NYMEX Light Sweet Crude Oil Future July 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	66.09	68.73	2.64	4.0%	66.48
High	69.60	70.32	0.72	1.0%	70.32
Low	65.92	67.54	1.62	2.5%	64.95
Close	68.81	68.44	-0.37	-0.5%	68.44
Range	3.68	2.78	-0.90	-24.5%	5.37
ATR	2.49	2.51	0.02	0.8%	0.00
Volume	322,365	304,674	-17,691	-5.5%	1,389,350

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.11	75.55	69.97
R3	74.33	72.77	69.20
R2	71.55	71.55	68.95
R1	69.99	69.99	68.69	69.38
PP	68.77	68.77	68.77	68.46
S1	67.21	67.21	68.19	66.60
S2	65.99	65.99	67.93
S3	63.21	64.43	67.68
S4	60.43	61.65	66.91

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.01	81.60	71.39
R3	78.64	76.23	69.92
R2	73.27	73.27	69.42
R1	70.86	70.86	68.93	72.07
PP	67.90	67.90	67.90	68.51
S1	65.49	65.49	67.95	66.70
S2	62.53	62.53	67.46
S3	57.16	60.12	66.96
S4	51.79	54.75	65.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	70.32	64.95	5.37	7.8%	2.89	4.2%	65%	True	False	277,870
10	70.32	59.53	10.79	15.8%	2.52	3.7%	83%	True	False	262,351
20	70.32	56.74	13.58	19.8%	2.44	3.6%	86%	True	False	224,653
40	70.32	49.07	21.25	31.0%	2.34	3.4%	91%	True	False	153,279
60	70.32	46.25	24.07	35.2%	2.46	3.6%	92%	True	False	111,200
80	70.32	42.19	28.13	41.1%	2.50	3.6%	93%	True	False	88,037
100	70.32	42.19	28.13	41.1%	2.50	3.6%	93%	True	False	72,960
120	70.32	42.19	28.13	41.1%	2.61	3.8%	93%	True	False	62,202

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	0.54
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	82.14
2.618	77.60
1.618	74.82
1.000	73.10
0.618	72.04
HIGH	70.32
0.618	69.26
0.500	68.93
0.382	68.60
LOW	67.54
0.618	65.82
1.000	64.76
1.618	63.04
2.618	60.26
4.250	55.73

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	68.93	68.17
PP	68.77	67.90
S1	68.60	67.64

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

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