NYMEX miNY Light Sweet Crude Oil Future August 2007

Trading Metrics calculated at close of trading on 21-Jun-2007

Day Change Summary
	Previous	Current
	20-Jun-2007	21-Jun-2007	Change	Change %	Previous Week
Open	69.425	68.700	-0.725	-1.0%	65.500
High	69.600	69.875	0.275	0.4%	68.875
Low	67.650	68.275	0.625	0.9%	65.225
Close	68.860	68.650	-0.210	-0.3%	68.540
Range	1.950	1.600	-0.350	-17.9%	3.650
ATR	1.374	1.391	0.016	1.2%	0.000
Volume	12,012	20,811	8,799	73.3%	7,337

Daily Pivots for day following 21-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	73.733	72.792	69.530
R3	72.133	71.192	69.090
R2	70.533	70.533	68.943
R1	69.592	69.592	68.797	69.263
PP	68.933	68.933	68.933	68.769
S1	67.992	67.992	68.503	67.663
S2	67.333	67.333	68.357
S3	65.733	66.392	68.210
S4	64.133	64.792	67.770

Weekly Pivots for week ending 15-Jun-2007
	Classic	Woodie	Camarilla	DeMark
R4	78.497	77.168	70.548
R3	74.847	73.518	69.544
R2	71.197	71.197	69.209
R1	69.868	69.868	68.875	70.533
PP	67.547	67.547	67.547	67.879
S1	66.218	66.218	68.205	66.883
S2	63.897	63.897	67.871
S3	60.247	62.568	67.536
S4	56.597	58.918	66.533

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	69.950	67.650	2.300	3.4%	1.495	2.2%	43%	False	False	9,005
10	69.950	65.225	4.725	6.9%	1.570	2.3%	72%	False	False	5,131
20	69.950	63.500	6.450	9.4%	1.438	2.1%	80%	False	False	2,864
40	69.950	63.500	6.450	9.4%	1.191	1.7%	80%	False	False	1,459
60	69.950	63.500	6.450	9.4%	0.911	1.3%	80%	False	False	976
80	69.950	61.900	8.050	11.7%	0.746	1.1%	84%	False	False	733
100	69.950	60.410	9.540	13.9%	0.597	0.9%	86%	False	False	586

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.318
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.675
2.618	74.064
1.618	72.464
1.000	71.475
0.618	70.864
HIGH	69.875
0.618	69.264
0.500	69.075
0.382	68.886
LOW	68.275
0.618	67.286
1.000	66.675
1.618	65.686
2.618	64.086
4.250	61.475

Fisher Pivots for day following 21-Jun-2007
Pivot	1 day	3 day
R1	69.075	68.800
PP	68.933	68.750
S1	68.792	68.700

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

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