2 | 71.150 | 71.150 | 68.960 |  |  
                | R1 | 69.700 | 69.700 | 68.605 | 70.425 |  
                | PP | 67.275 | 67.275 | 67.275 | 67.638 |  
                | S1 | 65.825 | 65.825 | 67.895 | 66.550 |  
                | S2 | 63.400 | 63.400 | 67.540 |  |  
                | S3 | 59.525 | 61.950 | 67.184 |  |  
                | S4 | 55.650 | 58.075 | 66.119 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 68.750 | 66.500 | 2.250 | 3.3% | 1.205 | 1.8% | 36% | False | False | 68 |  
                | 10 | 68.750 | 61.900 | 6.850 | 10.2% | 1.055 | 1.6% | 79% | False | False | 72 |  
                | 20 | 68.750 | 61.700 | 7.050 | 10.5% | 0.553 | 0.8% | 80% | False | False | 36 |  
                | 40 | 68.750 | 60.090 | 8.660 | 12.9% | 0.360 | 0.5% | 83% | False | False | 19 |  
                | 60 | 68.750 | 54.000 | 14.750 | 21.9% | 0.240 | 0.4% | 90% | False | False | 13 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 73.956 |  
            | 2.618 | 71.794 |  
            | 1.618 | 70.469 |  
            | 1.000 | 69.650 |  
            | 0.618 | 69.144 |  
            | HIGH | 68.325 |  
            | 0.618 | 67.819 |  
            | 0.500 | 67.663 |  
            | 0.382 | 67.506 |  
            | LOW | 67.000 |  
            | 0.618 | 66.181 |  
            | 1.000 | 65.675 |  
            | 1.618 | 64.856 |  
            | 2.618 | 63.531 |  
            | 4.250 | 61.369 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Apr-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 67.663 | 67.875 |  
                                | PP | 67.545 | 67.687 |  
                                | S1 | 67.428 | 67.498 |  |