NYMEX miNY Light Sweet Crude Oil Future July 2007

Trading Metrics calculated at close of trading on 11-Jun-2007

Day Change Summary
	Previous	Current
	08-Jun-2007	11-Jun-2007	Change	Change %	Previous Week
Open	66.725	64.725	-2.000	-3.0%	64.875
High	66.850	66.050	-0.800	-1.2%	67.425
Low	64.525	64.550	0.025	0.0%	64.525
Close	64.760	65.970	1.210	1.9%	64.760
Range	2.325	1.500	-0.825	-35.5%	2.900
ATR	1.530	1.528	-0.002	-0.1%	0.000
Volume	15,317	15,141	-176	-1.1%	65,199

Daily Pivots for day following 11-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	70.023	69.497	66.795
R3	68.523	67.997	66.383
R2	67.023	67.023	66.245
R1	66.497	66.497	66.108	66.760
PP	65.523	65.523	65.523	65.655
S1	64.997	64.997	65.833	65.260
S2	64.023	64.023	65.695
S3	62.523	63.497	65.558
S4	61.023	61.997	65.145

Weekly Pivots for week ending 08-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	74.270	72.415	66.355
R3	71.370	69.515	65.558
R2	68.470	68.470	65.292
R1	66.615	66.615	65.026	66.093
PP	65.570	65.570	65.570	65.309
S1	63.715	63.715	64.494	63.193
S2	62.670	62.670	64.228
S3	59.770	60.815	63.963
S4	56.870	57.915	63.165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	67.425	64.525	2.900	4.4%	1.500	2.3%	50%	False	False	13,354
10	67.425	62.450	4.975	7.5%	1.635	2.5%	71%	False	False	13,639
20	67.425	62.450	4.975	7.5%	1.546	2.3%	71%	False	False	10,520
40	68.075	62.400	5.675	8.6%	1.510	2.3%	63%	False	False	5,528
60	68.750	61.700	7.050	10.7%	1.303	2.0%	61%	False	False	3,708
80	68.750	60.250	8.500	12.9%	1.019	1.5%	67%	False	False	2,781
100	68.750	55.650	13.100	19.9%	0.815	1.2%	79%	False	False	2,225

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.308
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	72.425
2.618	69.977
1.618	68.477
1.000	67.550
0.618	66.977
HIGH	66.050
0.618	65.477
0.500	65.300
0.382	65.123
LOW	64.550
0.618	63.623
1.000	63.050
1.618	62.123
2.618	60.623
4.250	58.175

Fisher Pivots for day following 11-Jun-2007
Pivot	1 day	3 day
R1	65.747	65.975
PP	65.523	65.973
S1	65.300	65.972

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These figures are updated between 7pm and 10pm EST after a trading day.

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