NYMEX miNY Light Sweet Crude Oil Future September 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Mar-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Mar-2007 | 29-Mar-2007 | Change | Change % | Previous Week |  
                        | Open | 67.960 | 69.000 | 1.040 | 1.5% | 63.260 |  
                        | High | 67.960 | 69.000 | 1.040 | 1.5% | 65.500 |  
                        | Low | 67.960 | 69.000 | 1.040 | 1.5% | 62.840 |  
                        | Close | 67.960 | 69.010 | 1.050 | 1.5% | 65.550 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.665 | 0.692 | 0.027 | 4.0% | 0.000 |  
                        | Volume | 1 | 1 | 0 | 0.0% | 10 |  | 
    
| 
        
            | Daily Pivots for day following 29-Mar-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 69.003 | 69.007 | 69.010 |  |  
                | R3 | 69.003 | 69.007 | 69.010 |  |  
                | R2 | 69.003 | 69.003 | 69.010 |  |  
                | R1 | 69.007 | 69.007 | 69.010 | 69.005 |  
                | PP | 69.003 | 69.003 | 69.003 | 69.003 |  
                | S1 | 69.007 | 69.007 | 69.010 | 69.005 |  
                | S2 | 69.003 | 69.003 | 69.010 |  |  
                | S3 | 69.003 | 69.007 | 69.010 |  |  
                | S4 | 69.003 | 69.007 | 69.010 |  |  | 
        
            | Weekly Pivots for week ending 23-Mar-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 72.610 | 71.740 | 67.013 |  |  
                | R3 | 69.950 | 69.080 | 66.282 |  |  
                | R2 | 67.290 | 67.290 | 66.038 |  |  
                | R1 | 66.420 | 66.420 | 65.794 | 66.855 |  
                | PP | 64.630 | 64.630 | 64.630 | 64.848 |  
                | S1 | 63.760 | 63.760 | 65.306 | 64.195 |  
                | S2 | 61.970 | 61.970 | 65.062 |  |  
                | S3 | 59.310 | 61.100 | 64.819 |  |  
                | S4 | 56.650 | 58.440 | 64.087 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 69.000 |  
            | 2.618 | 69.000 |  
            | 1.618 | 69.000 |  
            | 1.000 | 69.000 |  
            | 0.618 | 69.000 |  
            | HIGH | 69.000 |  
            | 0.618 | 69.000 |  
            | 0.500 | 69.000 |  
            | 0.382 | 69.000 |  
            | LOW | 69.000 |  
            | 0.618 | 69.000 |  
            | 1.000 | 69.000 |  
            | 1.618 | 69.000 |  
            | 2.618 | 69.000 |  
            | 4.250 | 69.000 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Mar-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 69.007 | 68.632 |  
                                | PP | 69.003 | 68.253 |  
                                | S1 | 69.000 | 67.875 |  |