NYMEX miNY Light Sweet Crude Oil Future August 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-May-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-May-2007 | 
                    25-May-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        67.150 | 
                        65.900 | 
                        -1.250 | 
                        -1.9% | 
                        67.300 | 
                     
                    
                        | High | 
                        67.150 | 
                        66.525 | 
                        -0.625 | 
                        -0.9% | 
                        68.150 | 
                     
                    
                        | Low | 
                        65.350 | 
                        65.650 | 
                        0.300 | 
                        0.5% | 
                        65.350 | 
                     
                    
                        | Close | 
                        65.630 | 
                        66.520 | 
                        0.890 | 
                        1.4% | 
                        66.520 | 
                     
                    
                        | Range | 
                        1.800 | 
                        0.875 | 
                        -0.925 | 
                        -51.4% | 
                        2.800 | 
                     
                    
                        | ATR | 
                        1.083 | 
                        1.070 | 
                        -0.013 | 
                        -1.2% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        607 | 
                        609 | 
                        2 | 
                        0.3% | 
                        2,107 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-May-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                68.857 | 
                68.563 | 
                67.001 | 
                 | 
             
            
                | R3 | 
                67.982 | 
                67.688 | 
                66.761 | 
                 | 
             
            
                | R2 | 
                67.107 | 
                67.107 | 
                66.680 | 
                 | 
             
            
                | R1 | 
                66.813 | 
                66.813 | 
                66.600 | 
                66.960 | 
             
            
                | PP | 
                66.232 | 
                66.232 | 
                66.232 | 
                66.305 | 
             
            
                | S1 | 
                65.938 | 
                65.938 | 
                66.440 | 
                66.085 | 
             
            
                | S2 | 
                65.357 | 
                65.357 | 
                66.360 | 
                 | 
             
            
                | S3 | 
                64.482 | 
                65.063 | 
                66.279 | 
                 | 
             
            
                | S4 | 
                63.607 | 
                64.188 | 
                66.039 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-May-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                75.073 | 
                73.597 | 
                68.060 | 
                 | 
             
            
                | R3 | 
                72.273 | 
                70.797 | 
                67.290 | 
                 | 
             
            
                | R2 | 
                69.473 | 
                69.473 | 
                67.033 | 
                 | 
             
            
                | R1 | 
                67.997 | 
                67.997 | 
                66.777 | 
                67.335 | 
             
            
                | PP | 
                66.673 | 
                66.673 | 
                66.673 | 
                66.343 | 
             
            
                | S1 | 
                65.197 | 
                65.197 | 
                66.263 | 
                64.535 | 
             
            
                | S2 | 
                63.873 | 
                63.873 | 
                66.007 | 
                 | 
             
            
                | S3 | 
                61.073 | 
                62.397 | 
                65.750 | 
                 | 
             
            
                | S4 | 
                58.273 | 
                59.597 | 
                64.980 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                68.150 | 
                65.350 | 
                2.800 | 
                4.2% | 
                1.345 | 
                2.0% | 
                42% | 
                False | 
                False | 
                421 | 
                 
                
                | 10 | 
                68.150 | 
                64.750 | 
                3.400 | 
                5.1% | 
                1.203 | 
                1.8% | 
                52% | 
                False | 
                False | 
                221 | 
                 
                
                | 20 | 
                68.900 | 
                63.700 | 
                5.200 | 
                7.8% | 
                0.998 | 
                1.5% | 
                54% | 
                False | 
                False | 
                115 | 
                 
                
                | 40 | 
                69.275 | 
                63.700 | 
                5.575 | 
                8.4% | 
                0.693 | 
                1.0% | 
                51% | 
                False | 
                False | 
                62 | 
                 
                
                | 60 | 
                69.275 | 
                61.900 | 
                7.375 | 
                11.1% | 
                0.560 | 
                0.8% | 
                63% | 
                False | 
                False | 
                43 | 
                 
                
                | 80 | 
                69.275 | 
                60.550 | 
                8.725 | 
                13.1% | 
                0.420 | 
                0.6% | 
                68% | 
                False | 
                False | 
                32 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            70.244 | 
         
        
            | 
2.618             | 
            68.816 | 
         
        
            | 
1.618             | 
            67.941 | 
         
        
            | 
1.000             | 
            67.400 | 
         
        
            | 
0.618             | 
            67.066 | 
         
        
            | 
HIGH             | 
            66.525 | 
         
        
            | 
0.618             | 
            66.191 | 
         
        
            | 
0.500             | 
            66.088 | 
         
        
            | 
0.382             | 
            65.984 | 
         
        
            | 
LOW             | 
            65.650 | 
         
        
            | 
0.618             | 
            65.109 | 
         
        
            | 
1.000             | 
            64.775 | 
         
        
            | 
1.618             | 
            64.234 | 
         
        
            | 
2.618             | 
            63.359 | 
         
        
            | 
4.250             | 
            61.931 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-May-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                66.376 | 
                                66.459 | 
                             
                            
                                | PP | 
                                66.232 | 
                                66.398 | 
                             
                            
                                | S1 | 
                                66.088 | 
                                66.338 | 
                             
             
         |