NYMEX miNY Light Sweet Crude Oil Future August 2007

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

Day Change Summary
	Previous	Current
	10-Jul-2007	11-Jul-2007	Change	Change %	Previous Week
Open	72.050	72.650	0.600	0.8%	70.650
High	73.075	73.050	-0.025	0.0%	72.950
Low	71.600	72.075	0.475	0.7%	69.550
Close	72.810	72.560	-0.250	-0.3%	72.810
Range	1.475	0.975	-0.500	-33.9%	3.400
ATR	1.454	1.420	-0.034	-2.4%	0.000
Volume	11,662	12,948	1,286	11.0%	57,626

Daily Pivots for day following 11-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	75.487	74.998	73.096
R3	74.512	74.023	72.828
R2	73.537	73.537	72.739
R1	73.048	73.048	72.649	72.805
PP	72.562	72.562	72.562	72.440
S1	72.073	72.073	72.471	71.830
S2	71.587	71.587	72.381
S3	70.612	71.098	72.292
S4	69.637	70.123	72.024

Weekly Pivots for week ending 06-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	81.970	80.790	74.680
R3	78.570	77.390	73.745
R2	75.170	75.170	73.433
R1	73.990	73.990	73.122	74.580
PP	71.770	71.770	71.770	72.065
S1	70.590	70.590	72.498	71.180
S2	68.370	68.370	72.187
S3	64.970	67.190	71.875
S4	61.570	63.790	70.940

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.075	70.800	2.275	3.1%	1.320	1.8%	77%	False	False	12,403
10	73.075	67.075	6.000	8.3%	1.460	2.0%	91%	False	False	14,718
20	73.075	65.600	7.475	10.3%	1.508	2.1%	93%	False	False	12,194
40	73.075	63.500	9.575	13.2%	1.421	2.0%	95%	False	False	6,361
60	73.075	63.500	9.575	13.2%	1.166	1.6%	95%	False	False	4,243
80	73.075	62.500	10.575	14.6%	0.933	1.3%	95%	False	False	3,185
100	73.075	61.240	11.835	16.3%	0.791	1.1%	96%	False	False	2,548

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.370
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	77.194
2.618	75.603
1.618	74.628
1.000	74.025
0.618	73.653
HIGH	73.050
0.618	72.678
0.500	72.563
0.382	72.447
LOW	72.075
0.618	71.472
1.000	71.100
1.618	70.497
2.618	69.522
4.250	67.931

Fisher Pivots for day following 11-Jul-2007
Pivot	1 day	3 day
R1	72.563	72.486
PP	72.562	72.412
S1	72.561	72.338

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

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