NYMEX miNY Light Sweet Crude Oil Future April 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jan-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Jan-2007 | 31-Jan-2007 | Change | Change % | Previous Week |  
                        | Open | 54.800 | 57.550 | 2.750 | 5.0% | 54.575 |  
                        | High | 57.725 | 58.900 | 1.175 | 2.0% | 56.700 |  
                        | Low | 54.750 | 56.525 | 1.775 | 3.2% | 53.100 |  
                        | Close | 57.660 | 58.850 | 1.190 | 2.1% | 56.250 |  
                        | Range | 2.975 | 2.375 | -0.600 | -20.2% | 3.600 |  
                        | ATR | 1.787 | 1.829 | 0.042 | 2.3% | 0.000 |  
                        | Volume | 450 | 667 | 217 | 48.2% | 3,545 |  | 
    
| 
        
            | Daily Pivots for day following 31-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 65.217 | 64.408 | 60.156 |  |  
                | R3 | 62.842 | 62.033 | 59.503 |  |  
                | R2 | 60.467 | 60.467 | 59.285 |  |  
                | R1 | 59.658 | 59.658 | 59.068 | 60.063 |  
                | PP | 58.092 | 58.092 | 58.092 | 58.294 |  
                | S1 | 57.283 | 57.283 | 58.632 | 57.688 |  
                | S2 | 55.717 | 55.717 | 58.415 |  |  
                | S3 | 53.342 | 54.908 | 58.197 |  |  
                | S4 | 50.967 | 52.533 | 57.544 |  |  | 
        
            | Weekly Pivots for week ending 26-Jan-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 66.150 | 64.800 | 58.230 |  |  
                | R3 | 62.550 | 61.200 | 57.240 |  |  
                | R2 | 58.950 | 58.950 | 56.910 |  |  
                | R1 | 57.600 | 57.600 | 56.580 | 58.275 |  
                | PP | 55.350 | 55.350 | 55.350 | 55.688 |  
                | S1 | 54.000 | 54.000 | 55.920 | 54.675 |  
                | S2 | 51.750 | 51.750 | 55.590 |  |  
                | S3 | 48.150 | 50.400 | 55.260 |  |  
                | S4 | 44.550 | 46.800 | 54.270 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 58.900 | 54.600 | 4.300 | 7.3% | 2.070 | 3.5% | 99% | True | False | 736 |  
                | 10 | 58.900 | 52.000 | 6.900 | 11.7% | 2.118 | 3.6% | 99% | True | False | 569 |  
                | 20 | 62.375 | 51.700 | 10.675 | 18.1% | 2.044 | 3.5% | 67% | False | False | 305 |  
                | 40 | 65.990 | 51.700 | 14.290 | 24.3% | 1.128 | 1.9% | 50% | False | False | 153 |  
                | 60 | 66.830 | 51.700 | 15.130 | 25.7% | 0.752 | 1.3% | 47% | False | False | 102 |  
                | 80 | 66.830 | 51.700 | 15.130 | 25.7% | 0.566 | 1.0% | 47% | False | False | 77 |  
                | 100 | 71.850 | 51.700 | 20.150 | 34.2% | 0.453 | 0.8% | 35% | False | False | 61 |  
                | 120 | 79.560 | 51.700 | 27.860 | 47.3% | 0.378 | 0.6% | 26% | False | False | 51 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 68.994 |  
            | 2.618 | 65.118 |  
            | 1.618 | 62.743 |  
            | 1.000 | 61.275 |  
            | 0.618 | 60.368 |  
            | HIGH | 58.900 |  
            | 0.618 | 57.993 |  
            | 0.500 | 57.713 |  
            | 0.382 | 57.432 |  
            | LOW | 56.525 |  
            | 0.618 | 55.057 |  
            | 1.000 | 54.150 |  
            | 1.618 | 52.682 |  
            | 2.618 | 50.307 |  
            | 4.250 | 46.431 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-Jan-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 58.471 | 58.150 |  
                                | PP | 58.092 | 57.450 |  
                                | S1 | 57.713 | 56.750 |  |