NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	69.25	71.22	1.97	2.8%	71.00
High	71.72	72.14	0.42	0.6%	72.14
Low	68.97	69.67	0.70	1.0%	67.22
Close	71.08	70.02	-1.06	-1.5%	70.02
Range	2.75	2.47	-0.28	-10.2%	4.92
ATR	2.42	2.42	0.00	0.2%	0.00
Volume	51,862	61,989	10,127	19.5%	274,870

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.02	76.49	71.38
R3	75.55	74.02	70.70
R2	73.08	73.08	70.47
R1	71.55	71.55	70.25	71.08
PP	70.61	70.61	70.61	70.38
S1	69.08	69.08	69.79	68.61
S2	68.14	68.14	69.57
S3	65.67	66.61	69.34
S4	63.20	64.14	68.66

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.55	82.21	72.73
R3	79.63	77.29	71.37
R2	74.71	74.71	70.92
R1	72.37	72.37	70.47	71.08
PP	69.79	69.79	69.79	69.15
S1	67.45	67.45	69.57	66.16
S2	64.87	64.87	69.12
S3	59.95	62.53	68.67
S4	55.03	57.61	67.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.14	67.22	4.92	7.0%	2.77	4.0%	57%	True	False	54,974
10	74.22	67.22	7.00	10.0%	2.63	3.7%	40%	False	False	47,144
20	74.66	66.87	7.79	11.1%	2.44	3.5%	40%	False	False	47,040
40	74.66	53.76	20.90	29.8%	2.29	3.3%	78%	False	False	34,450
60	74.66	51.96	22.70	32.4%	2.16	3.1%	80%	False	False	26,966
80	74.66	47.85	26.81	38.3%	2.14	3.1%	83%	False	False	22,561
100	74.66	44.19	30.47	43.5%	2.19	3.1%	85%	False	False	19,410
120	74.66	44.19	30.47	43.5%	2.13	3.0%	85%	False	False	16,840

Crabel Price Patterns
NR	True
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	0.57
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.64
2.618	78.61
1.618	76.14
1.000	74.61
0.618	73.67
HIGH	72.14
0.618	71.20
0.500	70.91
0.382	70.61
LOW	69.67
0.618	68.14
1.000	67.20
1.618	65.67
2.618	63.20
4.250	59.17

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	70.91	70.52
PP	70.61	70.35
S1	70.32	70.19

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These figures are updated between 7pm and 10pm EST after a trading day.

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