NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	68.88	69.06	0.18	0.3%	62.64
High	69.91	69.84	-0.07	-0.1%	67.39
Low	68.36	65.92	-2.44	-3.6%	60.30
Close	69.43	67.09	-2.34	-3.4%	67.07
Range	1.55	3.92	2.37	152.9%	7.09
ATR	2.18	2.30	0.12	5.7%	0.00
Volume	66,593	75,290	8,697	13.1%	253,783

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.38	77.15	69.25
R3	75.46	73.23	68.17
R2	71.54	71.54	67.81
R1	69.31	69.31	67.45	68.47
PP	67.62	67.62	67.62	67.19
S1	65.39	65.39	66.73	64.55
S2	63.70	63.70	66.37
S3	59.78	61.47	66.01
S4	55.86	57.55	64.93

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	86.19	83.72	70.97
R3	79.10	76.63	69.02
R2	72.01	72.01	68.37
R1	69.54	69.54	67.72	70.78
PP	64.92	64.92	64.92	65.54
S1	62.45	62.45	66.42	63.69
S2	57.83	57.83	65.77
S3	50.74	55.36	65.12
S4	43.65	48.27	63.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	69.91	63.49	6.42	9.6%	2.48	3.7%	56%	False	False	69,732
10	69.91	60.30	9.61	14.3%	2.24	3.3%	71%	False	False	65,111
20	69.91	56.48	13.43	20.0%	2.25	3.3%	79%	False	False	54,228
40	69.91	50.76	19.15	28.5%	2.23	3.3%	85%	False	False	38,064
60	69.91	47.14	22.77	33.9%	2.26	3.4%	88%	False	False	28,727
80	69.91	43.34	26.57	39.6%	2.26	3.4%	89%	False	False	23,778
100	69.91	43.34	26.57	39.6%	2.15	3.2%	89%	False	False	20,181
120	69.91	43.34	26.57	39.6%	2.05	3.1%	89%	False	False	17,288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	86.50
2.618	80.10
1.618	76.18
1.000	73.76
0.618	72.26
HIGH	69.84
0.618	68.34
0.500	67.88
0.382	67.42
LOW	65.92
0.618	63.50
1.000	62.00
1.618	59.58
2.618	55.66
4.250	49.26

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	67.88	67.92
PP	67.62	67.64
S1	67.35	67.37

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

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