NYMEX Light Sweet Crude Oil Future August 2009

Trading Metrics calculated at close of trading on 26-Jun-2009

Day Change Summary
	Previous	Current
	25-Jun-2009	26-Jun-2009	Change	Change %	Previous Week
Open	68.29	70.34	2.05	3.0%	70.20
High	70.93	71.29	0.36	0.5%	71.29
Low	68.11	68.81	0.70	1.0%	66.37
Close	70.23	69.16	-1.07	-1.5%	69.16
Range	2.82	2.48	-0.34	-12.1%	4.92
ATR	2.48	2.48	0.00	0.0%	0.00
Volume	242,855	254,942	12,087	5.0%	1,327,226

Daily Pivots for day following 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.19	75.66	70.52
R3	74.71	73.18	69.84
R2	72.23	72.23	69.61
R1	70.70	70.70	69.39	70.23
PP	69.75	69.75	69.75	69.52
S1	68.22	68.22	68.93	67.75
S2	67.27	67.27	68.71
S3	64.79	65.74	68.48
S4	62.31	63.26	67.80

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.70	81.35	71.87
R3	78.78	76.43	70.51
R2	73.86	73.86	70.06
R1	71.51	71.51	69.61	70.23
PP	68.94	68.94	68.94	68.30
S1	66.59	66.59	68.71	65.31
S2	64.02	64.02	68.26
S3	59.10	61.67	67.81
S4	54.18	56.75	66.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.29	66.37	4.92	7.1%	2.81	4.1%	57%	True	False	265,445
10	73.42	66.37	7.05	10.2%	2.68	3.9%	40%	False	False	191,415
20	73.90	65.92	7.98	11.5%	2.47	3.6%	41%	False	False	152,077
40	73.90	52.66	21.24	30.7%	2.33	3.4%	78%	False	False	100,047
60	73.90	50.76	23.14	33.5%	2.31	3.3%	80%	False	False	73,427
80	73.90	47.14	26.76	38.7%	2.29	3.3%	82%	False	False	57,492
100	73.90	43.34	30.56	44.2%	2.26	3.3%	84%	False	False	47,564
120	73.90	43.34	30.56	44.2%	2.20	3.2%	84%	False	False	40,528

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	0.56
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.83
2.618	77.78
1.618	75.30
1.000	73.77
0.618	72.82
HIGH	71.29
0.618	70.34
0.500	70.05
0.382	69.76
LOW	68.81
0.618	67.28
1.000	66.33
1.618	64.80
2.618	62.32
4.250	58.27

Fisher Pivots for day following 26-Jun-2009
Pivot	1 day	3 day
R1	70.05	69.68
PP	69.75	69.50
S1	69.46	69.33

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

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