NYMEX miNY Light Sweet Crude Oil Future December 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Sep-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Sep-2007 | 07-Sep-2007 | Change | Change % | Previous Week |  
                        | Open | 73.475 | 73.700 | 0.225 | 0.3% | 72.500 |  
                        | High | 74.275 | 74.625 | 0.350 | 0.5% | 74.625 |  
                        | Low | 73.475 | 73.700 | 0.225 | 0.3% | 72.225 |  
                        | Close | 74.170 | 74.540 | 0.370 | 0.5% | 74.540 |  
                        | Range | 0.800 | 0.925 | 0.125 | 15.6% | 2.400 |  
                        | ATR | 1.049 | 1.040 | -0.009 | -0.8% | 0.000 |  
                        | Volume | 39 | 90 | 51 | 130.8% | 176 |  | 
    
| 
        
            | Daily Pivots for day following 07-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 77.063 | 76.727 | 75.049 |  |  
                | R3 | 76.138 | 75.802 | 74.794 |  |  
                | R2 | 75.213 | 75.213 | 74.710 |  |  
                | R1 | 74.877 | 74.877 | 74.625 | 75.045 |  
                | PP | 74.288 | 74.288 | 74.288 | 74.373 |  
                | S1 | 73.952 | 73.952 | 74.455 | 74.120 |  
                | S2 | 73.363 | 73.363 | 74.370 |  |  
                | S3 | 72.438 | 73.027 | 74.286 |  |  
                | S4 | 71.513 | 72.102 | 74.031 |  |  | 
        
            | Weekly Pivots for week ending 07-Sep-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 80.997 | 80.168 | 75.860 |  |  
                | R3 | 78.597 | 77.768 | 75.200 |  |  
                | R2 | 76.197 | 76.197 | 74.980 |  |  
                | R1 | 75.368 | 75.368 | 74.760 | 75.783 |  
                | PP | 73.797 | 73.797 | 73.797 | 74.004 |  
                | S1 | 72.968 | 72.968 | 74.320 | 73.383 |  
                | S2 | 71.397 | 71.397 | 74.100 |  |  
                | S3 | 68.997 | 70.568 | 73.880 |  |  
                | S4 | 66.597 | 68.168 | 73.220 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 74.625 | 72.225 | 2.400 | 3.2% | 0.780 | 1.0% | 96% | True | False | 35 |  
                | 10 | 74.625 | 69.800 | 4.825 | 6.5% | 0.933 | 1.3% | 98% | True | False | 25 |  
                | 20 | 74.625 | 68.425 | 6.200 | 8.3% | 1.044 | 1.4% | 99% | True | False | 21 |  
                | 40 | 75.900 | 68.425 | 7.475 | 10.0% | 0.845 | 1.1% | 82% | False | False | 13 |  
                | 60 | 75.900 | 68.425 | 7.475 | 10.0% | 0.601 | 0.8% | 82% | False | False | 10 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 78.556 |  
            | 2.618 | 77.047 |  
            | 1.618 | 76.122 |  
            | 1.000 | 75.550 |  
            | 0.618 | 75.197 |  
            | HIGH | 74.625 |  
            | 0.618 | 74.272 |  
            | 0.500 | 74.163 |  
            | 0.382 | 74.053 |  
            | LOW | 73.700 |  
            | 0.618 | 73.128 |  
            | 1.000 | 72.775 |  
            | 1.618 | 72.203 |  
            | 2.618 | 71.278 |  
            | 4.250 | 69.769 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Sep-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 74.414 | 74.264 |  
                                | PP | 74.288 | 73.988 |  
                                | S1 | 74.163 | 73.713 |  |