NYMEX miNY Light Sweet Crude Oil Future October 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Aug-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Aug-2007 | 03-Aug-2007 | Change | Change % | Previous Week |  
                        | Open | 76.350 | 76.525 | 0.175 | 0.2% | 76.050 |  
                        | High | 77.025 | 76.975 | -0.050 | -0.1% | 78.125 |  
                        | Low | 75.150 | 74.950 | -0.200 | -0.3% | 74.950 |  
                        | Close | 76.550 | 75.370 | -1.180 | -1.5% | 75.370 |  
                        | Range | 1.875 | 2.025 | 0.150 | 8.0% | 3.175 |  
                        | ATR | 1.368 | 1.415 | 0.047 | 3.4% | 0.000 |  
                        | Volume | 1,107 | 481 | -626 | -56.5% | 3,174 |  | 
    
| 
        
            | Daily Pivots for day following 03-Aug-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 81.840 | 80.630 | 76.484 |  |  
                | R3 | 79.815 | 78.605 | 75.927 |  |  
                | R2 | 77.790 | 77.790 | 75.741 |  |  
                | R1 | 76.580 | 76.580 | 75.556 | 76.173 |  
                | PP | 75.765 | 75.765 | 75.765 | 75.561 |  
                | S1 | 74.555 | 74.555 | 75.184 | 74.148 |  
                | S2 | 73.740 | 73.740 | 74.999 |  |  
                | S3 | 71.715 | 72.530 | 74.813 |  |  
                | S4 | 69.690 | 70.505 | 74.256 |  |  | 
        
            | Weekly Pivots for week ending 03-Aug-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 85.673 | 83.697 | 77.116 |  |  
                | R3 | 82.498 | 80.522 | 76.243 |  |  
                | R2 | 79.323 | 79.323 | 75.952 |  |  
                | R1 | 77.347 | 77.347 | 75.661 | 76.748 |  
                | PP | 76.148 | 76.148 | 76.148 | 75.849 |  
                | S1 | 74.172 | 74.172 | 75.079 | 73.573 |  
                | S2 | 72.973 | 72.973 | 74.788 |  |  
                | S3 | 69.798 | 70.997 | 74.497 |  |  
                | S4 | 66.623 | 67.822 | 73.624 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 78.125 | 74.950 | 3.175 | 4.2% | 1.820 | 2.4% | 13% | False | True | 634 |  
                | 10 | 78.125 | 72.925 | 5.200 | 6.9% | 1.945 | 2.6% | 47% | False | False | 571 |  
                | 20 | 78.125 | 72.425 | 5.700 | 7.6% | 1.405 | 1.9% | 52% | False | False | 308 |  
                | 40 | 78.125 | 66.500 | 11.625 | 15.4% | 0.861 | 1.1% | 76% | False | False | 157 |  
                | 60 | 78.125 | 65.950 | 12.175 | 16.2% | 0.583 | 0.8% | 77% | False | False | 107 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 85.581 |  
            | 2.618 | 82.276 |  
            | 1.618 | 80.251 |  
            | 1.000 | 79.000 |  
            | 0.618 | 78.226 |  
            | HIGH | 76.975 |  
            | 0.618 | 76.201 |  
            | 0.500 | 75.963 |  
            | 0.382 | 75.724 |  
            | LOW | 74.950 |  
            | 0.618 | 73.699 |  
            | 1.000 | 72.925 |  
            | 1.618 | 71.674 |  
            | 2.618 | 69.649 |  
            | 4.250 | 66.344 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 03-Aug-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 75.963 | 76.538 |  
                                | PP | 75.765 | 76.148 |  
                                | S1 | 75.568 | 75.759 |  |