NYMEX miNY Light Sweet Crude Oil Future November 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Oct-2007 | 18-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 87.425 | 87.150 | -0.275 | -0.3% | 80.925 |  
                        | High | 88.875 | 89.775 | 0.900 | 1.0% | 83.975 |  
                        | Low | 86.900 | 87.125 | 0.225 | 0.3% | 78.350 |  
                        | Close | 87.400 | 89.470 | 2.070 | 2.4% | 83.690 |  
                        | Range | 1.975 | 2.650 | 0.675 | 34.2% | 5.625 |  
                        | ATR | 1.984 | 2.031 | 0.048 | 2.4% | 0.000 |  
                        | Volume | 26,054 | 29,165 | 3,111 | 11.9% | 83,275 |  | 
    
| 
        
            | Daily Pivots for day following 18-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 96.740 | 95.755 | 90.928 |  |  
                | R3 | 94.090 | 93.105 | 90.199 |  |  
                | R2 | 91.440 | 91.440 | 89.956 |  |  
                | R1 | 90.455 | 90.455 | 89.713 | 90.948 |  
                | PP | 88.790 | 88.790 | 88.790 | 89.036 |  
                | S1 | 87.805 | 87.805 | 89.227 | 88.298 |  
                | S2 | 86.140 | 86.140 | 88.984 |  |  
                | S3 | 83.490 | 85.155 | 88.741 |  |  
                | S4 | 80.840 | 82.505 | 88.013 |  |  | 
        
            | Weekly Pivots for week ending 12-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 98.880 | 96.910 | 86.784 |  |  
                | R3 | 93.255 | 91.285 | 85.237 |  |  
                | R2 | 87.630 | 87.630 | 84.721 |  |  
                | R1 | 85.660 | 85.660 | 84.206 | 86.645 |  
                | PP | 82.005 | 82.005 | 82.005 | 82.498 |  
                | S1 | 80.035 | 80.035 | 83.174 | 81.020 |  
                | S2 | 76.380 | 76.380 | 82.659 |  |  
                | S3 | 70.755 | 74.410 | 82.143 |  |  
                | S4 | 65.130 | 68.785 | 80.596 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 89.775 | 82.700 | 7.075 | 7.9% | 2.220 | 2.5% | 96% | True | False | 20,705 |  
                | 10 | 89.775 | 78.350 | 11.425 | 12.8% | 2.198 | 2.5% | 97% | True | False | 18,967 |  
                | 20 | 89.775 | 78.350 | 11.425 | 12.8% | 2.108 | 2.4% | 97% | True | False | 18,231 |  
                | 40 | 89.775 | 69.250 | 20.525 | 22.9% | 1.802 | 2.0% | 99% | True | False | 9,874 |  
                | 60 | 89.775 | 68.525 | 21.250 | 23.8% | 1.546 | 1.7% | 99% | True | False | 6,599 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 101.038 |  
            | 2.618 | 96.713 |  
            | 1.618 | 94.063 |  
            | 1.000 | 92.425 |  
            | 0.618 | 91.413 |  
            | HIGH | 89.775 |  
            | 0.618 | 88.763 |  
            | 0.500 | 88.450 |  
            | 0.382 | 88.137 |  
            | LOW | 87.125 |  
            | 0.618 | 85.487 |  
            | 1.000 | 84.475 |  
            | 1.618 | 82.837 |  
            | 2.618 | 80.187 |  
            | 4.250 | 75.863 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 89.130 | 88.963 |  
                                | PP | 88.790 | 88.457 |  
                                | S1 | 88.450 | 87.950 |  |