NYMEX miNY Light Sweet Crude Oil Future August 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-May-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-May-2007 | 
                    17-May-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        65.200 | 
                        65.350 | 
                        0.150 | 
                        0.2% | 
                        65.150 | 
                     
                    
                        | High | 
                        65.325 | 
                        67.275 | 
                        1.950 | 
                        3.0% | 
                        65.250 | 
                     
                    
                        | Low | 
                        64.750 | 
                        65.350 | 
                        0.600 | 
                        0.9% | 
                        63.700 | 
                     
                    
                        | Close | 
                        65.200 | 
                        67.050 | 
                        1.850 | 
                        2.8% | 
                        65.270 | 
                     
                    
                        | Range | 
                        0.575 | 
                        1.925 | 
                        1.350 | 
                        234.8% | 
                        1.550 | 
                     
                    
                        | ATR | 
                        0.841 | 
                        0.929 | 
                        0.088 | 
                        10.5% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        26 | 
                        19 | 
                        -7 | 
                        -26.9% | 
                        50 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-May-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                72.333 | 
                71.617 | 
                68.109 | 
                 | 
             
            
                | R3 | 
                70.408 | 
                69.692 | 
                67.579 | 
                 | 
             
            
                | R2 | 
                68.483 | 
                68.483 | 
                67.403 | 
                 | 
             
            
                | R1 | 
                67.767 | 
                67.767 | 
                67.226 | 
                68.125 | 
             
            
                | PP | 
                66.558 | 
                66.558 | 
                66.558 | 
                66.738 | 
             
            
                | S1 | 
                65.842 | 
                65.842 | 
                66.874 | 
                66.200 | 
             
            
                | S2 | 
                64.633 | 
                64.633 | 
                66.697 | 
                 | 
             
            
                | S3 | 
                62.708 | 
                63.917 | 
                66.521 | 
                 | 
             
            
                | S4 | 
                60.783 | 
                61.992 | 
                65.991 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                67.275 | 
                64.750 | 
                2.525 | 
                3.8% | 
                0.810 | 
                1.2% | 
                91% | 
                True | 
                False | 
                14 | 
                 
                
                | 10 | 
                67.275 | 
                63.700 | 
                3.575 | 
                5.3% | 
                0.775 | 
                1.2% | 
                94% | 
                True | 
                False | 
                11 | 
                 
                
                | 20 | 
                68.900 | 
                63.700 | 
                5.200 | 
                7.8% | 
                0.824 | 
                1.2% | 
                64% | 
                False | 
                False | 
                10 | 
                 
                
                | 40 | 
                69.275 | 
                63.700 | 
                5.575 | 
                8.3% | 
                0.531 | 
                0.8% | 
                60% | 
                False | 
                False | 
                10 | 
                 
                
                | 60 | 
                69.275 | 
                61.900 | 
                7.375 | 
                11.0% | 
                0.427 | 
                0.6% | 
                70% | 
                False | 
                False | 
                7 | 
                 
                
                | 80 | 
                69.275 | 
                57.180 | 
                12.095 | 
                18.0% | 
                0.320 | 
                0.5% | 
                82% | 
                False | 
                False | 
                6 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            75.456 | 
         
        
            | 
2.618             | 
            72.315 | 
         
        
            | 
1.618             | 
            70.390 | 
         
        
            | 
1.000             | 
            69.200 | 
         
        
            | 
0.618             | 
            68.465 | 
         
        
            | 
HIGH             | 
            67.275 | 
         
        
            | 
0.618             | 
            66.540 | 
         
        
            | 
0.500             | 
            66.313 | 
         
        
            | 
0.382             | 
            66.085 | 
         
        
            | 
LOW             | 
            65.350 | 
         
        
            | 
0.618             | 
            64.160 | 
         
        
            | 
1.000             | 
            63.425 | 
         
        
            | 
1.618             | 
            62.235 | 
         
        
            | 
2.618             | 
            60.310 | 
         
        
            | 
4.250             | 
            57.169 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-May-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                66.804 | 
                                66.704 | 
                             
                            
                                | PP | 
                                66.558 | 
                                66.358 | 
                             
                            
                                | S1 | 
                                66.313 | 
                                66.013 | 
                             
             
         |