NYMEX miNY Light Sweet Crude Oil Future April 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Aug-2006 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Aug-2006 | 22-Aug-2006 | Change | Change % | Previous Week |  
                        | Open | 76.570 | 76.430 | -0.140 | -0.2% | 77.790 |  
                        | High | 76.570 | 76.430 | -0.140 | -0.2% | 77.790 |  
                        | Low | 76.570 | 76.430 | -0.140 | -0.2% | 75.090 |  
                        | Close | 76.570 | 76.430 | -0.140 | -0.2% | 75.580 |  
                        | Range |  |  |  |  |  |  
                        | ATR |  |  |  |  |  |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 22-Aug-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 76.430 | 76.430 | 76.430 |  |  
                | R3 | 76.430 | 76.430 | 76.430 |  |  
                | R2 | 76.430 | 76.430 | 76.430 |  |  
                | R1 | 76.430 | 76.430 | 76.430 | 76.430 |  
                | PP | 76.430 | 76.430 | 76.430 | 76.430 |  
                | S1 | 76.430 | 76.430 | 76.430 | 76.430 |  
                | S2 | 76.430 | 76.430 | 76.430 |  |  
                | S3 | 76.430 | 76.430 | 76.430 |  |  
                | S4 | 76.430 | 76.430 | 76.430 |  |  | 
        
            | Weekly Pivots for week ending 18-Aug-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 84.253 | 82.617 | 77.065 |  |  
                | R3 | 81.553 | 79.917 | 76.323 |  |  
                | R2 | 78.853 | 78.853 | 76.075 |  |  
                | R1 | 77.217 | 77.217 | 75.828 | 76.685 |  
                | PP | 76.153 | 76.153 | 76.153 | 75.888 |  
                | S1 | 74.517 | 74.517 | 75.333 | 73.985 |  
                | S2 | 73.453 | 73.453 | 75.085 |  |  
                | S3 | 70.753 | 71.817 | 74.838 |  |  
                | S4 | 68.053 | 69.117 | 74.095 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 76.430 |  
            | 2.618 | 76.430 |  
            | 1.618 | 76.430 |  
            | 1.000 | 76.430 |  
            | 0.618 | 76.430 |  
            | HIGH | 76.430 |  
            | 0.618 | 76.430 |  
            | 0.500 | 76.430 |  
            | 0.382 | 76.430 |  
            | LOW | 76.430 |  
            | 0.618 | 76.430 |  
            | 1.000 | 76.430 |  
            | 1.618 | 76.430 |  
            | 2.618 | 76.430 |  
            | 4.250 | 76.430 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Aug-2006 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 76.430 | 76.312 |  
                                | PP | 76.430 | 76.193 |  
                                | S1 | 76.430 | 76.075 |  |