NYMEX miNY Light Sweet Crude Oil Future August 2007

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Trading Metrics calculated at close of trading on 15-May-2007
Day Change Summary Previous Current 14-May-2007 15-May-2007 Change Change % Previous Week Open 65.350 65.000 -0.350 -0.5% 65.150 High 65.800 65.700 -0.100 -0.2% 65.250 Low 65.150 64.800 -0.350 -0.5% 63.700 Close 65.020 65.760 0.740 1.1% 65.270 Range 0.650 0.900 0.250 38.5% 1.550 ATR 0.822 0.828 0.006 0.7% 0.000 Volume 2 13 11 550.0% 50
Daily Pivots for day following 15-May-2007 Classic Woodie Camarilla DeMark R4 68.120 67.840 66.255 R3 67.220 66.940 66.008 R2 66.320 66.320 65.925 R1 66.040 66.040 65.843 66.180 PP 65.420 65.420 65.420 65.490 S1 65.140 65.140 65.678 65.280 S2 64.520 64.520 65.595 S3 63.620 64.240 65.513 S4 62.720 63.340 65.265	Weekly Pivots for week ending 11-May-2007 Classic Woodie Camarilla DeMark R4 69.390 68.880 66.123 R3 67.840 67.330 65.696 R2 66.290 66.290 65.554 R1 65.780 65.780 65.412 66.035 PP 64.740 64.740 64.740 64.868 S1 64.230 64.230 65.128 64.485 S2 63.190 63.190 64.986 S3 61.640 62.680 64.844 S4 60.090 61.130 64.418
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 65.800 63.700 2.100 3.2% 0.485 0.7% 98% False False 8 10 67.100 63.700 3.400 5.2% 0.735 1.1% 61% False False 10 20 68.900 63.700 5.200 7.9% 0.700 1.1% 40% False False 7 40 69.275 62.500 6.775 10.3% 0.468 0.7% 48% False False 9 60 69.275 61.240 8.035 12.2% 0.385 0.6% 56% False False 6
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 0.053 Widest range in 7 trading days	Fibonacci Retracements and Extensions 4.250 69.525 2.618 68.056 1.618 67.156 1.000 66.600 0.618 66.256 HIGH 65.700 0.618 65.356 0.500 65.250 0.382 65.144 LOW 64.800 0.618 64.244 1.000 63.900 1.618 63.344 2.618 62.444 4.250 60.975
Fisher Pivots for day following 15-May-2007 Pivot 1 day 3 day R1 65.590 65.607 PP 65.420 65.453 S1 65.250 65.300

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