NYMEX Light Sweet Crude Oil Future September 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	71.66	72.49	0.83	1.2%	69.86
High	72.79	73.17	0.38	0.5%	74.66
Low	70.62	71.64	1.02	1.4%	68.60
Close	72.61	72.69	0.08	0.1%	73.56
Range	2.17	1.53	-0.64	-29.5%	6.06
ATR	2.25	2.20	-0.05	-2.3%	0.00
Volume	33,418	53,560	20,142	60.3%	290,190

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	77.09	76.42	73.53
R3	75.56	74.89	73.11
R2	74.03	74.03	72.97
R1	73.36	73.36	72.83	73.70
PP	72.50	72.50	72.50	72.67
S1	71.83	71.83	72.55	72.17
S2	70.97	70.97	72.41
S3	69.44	70.30	72.27
S4	67.91	68.77	71.85

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.45	88.07	76.89
R3	84.39	82.01	75.23
R2	78.33	78.33	74.67
R1	75.95	75.95	74.12	77.14
PP	72.27	72.27	72.27	72.87
S1	69.89	69.89	73.00	71.08
S2	66.21	66.21	72.45
S3	60.15	63.83	71.89
S4	54.09	57.77	70.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.22	70.62	3.60	5.0%	2.17	3.0%	58%	False	False	43,173
10	74.66	68.60	6.06	8.3%	2.06	2.8%	67%	False	False	48,542
20	74.66	61.03	13.63	18.8%	2.17	3.0%	86%	False	False	39,193
40	74.66	51.96	22.70	31.2%	2.12	2.9%	91%	False	False	28,541
60	74.66	51.96	22.70	31.2%	2.04	2.8%	91%	False	False	22,534
80	74.66	45.78	28.88	39.7%	2.15	3.0%	93%	False	False	19,223
100	74.66	44.19	30.47	41.9%	2.11	2.9%	94%	False	False	16,448

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	0.52
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	79.67
2.618	77.18
1.618	75.65
1.000	74.70
0.618	74.12
HIGH	73.17
0.618	72.59
0.500	72.41
0.382	72.22
LOW	71.64
0.618	70.69
1.000	70.11
1.618	69.16
2.618	67.63
4.250	65.14

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	72.60	72.60
PP	72.50	72.51
S1	72.41	72.42

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

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