NYMEX miNY Light Sweet Crude Oil Future October 2007

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Trading Metrics calculated at close of trading on 01-Jun-2007
Day Change Summary Previous Current 31-May-2007 01-Jun-2007 Change Change % Previous Week Open 65.950 67.650 1.700 2.6% 68.260 High 65.950 67.650 1.700 2.6% 68.260 Low 65.950 67.650 1.700 2.6% 65.950 Close 66.510 67.650 1.140 1.7% 67.650 Range ATR 0.564 0.605 0.041 7.3% 0.000 Volume 1 72 71 7,100.0% 79
Daily Pivots for day following 01-Jun-2007 Classic Woodie Camarilla DeMark R4 67.650 67.650 67.650 R3 67.650 67.650 67.650 R2 67.650 67.650 67.650 R1 67.650 67.650 67.650 67.650 PP 67.650 67.650 67.650 67.650 S1 67.650 67.650 67.650 67.650 S2 67.650 67.650 67.650 S3 67.650 67.650 67.650 S4 67.650 67.650 67.650	Weekly Pivots for week ending 01-Jun-2007 Classic Woodie Camarilla DeMark R4 74.217 73.243 68.921 R3 71.907 70.933 68.285 R2 69.597 69.597 68.074 R1 68.623 68.623 67.862 67.955 PP 67.287 67.287 67.287 66.953 S1 66.313 66.313 67.438 65.645 S2 64.977 64.977 67.227 S3 62.667 64.003 67.015 S4 60.357 61.693 66.380
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 68.260 65.950 2.310 3.4% 0.000 0.0% 74% False False 16 10 69.350 65.950 3.400 5.0% 0.000 0.0% 50% False False 9 20 69.350 65.920 3.430 5.1% 0.000 0.0% 50% False False 6
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.000	Fibonacci Retracements and Extensions 4.250 67.650 2.618 67.650 1.618 67.650 1.000 67.650 0.618 67.650 HIGH 67.650 0.618 67.650 0.500 67.650 0.382 67.650 LOW 67.650 0.618 67.650 1.000 67.650 1.618 67.650 2.618 67.650 4.250 67.650
Fisher Pivots for day following 01-Jun-2007 Pivot 1 day 3 day R1 67.650 67.367 PP 67.650 67.083 S1 67.650 66.800

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