NYMEX miNY Light Sweet Crude Oil Future April 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Dec-2006 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Dec-2006 | 15-Dec-2006 | Change | Change % | Previous Week |  
                        | Open | 64.870 | 65.490 | 0.620 | 1.0% | 64.000 |  
                        | High | 64.870 | 65.490 | 0.620 | 1.0% | 65.490 |  
                        | Low | 64.870 | 65.490 | 0.620 | 1.0% | 63.630 |  
                        | Close | 64.870 | 65.490 | 0.620 | 1.0% | 65.490 |  
                        | Range |  |  |  |  |  |  
                        | ATR | 0.678 | 0.674 | -0.004 | -0.6% | 0.000 |  
                        | Volume |  |  |  |  |  |  | 
    
| 
        
            | Daily Pivots for day following 15-Dec-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 65.490 | 65.490 | 65.490 |  |  
                | R3 | 65.490 | 65.490 | 65.490 |  |  
                | R2 | 65.490 | 65.490 | 65.490 |  |  
                | R1 | 65.490 | 65.490 | 65.490 | 65.490 |  
                | PP | 65.490 | 65.490 | 65.490 | 65.490 |  
                | S1 | 65.490 | 65.490 | 65.490 | 65.490 |  
                | S2 | 65.490 | 65.490 | 65.490 |  |  
                | S3 | 65.490 | 65.490 | 65.490 |  |  
                | S4 | 65.490 | 65.490 | 65.490 |  |  | 
        
            | Weekly Pivots for week ending 15-Dec-2006 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 70.450 | 69.830 | 66.513 |  |  
                | R3 | 68.590 | 67.970 | 66.002 |  |  
                | R2 | 66.730 | 66.730 | 65.831 |  |  
                | R1 | 66.110 | 66.110 | 65.661 | 66.420 |  
                | PP | 64.870 | 64.870 | 64.870 | 65.025 |  
                | S1 | 64.250 | 64.250 | 65.320 | 64.560 |  
                | S2 | 63.010 | 63.010 | 65.149 |  |  
                | S3 | 61.150 | 62.390 | 64.979 |  |  
                | S4 | 59.290 | 60.530 | 64.467 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 65.490 | 63.630 | 1.860 | 2.8% | 0.000 | 0.0% | 100% | True | False |  |  
                | 10 | 65.990 | 63.630 | 2.360 | 3.6% | 0.000 | 0.0% | 79% | False | False |  |  
                | 20 | 66.830 | 62.110 | 4.720 | 7.2% | 0.000 | 0.0% | 72% | False | False |  |  
                | 40 | 66.830 | 62.110 | 4.720 | 7.2% | 0.005 | 0.0% | 72% | False | False |  |  
                | 60 | 67.000 | 62.110 | 4.890 | 7.5% | 0.003 | 0.0% | 69% | False | False |  |  
                | 80 | 75.860 | 62.110 | 13.750 | 21.0% | 0.003 | 0.0% | 25% | False | False |  |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 65.490 |  
            | 2.618 | 65.490 |  
            | 1.618 | 65.490 |  
            | 1.000 | 65.490 |  
            | 0.618 | 65.490 |  
            | HIGH | 65.490 |  
            | 0.618 | 65.490 |  
            | 0.500 | 65.490 |  
            | 0.382 | 65.490 |  
            | LOW | 65.490 |  
            | 0.618 | 65.490 |  
            | 1.000 | 65.490 |  
            | 1.618 | 65.490 |  
            | 2.618 | 65.490 |  
            | 4.250 | 65.490 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Dec-2006 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 65.490 | 65.195 |  
                                | PP | 65.490 | 64.900 |  
                                | S1 | 65.490 | 64.605 |  |