NYMEX miNY Light Sweet Crude Oil Future September 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jul-2007 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jul-2007 | 
                    17-Jul-2007 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        74.225 | 
                        74.275 | 
                        0.050 | 
                        0.1% | 
                        73.150 | 
                     
                    
                        | High | 
                        74.600 | 
                        75.350 | 
                        0.750 | 
                        1.0% | 
                        74.175 | 
                     
                    
                        | Low | 
                        73.825 | 
                        73.675 | 
                        -0.150 | 
                        -0.2% | 
                        72.025 | 
                     
                    
                        | Close | 
                        74.230 | 
                        74.110 | 
                        -0.120 | 
                        -0.2% | 
                        74.130 | 
                     
                    
                        | Range | 
                        0.775 | 
                        1.675 | 
                        0.900 | 
                        116.1% | 
                        2.150 | 
                     
                    
                        | ATR | 
                        1.222 | 
                        1.254 | 
                        0.032 | 
                        2.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        1,672 | 
                        3,641 | 
                        1,969 | 
                        117.8% | 
                        7,115 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Jul-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                79.403 | 
                78.432 | 
                75.031 | 
                 | 
             
            
                | R3 | 
                77.728 | 
                76.757 | 
                74.571 | 
                 | 
             
            
                | R2 | 
                76.053 | 
                76.053 | 
                74.417 | 
                 | 
             
            
                | R1 | 
                75.082 | 
                75.082 | 
                74.264 | 
                74.730 | 
             
            
                | PP | 
                74.378 | 
                74.378 | 
                74.378 | 
                74.203 | 
             
            
                | S1 | 
                73.407 | 
                73.407 | 
                73.956 | 
                73.055 | 
             
            
                | S2 | 
                72.703 | 
                72.703 | 
                73.803 | 
                 | 
             
            
                | S3 | 
                71.028 | 
                71.732 | 
                73.649 | 
                 | 
             
            
                | S4 | 
                69.353 | 
                70.057 | 
                73.189 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jul-2007 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                79.893 | 
                79.162 | 
                75.313 | 
                 | 
             
            
                | R3 | 
                77.743 | 
                77.012 | 
                74.721 | 
                 | 
             
            
                | R2 | 
                75.593 | 
                75.593 | 
                74.524 | 
                 | 
             
            
                | R1 | 
                74.862 | 
                74.862 | 
                74.327 | 
                75.228 | 
             
            
                | PP | 
                73.443 | 
                73.443 | 
                73.443 | 
                73.626 | 
             
            
                | S1 | 
                72.712 | 
                72.712 | 
                73.933 | 
                73.078 | 
             
            
                | S2 | 
                71.293 | 
                71.293 | 
                73.736 | 
                 | 
             
            
                | S3 | 
                69.143 | 
                70.562 | 
                73.539 | 
                 | 
             
            
                | S4 | 
                66.993 | 
                68.412 | 
                72.948 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                75.350 | 
                72.275 | 
                3.075 | 
                4.1% | 
                1.350 | 
                1.8% | 
                60% | 
                True | 
                False | 
                2,046 | 
                 
                
                | 10 | 
                75.350 | 
                71.100 | 
                4.250 | 
                5.7% | 
                1.250 | 
                1.7% | 
                71% | 
                True | 
                False | 
                1,603 | 
                 
                
                | 20 | 
                75.350 | 
                67.600 | 
                7.750 | 
                10.5% | 
                1.378 | 
                1.9% | 
                84% | 
                True | 
                False | 
                1,143 | 
                 
                
                | 40 | 
                75.350 | 
                64.550 | 
                10.800 | 
                14.6% | 
                1.069 | 
                1.4% | 
                89% | 
                True | 
                False | 
                583 | 
                 
                
                | 60 | 
                75.350 | 
                64.550 | 
                10.800 | 
                14.6% | 
                0.751 | 
                1.0% | 
                89% | 
                True | 
                False | 
                390 | 
                 
                
                | 80 | 
                75.350 | 
                64.550 | 
                10.800 | 
                14.6% | 
                0.591 | 
                0.8% | 
                89% | 
                True | 
                False | 
                294 | 
                 
                
                | 100 | 
                75.350 | 
                62.840 | 
                12.510 | 
                16.9% | 
                0.475 | 
                0.6% | 
                90% | 
                True | 
                False | 
                236 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            82.469 | 
         
        
            | 
2.618             | 
            79.735 | 
         
        
            | 
1.618             | 
            78.060 | 
         
        
            | 
1.000             | 
            77.025 | 
         
        
            | 
0.618             | 
            76.385 | 
         
        
            | 
HIGH             | 
            75.350 | 
         
        
            | 
0.618             | 
            74.710 | 
         
        
            | 
0.500             | 
            74.513 | 
         
        
            | 
0.382             | 
            74.315 | 
         
        
            | 
LOW             | 
            73.675 | 
         
        
            | 
0.618             | 
            72.640 | 
         
        
            | 
1.000             | 
            72.000 | 
         
        
            | 
1.618             | 
            70.965 | 
         
        
            | 
2.618             | 
            69.290 | 
         
        
            | 
4.250             | 
            66.556 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Jul-2007 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                74.513 | 
                                74.069 | 
                             
                            
                                | PP | 
                                74.378 | 
                                74.028 | 
                             
                            
                                | S1 | 
                                74.244 | 
                                73.988 | 
                             
             
         |