NYMEX miNY Light Sweet Crude Oil Future October 2007

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Trading Metrics calculated at close of trading on 02-Jul-2007
Day Change Summary Previous Current 29-Jun-2007 02-Jul-2007 Change Change % Previous Week Open 70.050 71.730 1.680 2.4% 69.500 High 71.000 71.730 0.730 1.0% 71.000 Low 70.050 71.730 1.680 2.4% 68.725 Close 71.060 71.730 0.670 0.9% 71.060 Range 0.950 0.000 -0.950 -100.0% 2.275 ATR 0.760 0.753 -0.006 -0.8% 0.000 Volume 15 8 -7 -46.7% 44
Daily Pivots for day following 02-Jul-2007 Classic Woodie Camarilla DeMark R4 71.730 71.730 71.730 R3 71.730 71.730 71.730 R2 71.730 71.730 71.730 R1 71.730 71.730 71.730 71.730 PP 71.730 71.730 71.730 71.730 S1 71.730 71.730 71.730 71.730 S2 71.730 71.730 71.730 S3 71.730 71.730 71.730 S4 71.730 71.730 71.730	Weekly Pivots for week ending 29-Jun-2007 Classic Woodie Camarilla DeMark R4 77.087 76.348 72.311 R3 74.812 74.073 71.686 R2 72.537 72.537 71.477 R1 71.798 71.798 71.269 72.168 PP 70.262 70.262 70.262 70.446 S1 69.523 69.523 70.851 69.893 S2 67.987 67.987 70.643 S3 65.712 67.248 70.434 S4 63.437 64.973 69.809
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 71.730 68.725 3.005 4.2% 0.670 0.9% 100% True False 10 10 71.730 68.725 3.005 4.2% 0.455 0.6% 100% True False 7 20 71.730 66.500 5.230 7.3% 0.278 0.4% 100% True False 4 40 71.730 65.920 5.810 8.1% 0.139 0.2% 100% True False 7
Crabel Price Patterns NR True NR4 True NR5 True NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.023 Narrowest range in 6 trading days	Fibonacci Retracements and Extensions 4.250 71.730 2.618 71.730 1.618 71.730 1.000 71.730 0.618 71.730 HIGH 71.730 0.618 71.730 0.500 71.730 0.382 71.730 LOW 71.730 0.618 71.730 1.000 71.730 1.618 71.730 2.618 71.730 4.250 71.730
Fisher Pivots for day following 02-Jul-2007 Pivot 1 day 3 day R1 71.730 71.433 PP 71.730 71.137 S1 71.730 70.840

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