NYMEX Light Sweet Crude Oil Future September 2009

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	72.37	71.53	-0.84	-1.2%	71.00
High	74.25	72.74	-1.51	-2.0%	72.14
Low	69.82	69.47	-0.35	-0.5%	67.22
Close	70.84	70.27	-0.57	-0.8%	70.02
Range	4.43	3.27	-1.16	-26.2%	4.92
ATR	2.63	2.68	0.05	1.7%	0.00
Volume	54,979	96,310	41,331	75.2%	274,870

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.64	78.72	72.07
R3	77.37	75.45	71.17
R2	74.10	74.10	70.87
R1	72.18	72.18	70.57	71.51
PP	70.83	70.83	70.83	70.49
S1	68.91	68.91	69.97	68.24
S2	67.56	67.56	69.67
S3	64.29	65.64	69.37
S4	61.02	62.37	68.47

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.55	82.21	72.73
R3	79.63	77.29	71.37
R2	74.71	74.71	70.92
R1	72.37	72.37	70.47	71.08
PP	69.79	69.79	69.79	69.15
S1	67.45	67.45	69.57	66.16
S2	64.87	64.87	69.12
S3	59.95	62.53	68.67
S4	55.03	57.61	67.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.25	68.97	5.28	7.5%	3.28	4.7%	25%	False	False	61,176
10	74.25	67.22	7.03	10.0%	2.99	4.3%	43%	False	False	56,542
20	74.66	67.22	7.44	10.6%	2.62	3.7%	41%	False	False	52,771
40	74.66	57.70	16.96	24.1%	2.40	3.4%	74%	False	False	38,073
60	74.66	51.96	22.70	32.3%	2.22	3.2%	81%	False	False	29,518
80	74.66	47.85	26.81	38.2%	2.20	3.1%	84%	False	False	24,534
100	74.66	44.19	30.47	43.4%	2.24	3.2%	86%	False	False	21,220
120	74.66	44.19	30.47	43.4%	2.17	3.1%	86%	False	False	18,355

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	0.81
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.64
2.618	81.30
1.618	78.03
1.000	76.01
0.618	74.76
HIGH	72.74
0.618	71.49
0.500	71.11
0.382	70.72
LOW	69.47
0.618	67.45
1.000	66.20
1.618	64.18
2.618	60.91
4.250	55.57

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	71.11	71.77
PP	70.83	71.27
S1	70.55	70.77

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

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