NYMEX miNY Light Sweet Crude Oil Future October 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jun-2007 | 15-Jun-2007 | Change | Change % | Previous Week |  
                        | Open | 69.000 | 69.800 | 0.800 | 1.2% | 66.500 |  
                        | High | 69.500 | 69.800 | 0.300 | 0.4% | 69.800 |  
                        | Low | 69.000 | 69.800 | 0.800 | 1.2% | 66.500 |  
                        | Close | 69.500 | 69.960 | 0.460 | 0.7% | 69.960 |  
                        | Range | 0.500 | 0.000 | -0.500 | -100.0% | 3.300 |  
                        | ATR | 0.725 | 0.694 | -0.030 | -4.2% | 0.000 |  
                        | Volume | 1 | 2 | 1 | 100.0% | 8 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 69.853 | 69.907 | 69.960 |  |  
                | R3 | 69.853 | 69.907 | 69.960 |  |  
                | R2 | 69.853 | 69.853 | 69.960 |  |  
                | R1 | 69.907 | 69.907 | 69.960 | 69.880 |  
                | PP | 69.853 | 69.853 | 69.853 | 69.840 |  
                | S1 | 69.907 | 69.907 | 69.960 | 69.880 |  
                | S2 | 69.853 | 69.853 | 69.960 |  |  
                | S3 | 69.853 | 69.907 | 69.960 |  |  
                | S4 | 69.853 | 69.907 | 69.960 |  |  | 
        
            | Weekly Pivots for week ending 15-Jun-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 78.653 | 77.607 | 71.775 |  |  
                | R3 | 75.353 | 74.307 | 70.868 |  |  
                | R2 | 72.053 | 72.053 | 70.565 |  |  
                | R1 | 71.007 | 71.007 | 70.263 | 71.530 |  
                | PP | 68.753 | 68.753 | 68.753 | 69.015 |  
                | S1 | 67.707 | 67.707 | 69.658 | 68.230 |  
                | S2 | 65.453 | 65.453 | 69.355 |  |  
                | S3 | 62.153 | 64.407 | 69.053 |  |  
                | S4 | 58.853 | 61.107 | 68.145 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 69.800 |  
            | 2.618 | 69.800 |  
            | 1.618 | 69.800 |  
            | 1.000 | 69.800 |  
            | 0.618 | 69.800 |  
            | HIGH | 69.800 |  
            | 0.618 | 69.800 |  
            | 0.500 | 69.800 |  
            | 0.382 | 69.800 |  
            | LOW | 69.800 |  
            | 0.618 | 69.800 |  
            | 1.000 | 69.800 |  
            | 1.618 | 69.800 |  
            | 2.618 | 69.800 |  
            | 4.250 | 69.800 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 69.907 | 69.692 |  
                                | PP | 69.853 | 69.423 |  
                                | S1 | 69.800 | 69.155 |  |