NYMEX miNY Light Sweet Crude Oil Future June 2007

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Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary Previous Current 03-Jan-2007 04-Jan-2007 Change Change % Previous Week Open 63.650 61.650 -2.000 -3.1% 64.460 High 63.650 61.650 -2.000 -3.1% 64.540 Low 61.600 61.650 0.050 0.1% 63.720 Close 61.650 59.040 -2.610 -4.2% 64.540 Range 2.050 0.000 -2.050 -100.0% 0.820 ATR 0.634 0.589 -0.045 -7.1% 0.000 Volume 4 6 2 50.0% 16
Daily Pivots for day following 04-Jan-2007 Classic Woodie Camarilla DeMark R4 60.780 59.910 59.040 R3 60.780 59.910 59.040 R2 60.780 60.780 59.040 R1 59.910 59.910 59.040 60.345 PP 60.780 60.780 60.780 60.998 S1 59.910 59.910 59.040 60.345 S2 60.780 60.780 59.040 S3 60.780 59.910 59.040 S4 60.780 59.910 59.040	Weekly Pivots for week ending 29-Dec-2006 Classic Woodie Camarilla DeMark R4 66.727 66.453 64.991 R3 65.907 65.633 64.766 R2 65.087 65.087 64.690 R1 64.813 64.813 64.615 64.950 PP 64.267 64.267 64.267 64.335 S1 63.993 63.993 64.465 64.130 S2 63.447 63.447 64.390 S3 62.627 63.173 64.315 S4 61.807 62.353 64.089
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 64.540 61.600 2.940 5.0% 0.410 0.7% -87% False False 4 10 66.620 61.600 5.020 8.5% 0.205 0.3% -51% False False 3 20 67.125 61.600 5.525 9.4% 0.146 0.2% -46% False False 3
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID True OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.000 Narrowest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 61.650 2.618 61.650 1.618 61.650 1.000 61.650 0.618 61.650 HIGH 61.650 0.618 61.650 0.500 61.650 0.382 61.650 LOW 61.650 0.618 61.650 1.000 61.650 1.618 61.650 2.618 61.650 4.250 61.650
Fisher Pivots for day following 04-Jan-2007 Pivot 1 day 3 day R1 61.650 63.070 PP 60.780 61.727 S1 59.910 60.383

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