NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	71.00	71.42	0.42	0.6%	68.61
High	71.99	72.33	0.34	0.5%	73.90
Low	69.70	70.82	1.12	1.6%	68.24
Close	71.70	71.91	0.21	0.3%	72.75
Range	2.29	1.51	-0.78	-34.1%	5.66
ATR	2.32	2.26	-0.06	-2.5%	0.00
Volume	116,773	148,107	31,334	26.8%	714,333

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.22	75.57	72.74
R3	74.71	74.06	72.33
R2	73.20	73.20	72.19
R1	72.55	72.55	72.05	72.88
PP	71.69	71.69	71.69	71.85
S1	71.04	71.04	71.77	71.37
S2	70.18	70.18	71.63
S3	68.67	69.53	71.49
S4	67.16	68.02	71.08

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	88.61	86.34	75.86
R3	82.95	80.68	74.31
R2	77.29	77.29	73.79
R1	75.02	75.02	73.27	76.16
PP	71.63	71.63	71.63	72.20
S1	69.36	69.36	72.23	70.50
S2	65.97	65.97	71.71
S3	60.31	63.70	71.19
S4	54.65	58.04	69.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.42	69.70	3.72	5.2%	2.23	3.1%	59%	False	False	117,488
10	73.90	68.24	5.66	7.9%	2.06	2.9%	65%	False	False	125,072
20	73.90	60.30	13.60	18.9%	2.21	3.1%	85%	False	False	97,832
40	73.90	50.82	23.08	32.1%	2.19	3.0%	91%	False	False	67,054
60	73.90	50.76	23.14	32.2%	2.21	3.1%	91%	False	False	49,609
80	73.90	45.00	28.90	40.2%	2.25	3.1%	93%	False	False	39,758
100	73.90	43.34	30.56	42.5%	2.20	3.1%	93%	False	False	33,165
120	73.90	43.34	30.56	42.5%	2.17	3.0%	93%	False	False	28,303

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.45
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	78.75
2.618	76.28
1.618	74.77
1.000	73.84
0.618	73.26
HIGH	72.33
0.618	71.75
0.500	71.58
0.382	71.40
LOW	70.82
0.618	69.89
1.000	69.31
1.618	68.38
2.618	66.87
4.250	64.40

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	71.80	71.79
PP	71.69	71.68
S1	71.58	71.56

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

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