NYMEX miNY Light Sweet Crude Oil Future September 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-May-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-May-2007 | 18-May-2007 | Change | Change % | Previous Week |  
                        | Open | 66.950 | 67.350 | 0.400 | 0.6% | 66.400 |  
                        | High | 68.050 | 68.000 | -0.050 | -0.1% | 68.050 |  
                        | Low | 66.950 | 67.350 | 0.400 | 0.6% | 66.275 |  
                        | Close | 67.890 | 67.860 | -0.030 | 0.0% | 67.860 |  
                        | Range | 1.100 | 0.650 | -0.450 | -40.9% | 1.775 |  
                        | ATR | 0.682 | 0.680 | -0.002 | -0.3% | 0.000 |  
                        | Volume | 5 | 8 | 3 | 60.0% | 30 |  | 
    
| 
        
            | Daily Pivots for day following 18-May-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 69.687 | 69.423 | 68.218 |  |  
                | R3 | 69.037 | 68.773 | 68.039 |  |  
                | R2 | 68.387 | 68.387 | 67.979 |  |  
                | R1 | 68.123 | 68.123 | 67.920 | 68.255 |  
                | PP | 67.737 | 67.737 | 67.737 | 67.803 |  
                | S1 | 67.473 | 67.473 | 67.800 | 67.605 |  
                | S2 | 67.087 | 67.087 | 67.741 |  |  
                | S3 | 66.437 | 66.823 | 67.681 |  |  
                | S4 | 65.787 | 66.173 | 67.503 |  |  | 
        
            | Weekly Pivots for week ending 18-May-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 72.720 | 72.065 | 68.836 |  |  
                | R3 | 70.945 | 70.290 | 68.348 |  |  
                | R2 | 69.170 | 69.170 | 68.185 |  |  
                | R1 | 68.515 | 68.515 | 68.023 | 68.843 |  
                | PP | 67.395 | 67.395 | 67.395 | 67.559 |  
                | S1 | 66.740 | 66.740 | 67.697 | 67.068 |  
                | S2 | 65.620 | 65.620 | 67.535 |  |  
                | S3 | 63.845 | 64.965 | 67.372 |  |  
                | S4 | 62.070 | 63.190 | 66.884 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 68.050 | 66.275 | 1.775 | 2.6% | 0.370 | 0.5% | 89% | False | False | 6 |  
                | 10 | 68.050 | 65.125 | 2.925 | 4.3% | 0.185 | 0.3% | 94% | False | False | 3 |  
                | 20 | 69.340 | 65.125 | 4.215 | 6.2% | 0.179 | 0.3% | 65% | False | False | 2 |  
                | 40 | 69.575 | 65.125 | 4.450 | 6.6% | 0.114 | 0.2% | 61% | False | False | 5 |  
                | 60 | 69.575 | 62.840 | 6.735 | 9.9% | 0.079 | 0.1% | 75% | False | False | 4 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 70.763 |  
            | 2.618 | 69.702 |  
            | 1.618 | 69.052 |  
            | 1.000 | 68.650 |  
            | 0.618 | 68.402 |  
            | HIGH | 68.000 |  
            | 0.618 | 67.752 |  
            | 0.500 | 67.675 |  
            | 0.382 | 67.598 |  
            | LOW | 67.350 |  
            | 0.618 | 66.948 |  
            | 1.000 | 66.700 |  
            | 1.618 | 66.298 |  
            | 2.618 | 65.648 |  
            | 4.250 | 64.588 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-May-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 67.798 | 67.628 |  
                                | PP | 67.737 | 67.395 |  
                                | S1 | 67.675 | 67.163 |  |