NYMEX miNY Light Sweet Crude Oil Future April 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jan-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Jan-2007 | 19-Jan-2007 | Change | Change % | Previous Week |  
                        | Open | 53.550 | 52.675 | -0.875 | -1.6% | 54.850 |  
                        | High | 54.275 | 54.350 | 0.075 | 0.1% | 54.975 |  
                        | Low | 52.000 | 52.550 | 0.550 | 1.1% | 51.700 |  
                        | Close | 52.660 | 54.300 | 1.640 | 3.1% | 54.300 |  
                        | Range | 2.275 | 1.800 | -0.475 | -20.9% | 3.275 |  
                        | ATR | 1.542 | 1.561 | 0.018 | 1.2% | 0.000 |  
                        | Volume | 145 | 134 | -11 | -7.6% | 442 |  | 
    
| 
        
            | Daily Pivots for day following 19-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 59.133 | 58.517 | 55.290 |  |  
                | R3 | 57.333 | 56.717 | 54.795 |  |  
                | R2 | 55.533 | 55.533 | 54.630 |  |  
                | R1 | 54.917 | 54.917 | 54.465 | 55.225 |  
                | PP | 53.733 | 53.733 | 53.733 | 53.888 |  
                | S1 | 53.117 | 53.117 | 54.135 | 53.425 |  
                | S2 | 51.933 | 51.933 | 53.970 |  |  
                | S3 | 50.133 | 51.317 | 53.805 |  |  
                | S4 | 48.333 | 49.517 | 53.310 |  |  | 
        
            | Weekly Pivots for week ending 19-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 63.483 | 62.167 | 56.101 |  |  
                | R3 | 60.208 | 58.892 | 55.201 |  |  
                | R2 | 56.933 | 56.933 | 54.900 |  |  
                | R1 | 55.617 | 55.617 | 54.600 | 54.638 |  
                | PP | 53.658 | 53.658 | 53.658 | 53.169 |  
                | S1 | 52.342 | 52.342 | 54.000 | 51.363 |  
                | S2 | 50.383 | 50.383 | 53.700 |  |  
                | S3 | 47.108 | 49.067 | 53.399 |  |  
                | S4 | 43.833 | 45.792 | 52.499 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 54.975 | 51.700 | 3.275 | 6.0% | 2.160 | 4.0% | 79% | False | False | 96 |  
                | 10 | 58.950 | 51.700 | 7.250 | 13.4% | 1.863 | 3.4% | 36% | False | False | 64 |  
                | 20 | 65.400 | 51.700 | 13.700 | 25.2% | 1.366 | 2.5% | 19% | False | False | 37 |  
                | 40 | 66.830 | 51.700 | 15.130 | 27.9% | 0.700 | 1.3% | 17% | False | False | 18 |  
                | 60 | 66.830 | 51.700 | 15.130 | 27.9% | 0.470 | 0.9% | 17% | False | False | 12 |  
                | 80 | 67.000 | 51.700 | 15.300 | 28.2% | 0.353 | 0.6% | 17% | False | False | 9 |  
                | 100 | 75.860 | 51.700 | 24.160 | 44.5% | 0.282 | 0.5% | 11% | False | False | 7 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 62.000 |  
            | 2.618 | 59.062 |  
            | 1.618 | 57.262 |  
            | 1.000 | 56.150 |  
            | 0.618 | 55.462 |  
            | HIGH | 54.350 |  
            | 0.618 | 53.662 |  
            | 0.500 | 53.450 |  
            | 0.382 | 53.238 |  
            | LOW | 52.550 |  
            | 0.618 | 51.438 |  
            | 1.000 | 50.750 |  
            | 1.618 | 49.638 |  
            | 2.618 | 47.838 |  
            | 4.250 | 44.900 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Jan-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 54.017 | 53.875 |  
                                | PP | 53.733 | 53.450 |  
                                | S1 | 53.450 | 53.025 |  |