NYMEX miNY Light Sweet Crude Oil Future July 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-May-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-May-2007 | 23-May-2007 | Change | Change % | Previous Week |  
                        | Open | 66.825 | 65.575 | -1.250 | -1.9% | 64.200 |  
                        | High | 66.975 | 66.175 | -0.800 | -1.2% | 66.450 |  
                        | Low | 65.425 | 65.050 | -0.375 | -0.6% | 63.225 |  
                        | Close | 65.510 | 65.770 | 0.260 | 0.4% | 65.980 |  
                        | Range | 1.550 | 1.125 | -0.425 | -27.4% | 3.225 |  
                        | ATR | 1.391 | 1.372 | -0.019 | -1.4% | 0.000 |  
                        | Volume | 12,933 | 13,024 | 91 | 0.7% | 9,658 |  | 
    
| 
        
            | Daily Pivots for day following 23-May-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 69.040 | 68.530 | 66.389 |  |  
                | R3 | 67.915 | 67.405 | 66.079 |  |  
                | R2 | 66.790 | 66.790 | 65.976 |  |  
                | R1 | 66.280 | 66.280 | 65.873 | 66.535 |  
                | PP | 65.665 | 65.665 | 65.665 | 65.793 |  
                | S1 | 65.155 | 65.155 | 65.667 | 65.410 |  
                | S2 | 64.540 | 64.540 | 65.564 |  |  
                | S3 | 63.415 | 64.030 | 65.461 |  |  
                | S4 | 62.290 | 62.905 | 65.151 |  |  | 
        
            | Weekly Pivots for week ending 18-May-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 74.893 | 73.662 | 67.754 |  |  
                | R3 | 71.668 | 70.437 | 66.867 |  |  
                | R2 | 68.443 | 68.443 | 66.571 |  |  
                | R1 | 67.212 | 67.212 | 66.276 | 67.828 |  
                | PP | 65.218 | 65.218 | 65.218 | 65.526 |  
                | S1 | 63.987 | 63.987 | 65.684 | 64.603 |  
                | S2 | 61.993 | 61.993 | 65.389 |  |  
                | S3 | 58.768 | 60.762 | 65.093 |  |  
                | S4 | 55.543 | 57.537 | 64.206 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 67.100 | 63.925 | 3.175 | 4.8% | 1.485 | 2.3% | 58% | False | False | 7,655 |  
                | 10 | 67.100 | 62.950 | 4.150 | 6.3% | 1.308 | 2.0% | 68% | False | False | 4,346 |  
                | 20 | 68.075 | 62.400 | 5.675 | 8.6% | 1.413 | 2.1% | 59% | False | False | 2,550 |  
                | 40 | 68.750 | 62.400 | 6.350 | 9.7% | 1.338 | 2.0% | 53% | False | False | 1,336 |  
                | 60 | 68.750 | 61.700 | 7.050 | 10.7% | 1.004 | 1.5% | 58% | False | False | 897 |  
                | 80 | 68.750 | 59.910 | 8.840 | 13.4% | 0.773 | 1.2% | 66% | False | False | 673 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 70.956 |  
            | 2.618 | 69.120 |  
            | 1.618 | 67.995 |  
            | 1.000 | 67.300 |  
            | 0.618 | 66.870 |  
            | HIGH | 66.175 |  
            | 0.618 | 65.745 |  
            | 0.500 | 65.613 |  
            | 0.382 | 65.480 |  
            | LOW | 65.050 |  
            | 0.618 | 64.355 |  
            | 1.000 | 63.925 |  
            | 1.618 | 63.230 |  
            | 2.618 | 62.105 |  
            | 4.250 | 60.269 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-May-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 65.718 | 66.075 |  
                                | PP | 65.665 | 65.973 |  
                                | S1 | 65.613 | 65.872 |  |