NYMEX miNY Light Sweet Crude Oil Future August 2007

Trading Metrics calculated at close of trading on 16-Jul-2007

Day Change Summary
	Previous	Current
	13-Jul-2007	16-Jul-2007	Change	Change %	Previous Week
Open	72.750	74.000	1.250	1.7%	72.750
High	74.000	74.475	0.475	0.6%	74.000
Low	72.300	73.650	1.350	1.9%	71.600
Close	73.930	74.150	0.220	0.3%	73.930
Range	1.700	0.825	-0.875	-51.5%	2.400
ATR	1.469	1.423	-0.046	-3.1%	0.000
Volume	16,230	11,364	-4,866	-30.0%	64,255

Daily Pivots for day following 16-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	76.567	76.183	74.604
R3	75.742	75.358	74.377
R2	74.917	74.917	74.301
R1	74.533	74.533	74.226	74.725
PP	74.092	74.092	74.092	74.188
S1	73.708	73.708	74.074	73.900
S2	73.267	73.267	73.999
S3	72.442	72.883	73.923
S4	71.617	72.058	73.696

Weekly Pivots for week ending 13-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	80.377	79.553	75.250
R3	77.977	77.153	74.590
R2	75.577	75.577	74.370
R1	74.753	74.753	74.150	75.165
PP	73.177	73.177	73.177	73.383
S1	72.353	72.353	73.710	72.765
S2	70.777	70.777	73.490
S3	68.377	69.953	73.270
S4	65.977	67.553	72.610

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.475	71.600	2.875	3.9%	1.365	1.8%	89%	True	False	12,883
10	74.475	69.550	4.925	6.6%	1.350	1.8%	93%	True	False	13,324
20	74.475	67.075	7.400	10.0%	1.505	2.0%	96%	True	False	13,924
40	74.475	63.500	10.975	14.8%	1.446	1.9%	97%	True	False	7,355
60	74.475	63.500	10.975	14.8%	1.238	1.7%	97%	True	False	4,906
80	74.475	63.500	10.975	14.8%	0.988	1.3%	97%	True	False	3,682
100	74.475	61.900	12.575	17.0%	0.835	1.1%	97%	True	False	2,946
120	74.475	57.180	17.295	23.3%	0.695	0.9%	98%	True	False	2,455

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.390
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	77.981
2.618	76.635
1.618	75.810
1.000	75.300
0.618	74.985
HIGH	74.475
0.618	74.160
0.500	74.063
0.382	73.965
LOW	73.650
0.618	73.140
1.000	72.825
1.618	72.315
2.618	71.490
4.250	70.144

Fisher Pivots for day following 16-Jul-2007
Pivot	1 day	3 day
R1	74.121	73.833
PP	74.092	73.517
S1	74.063	73.200

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

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