NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	77.74	76.24	-1.50	-1.9%	73.98
High	78.80	78.28	-0.52	-0.7%	78.70
Low	75.70	75.96	0.26	0.3%	70.96
Close	76.45	77.45	1.00	1.3%	77.58
Range	3.10	2.32	-0.78	-25.2%	7.74
ATR	2.40	2.39	-0.01	-0.2%	0.00
Volume	11,352	10,029	-1,323	-11.7%	61,448

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.19	83.14	78.73
R3	81.87	80.82	78.09
R2	79.55	79.55	77.88
R1	78.50	78.50	77.66	79.03
PP	77.23	77.23	77.23	77.49
S1	76.18	76.18	77.24	76.71
S2	74.91	74.91	77.02
S3	72.59	73.86	76.81
S4	70.27	71.54	76.17

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.97	96.01	81.84
R3	91.23	88.27	79.71
R2	83.49	83.49	79.00
R1	80.53	80.53	78.29	82.01
PP	75.75	75.75	75.75	76.49
S1	72.79	72.79	76.87	74.27
S2	68.01	68.01	76.16
S3	60.27	65.05	75.45
S4	52.53	57.31	73.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.80	72.61	6.19	8.0%	2.68	3.5%	78%	False	False	11,876
10	78.80	70.96	7.84	10.1%	2.49	3.2%	83%	False	False	12,338
20	89.33	70.96	18.37	23.7%	2.57	3.3%	35%	False	False	13,744
40	93.14	70.96	22.18	28.6%	1.93	2.5%	29%	False	False	12,236
60	93.14	70.96	22.18	28.6%	1.67	2.2%	29%	False	False	9,683

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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.14
2.618	84.35
1.618	82.03
1.000	80.60
0.618	79.71
HIGH	78.28
0.618	77.39
0.500	77.12
0.382	76.85
LOW	75.96
0.618	74.53
1.000	73.64
1.618	72.21
2.618	69.89
4.250	66.10

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	77.34	77.38
PP	77.23	77.32
S1	77.12	77.25

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

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