NYMEX miNY Light Sweet Crude Oil Future April 2007
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Mar-2007 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Mar-2007 | 19-Mar-2007 | Change | Change % | Previous Week |  
                        | Open | 57.500 | 57.250 | -0.250 | -0.4% | 59.950 |  
                        | High | 58.300 | 57.575 | -0.725 | -1.2% | 60.000 |  
                        | Low | 56.175 | 56.250 | 0.075 | 0.1% | 56.175 |  
                        | Close | 57.125 | 57.050 | -0.075 | -0.1% | 57.125 |  
                        | Range | 2.125 | 1.325 | -0.800 | -37.6% | 3.825 |  
                        | ATR | 1.695 | 1.669 | -0.026 | -1.6% | 0.000 |  
                        | Volume | 12,123 | 13,211 | 1,088 | 9.0% | 85,497 |  | 
    
| 
        
            | Daily Pivots for day following 19-Mar-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 60.933 | 60.317 | 57.779 |  |  
                | R3 | 59.608 | 58.992 | 57.414 |  |  
                | R2 | 58.283 | 58.283 | 57.293 |  |  
                | R1 | 57.667 | 57.667 | 57.171 | 57.313 |  
                | PP | 56.958 | 56.958 | 56.958 | 56.781 |  
                | S1 | 56.342 | 56.342 | 56.929 | 55.988 |  
                | S2 | 55.633 | 55.633 | 56.807 |  |  
                | S3 | 54.308 | 55.017 | 56.686 |  |  
                | S4 | 52.983 | 53.692 | 56.321 |  |  | 
        
            | Weekly Pivots for week ending 16-Mar-2007 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 69.242 | 67.008 | 59.229 |  |  
                | R3 | 65.417 | 63.183 | 58.177 |  |  
                | R2 | 61.592 | 61.592 | 57.826 |  |  
                | R1 | 59.358 | 59.358 | 57.476 | 58.563 |  
                | PP | 57.767 | 57.767 | 57.767 | 57.369 |  
                | S1 | 55.533 | 55.533 | 56.774 | 54.738 |  
                | S2 | 53.942 | 53.942 | 56.424 |  |  
                | S3 | 50.117 | 51.708 | 56.073 |  |  
                | S4 | 46.292 | 47.883 | 55.021 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 59.925 | 56.175 | 3.750 | 6.6% | 1.605 | 2.8% | 23% | False | False | 16,521 |  
                | 10 | 62.300 | 56.175 | 6.125 | 10.7% | 1.495 | 2.6% | 14% | False | False | 17,847 |  
                | 20 | 62.500 | 56.175 | 6.325 | 11.1% | 1.631 | 2.9% | 14% | False | False | 21,771 |  
                | 40 | 62.500 | 53.100 | 9.400 | 16.5% | 1.816 | 3.2% | 42% | False | False | 11,673 |  
                | 60 | 65.400 | 51.700 | 13.700 | 24.0% | 1.666 | 2.9% | 39% | False | False | 7,795 |  
                | 80 | 66.830 | 51.700 | 15.130 | 26.5% | 1.258 | 2.2% | 35% | False | False | 5,846 |  
                | 100 | 66.830 | 51.700 | 15.130 | 26.5% | 1.008 | 1.8% | 35% | False | False | 4,677 |  
                | 120 | 67.000 | 51.700 | 15.300 | 26.8% | 0.840 | 1.5% | 35% | False | False | 3,897 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 63.206 |  
            | 2.618 | 61.044 |  
            | 1.618 | 59.719 |  
            | 1.000 | 58.900 |  
            | 0.618 | 58.394 |  
            | HIGH | 57.575 |  
            | 0.618 | 57.069 |  
            | 0.500 | 56.913 |  
            | 0.382 | 56.756 |  
            | LOW | 56.250 |  
            | 0.618 | 55.431 |  
            | 1.000 | 54.925 |  
            | 1.618 | 54.106 |  
            | 2.618 | 52.781 |  
            | 4.250 | 50.619 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Mar-2007 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 57.004 | 57.413 |  
                                | PP | 56.958 | 57.292 |  
                                | S1 | 56.913 | 57.171 |  |