NYMEX miNY Light Sweet Crude Oil Future November 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Aug-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Aug-2007 | 24-Aug-2007 | Change | Change % | Previous Week |  
                        | Open | 69.350 | 69.500 | 0.150 | 0.2% | 70.725 |  
                        | High | 69.700 | 70.875 | 1.175 | 1.7% | 71.275 |  
                        | Low | 68.750 | 69.250 | 0.500 | 0.7% | 68.525 |  
                        | Close | 69.560 | 70.690 | 1.130 | 1.6% | 70.690 |  
                        | Range | 0.950 | 1.625 | 0.675 | 71.1% | 2.750 |  
                        | ATR | 1.304 | 1.327 | 0.023 | 1.8% | 0.000 |  
                        | Volume | 429 | 228 | -201 | -46.9% | 1,016 |  | 
    
| 
        
            | Daily Pivots for day following 24-Aug-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 75.147 | 74.543 | 71.584 |  |  
                | R3 | 73.522 | 72.918 | 71.137 |  |  
                | R2 | 71.897 | 71.897 | 70.988 |  |  
                | R1 | 71.293 | 71.293 | 70.839 | 71.595 |  
                | PP | 70.272 | 70.272 | 70.272 | 70.423 |  
                | S1 | 69.668 | 69.668 | 70.541 | 69.970 |  
                | S2 | 68.647 | 68.647 | 70.392 |  |  
                | S3 | 67.022 | 68.043 | 70.243 |  |  
                | S4 | 65.397 | 66.418 | 69.796 |  |  | 
        
            | Weekly Pivots for week ending 24-Aug-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 78.413 | 77.302 | 72.203 |  |  
                | R3 | 75.663 | 74.552 | 71.446 |  |  
                | R2 | 72.913 | 72.913 | 71.194 |  |  
                | R1 | 71.802 | 71.802 | 70.942 | 70.983 |  
                | PP | 70.163 | 70.163 | 70.163 | 69.754 |  
                | S1 | 69.052 | 69.052 | 70.438 | 68.233 |  
                | S2 | 67.413 | 67.413 | 70.186 |  |  
                | S3 | 64.663 | 66.302 | 69.934 |  |  
                | S4 | 61.913 | 63.552 | 69.178 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 77.781 |  
            | 2.618 | 75.129 |  
            | 1.618 | 73.504 |  
            | 1.000 | 72.500 |  
            | 0.618 | 71.879 |  
            | HIGH | 70.875 |  
            | 0.618 | 70.254 |  
            | 0.500 | 70.063 |  
            | 0.382 | 69.871 |  
            | LOW | 69.250 |  
            | 0.618 | 68.246 |  
            | 1.000 | 67.625 |  
            | 1.618 | 66.621 |  
            | 2.618 | 64.996 |  
            | 4.250 | 62.344 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Aug-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 70.481 | 70.360 |  
                                | PP | 70.272 | 70.030 |  
                                | S1 | 70.063 | 69.700 |  |