NYMEX miNY Light Sweet Crude Oil Future October 2007

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Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary Previous Current 02-Jul-2007 03-Jul-2007 Change Change % Previous Week Open 71.730 71.725 -0.005 0.0% 69.500 High 71.730 72.000 0.270 0.4% 71.000 Low 71.730 71.725 -0.005 0.0% 68.725 Close 71.730 72.040 0.310 0.4% 71.060 Range 0.000 0.275 0.275 2.275 ATR 0.753 0.719 -0.034 -4.5% 0.000 Volume 8 8 0 0.0% 44
Daily Pivots for day following 03-Jul-2007 Classic Woodie Camarilla DeMark R4 72.747 72.668 72.191 R3 72.472 72.393 72.116 R2 72.197 72.197 72.090 R1 72.118 72.118 72.065 72.158 PP 71.922 71.922 71.922 71.941 S1 71.843 71.843 72.015 71.883 S2 71.647 71.647 71.990 S3 71.372 71.568 71.964 S4 71.097 71.293 71.889	Weekly Pivots for week ending 29-Jun-2007 Classic Woodie Camarilla DeMark R4 77.087 76.348 72.311 R3 74.812 74.073 71.686 R2 72.537 72.537 71.477 R1 71.798 71.798 71.269 72.168 PP 70.262 70.262 70.262 70.446 S1 69.523 69.523 70.851 69.893 S2 67.987 67.987 70.643 S3 65.712 67.248 70.434 S4 63.437 64.973 69.809
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 72.000 68.725 3.275 4.5% 0.415 0.6% 101% True False 11 10 72.000 68.725 3.275 4.5% 0.420 0.6% 101% True False 7 20 72.000 66.500 5.500 7.6% 0.291 0.4% 101% True False 4 40 72.000 65.920 6.080 8.4% 0.146 0.2% 101% True False 7
Crabel Price Patterns NR False NR4 False NR5 False NR7 False WS True WS4 False WS5 False WS7 False ID False OD True IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 0.005 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 73.169 2.618 72.720 1.618 72.445 1.000 72.275 0.618 72.170 HIGH 72.000 0.618 71.895 0.500 71.863 0.382 71.830 LOW 71.725 0.618 71.555 1.000 71.450 1.618 71.280 2.618 71.005 4.250 70.556
Fisher Pivots for day following 03-Jul-2007 Pivot 1 day 3 day R1 71.981 71.702 PP 71.922 71.363 S1 71.863 71.025

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