NYMEX miNY Light Sweet Crude Oil Future December 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Oct-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 04-Oct-2007 | 05-Oct-2007 | Change | Change % | Previous Week |  
                        | Open | 78.800 | 80.750 | 1.950 | 2.5% | 80.425 |  
                        | High | 80.925 | 80.900 | -0.025 | 0.0% | 80.925 |  
                        | Low | 78.200 | 79.925 | 1.725 | 2.2% | 77.950 |  
                        | Close | 80.640 | 80.620 | -0.020 | 0.0% | 80.620 |  
                        | Range | 2.725 | 0.975 | -1.750 | -64.2% | 2.975 |  
                        | ATR | 1.574 | 1.531 | -0.043 | -2.7% | 0.000 |  
                        | Volume | 365 | 322 | -43 | -11.8% | 2,257 |  | 
    
| 
        
            | Daily Pivots for day following 05-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 83.407 | 82.988 | 81.156 |  |  
                | R3 | 82.432 | 82.013 | 80.888 |  |  
                | R2 | 81.457 | 81.457 | 80.799 |  |  
                | R1 | 81.038 | 81.038 | 80.709 | 80.760 |  
                | PP | 80.482 | 80.482 | 80.482 | 80.343 |  
                | S1 | 80.063 | 80.063 | 80.531 | 79.785 |  
                | S2 | 79.507 | 79.507 | 80.441 |  |  
                | S3 | 78.532 | 79.088 | 80.352 |  |  
                | S4 | 77.557 | 78.113 | 80.084 |  |  | 
        
            | Weekly Pivots for week ending 05-Oct-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 88.757 | 87.663 | 82.256 |  |  
                | R3 | 85.782 | 84.688 | 81.438 |  |  
                | R2 | 82.807 | 82.807 | 81.165 |  |  
                | R1 | 81.713 | 81.713 | 80.893 | 82.260 |  
                | PP | 79.832 | 79.832 | 79.832 | 80.105 |  
                | S1 | 78.738 | 78.738 | 80.347 | 79.285 |  
                | S2 | 76.857 | 76.857 | 80.075 |  |  
                | S3 | 73.882 | 75.763 | 79.802 |  |  
                | S4 | 70.907 | 72.788 | 78.984 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 80.925 | 77.950 | 2.975 | 3.7% | 1.690 | 2.1% | 90% | False | False | 451 |  
                | 10 | 82.425 | 77.350 | 5.075 | 6.3% | 1.803 | 2.2% | 64% | False | False | 516 |  
                | 20 | 82.425 | 74.025 | 8.400 | 10.4% | 1.549 | 1.9% | 79% | False | False | 305 |  
                | 40 | 82.425 | 68.425 | 14.000 | 17.4% | 1.296 | 1.6% | 87% | False | False | 163 |  
                | 60 | 82.425 | 68.425 | 14.000 | 17.4% | 1.080 | 1.3% | 87% | False | False | 110 |  
                | 80 | 82.425 | 68.425 | 14.000 | 17.4% | 0.838 | 1.0% | 87% | False | False | 83 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 85.044 |  
            | 2.618 | 83.453 |  
            | 1.618 | 82.478 |  
            | 1.000 | 81.875 |  
            | 0.618 | 81.503 |  
            | HIGH | 80.900 |  
            | 0.618 | 80.528 |  
            | 0.500 | 80.413 |  
            | 0.382 | 80.297 |  
            | LOW | 79.925 |  
            | 0.618 | 79.322 |  
            | 1.000 | 78.950 |  
            | 1.618 | 78.347 |  
            | 2.618 | 77.372 |  
            | 4.250 | 75.781 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Oct-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 80.551 | 80.268 |  
                                | PP | 80.482 | 79.915 |  
                                | S1 | 80.413 | 79.563 |  |