NYMEX miNY Light Sweet Crude Oil Future January 2008

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Trading Metrics calculated at close of trading on 21-Sep-2007
Day Change Summary Previous Current 20-Sep-2007 21-Sep-2007 Change Change % Previous Week Open 78.900 80.200 1.300 1.6% 76.700 High 79.150 80.200 1.050 1.3% 80.200 Low 78.900 80.200 1.300 1.6% 76.700 Close 79.850 79.990 0.140 0.2% 79.990 Range 0.250 0.000 -0.250 -100.0% 3.500 ATR 0.480 0.470 -0.009 -1.9% 0.000 Volume 1 4 3 300.0% 9
Daily Pivots for day following 21-Sep-2007 Classic Woodie Camarilla DeMark R4 80.130 80.060 79.990 R3 80.130 80.060 79.990 R2 80.130 80.130 79.990 R1 80.060 80.060 79.990 80.095 PP 80.130 80.130 80.130 80.148 S1 80.060 80.060 79.990 80.095 S2 80.130 80.130 79.990 S3 80.130 80.060 79.990 S4 80.130 80.060 79.990	Weekly Pivots for week ending 21-Sep-2007 Classic Woodie Camarilla DeMark R4 89.463 88.227 81.915 R3 85.963 84.727 80.953 R2 82.463 82.463 80.632 R1 81.227 81.227 80.311 81.845 PP 78.963 78.963 78.963 79.273 S1 77.727 77.727 79.669 78.345 S2 75.463 75.463 79.348 S3 71.963 74.227 79.028 S4 68.463 70.727 78.065
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 80.200 76.700 3.500 4.4% 0.050 0.1% 94% True False 1 10 80.200 74.250 5.950 7.4% 0.025 0.0% 96% True False 3
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 80.200 2.618 80.200 1.618 80.200 1.000 80.200 0.618 80.200 HIGH 80.200 0.618 80.200 0.500 80.200 0.382 80.200 LOW 80.200 0.618 80.200 1.000 80.200 1.618 80.200 2.618 80.200 4.250 80.200
Fisher Pivots for day following 21-Sep-2007 Pivot 1 day 3 day R1 80.200 79.840 PP 80.130 79.690 S1 80.060 79.540

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