NYMEX miNY Light Sweet Crude Oil Future October 2007

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Trading Metrics calculated at close of trading on 20-Jun-2007
Day Change Summary Previous Current 19-Jun-2007 20-Jun-2007 Change Change % Previous Week Open 70.700 70.600 -0.100 -0.1% 66.500 High 70.875 70.600 -0.275 -0.4% 69.800 Low 70.250 70.600 0.350 0.5% 66.500 Close 70.740 70.000 -0.740 -1.0% 69.960 Range 0.625 0.000 -0.625 -100.0% 3.300 ATR 0.699 0.659 -0.040 -5.7% 0.000 Volume 4 9 5 125.0% 8
Daily Pivots for day following 20-Jun-2007 Classic Woodie Camarilla DeMark R4 70.400 70.200 70.000 R3 70.400 70.200 70.000 R2 70.400 70.400 70.000 R1 70.200 70.200 70.000 70.300 PP 70.400 70.400 70.400 70.450 S1 70.200 70.200 70.000 70.300 S2 70.400 70.400 70.000 S3 70.400 70.200 70.000 S4 70.400 70.200 70.000	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
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 70.875 69.000 1.875 2.7% 0.225 0.3% 53% False False 4 10 70.875 66.500 4.375 6.3% 0.163 0.2% 80% False False 2 20 70.875 65.950 4.925 7.0% 0.081 0.1% 82% False False 9
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.018 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 70.600 2.618 70.600 1.618 70.600 1.000 70.600 0.618 70.600 HIGH 70.600 0.618 70.600 0.500 70.600 0.382 70.600 LOW 70.600 0.618 70.600 1.000 70.600 1.618 70.600 2.618 70.600 4.250 70.600
Fisher Pivots for day following 20-Jun-2007 Pivot 1 day 3 day R1 70.600 70.563 PP 70.400 70.375 S1 70.200 70.188

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