NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	67.15	68.55	1.40	2.1%	72.89
High	69.68	69.86	0.18	0.3%	73.42
Low	66.37	68.06	1.69	2.5%	69.40
Close	69.24	68.67	-0.57	-0.8%	70.02
Range	3.31	1.80	-1.51	-45.6%	4.02
ATR	2.50	2.45	-0.05	-2.0%	0.00
Volume	278,468	279,901	1,433	0.5%	586,924

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	74.26	73.27	69.66
R3	72.46	71.47	69.17
R2	70.66	70.66	69.00
R1	69.67	69.67	68.84	70.17
PP	68.86	68.86	68.86	69.11
S1	67.87	67.87	68.51	68.37
S2	67.06	67.06	68.34
S3	65.26	66.07	68.18
S4	63.46	64.27	67.68

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.01	80.53	72.23
R3	78.99	76.51	71.13
R2	74.97	74.97	70.76
R1	72.49	72.49	70.39	71.72
PP	70.95	70.95	70.95	70.56
S1	68.47	68.47	69.65	67.70
S2	66.93	66.93	69.28
S3	62.91	64.45	68.91
S4	58.89	60.43	67.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.85	66.37	6.48	9.4%	2.74	4.0%	35%	False	False	225,598
10	73.90	66.37	7.53	11.0%	2.52	3.7%	31%	False	False	173,252
20	73.90	63.49	10.41	15.2%	2.44	3.5%	50%	False	False	134,380
40	73.90	51.51	22.39	32.6%	2.29	3.3%	77%	False	False	88,924
60	73.90	50.76	23.14	33.7%	2.31	3.4%	77%	False	False	65,426
80	73.90	45.00	28.90	42.1%	2.30	3.3%	82%	False	False	51,455
100	73.90	43.34	30.56	44.5%	2.24	3.3%	83%	False	False	42,707
120	73.90	43.34	30.56	44.5%	2.23	3.3%	83%	False	False	36,410

Crabel Price Patterns
NR	True
NR4	True
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	0.48
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	77.51
2.618	74.57
1.618	72.77
1.000	71.66
0.618	70.97
HIGH	69.86
0.618	69.17
0.500	68.96
0.382	68.75
LOW	68.06
0.618	66.95
1.000	66.26
1.618	65.15
2.618	63.35
4.250	60.41

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	68.96	68.56
PP	68.86	68.45
S1	68.77	68.34

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

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