NYMEX miNY Light Sweet Crude Oil Future April 2007

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Trading Metrics calculated at close of trading on 27-Sep-2006
Day Change Summary Previous Current 26-Sep-2006 27-Sep-2006 Change Change % Previous Week Open 64.410 66.310 1.900 2.9% 68.200 High 64.410 66.310 1.900 2.9% 68.200 Low 64.410 66.310 1.900 2.9% 64.290 Close 64.410 66.310 1.900 2.9% 64.290 Range ATR 0.734 0.817 0.083 11.4% 0.000 Volume
Daily Pivots for day following 27-Sep-2006 Classic Woodie Camarilla DeMark R4 66.310 66.310 66.310 R3 66.310 66.310 66.310 R2 66.310 66.310 66.310 R1 66.310 66.310 66.310 66.310 PP 66.310 66.310 66.310 66.310 S1 66.310 66.310 66.310 66.310 S2 66.310 66.310 66.310 S3 66.310 66.310 66.310 S4 66.310 66.310 66.310	Weekly Pivots for week ending 22-Sep-2006 Classic Woodie Camarilla DeMark R4 77.323 74.717 66.441 R3 73.413 70.807 65.365 R2 69.503 69.503 65.007 R1 66.897 66.897 64.648 66.245 PP 65.593 65.593 65.593 65.268 S1 62.987 62.987 63.932 62.335 S2 61.683 61.683 63.573 S3 57.773 59.077 63.215 S4 53.863 55.167 62.140
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 66.310 64.290 2.020 3.0% 0.000 0.0% 100% True False 10 68.200 64.290 3.910 5.9% 0.000 0.0% 52% False False 20 74.460 64.290 10.170 15.3% 0.000 0.0% 20% False False
Crabel Price Patterns NR False 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	Fibonacci Retracements and Extensions 4.250 66.310 2.618 66.310 1.618 66.310 1.000 66.310 0.618 66.310 HIGH 66.310 0.618 66.310 0.500 66.310 0.382 66.310 LOW 66.310 0.618 66.310 1.000 66.310 1.618 66.310 2.618 66.310 4.250 66.310
Fisher Pivots for day following 27-Sep-2006 Pivot 1 day 3 day R1 66.310 65.993 PP 66.310 65.677 S1 66.310 65.360

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