NYMEX Light Sweet Crude Oil Future October 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	73.50	73.55	0.05	0.1%	73.15
High	73.81	74.27	0.46	0.6%	74.84
Low	72.34	71.07	-1.27	-1.8%	71.07
Close	73.37	71.64	-1.73	-2.4%	71.64
Range	1.47	3.20	1.73	117.7%	3.77
ATR	2.03	2.11	0.08	4.1%	0.00
Volume	16,585	12,659	-3,926	-23.7%	61,630

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.93	79.98	73.40
R3	78.73	76.78	72.52
R2	75.53	75.53	72.23
R1	73.58	73.58	71.93	72.96
PP	72.33	72.33	72.33	72.01
S1	70.38	70.38	71.35	69.76
S2	69.13	69.13	71.05
S3	65.93	67.18	70.76
S4	62.73	63.98	69.88

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.83	81.50	73.71
R3	80.06	77.73	72.68
R2	76.29	76.29	72.33
R1	73.96	73.96	71.99	73.24
PP	72.52	72.52	72.52	72.16
S1	70.19	70.19	71.29	69.47
S2	68.75	68.75	70.95
S3	64.98	66.42	70.60
S4	61.21	62.65	69.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.84	71.07	3.77	5.3%	2.30	3.2%	15%	False	True	12,326
10	75.27	69.75	5.52	7.7%	1.91	2.7%	34%	False	False	14,312
20	75.27	61.75	13.52	18.9%	2.04	2.8%	73%	False	False	13,615
40	75.27	53.00	22.27	31.1%	1.85	2.6%	84%	False	False	11,376
60	75.27	53.00	22.27	31.1%	1.77	2.5%	84%	False	False	9,883
80	75.27	46.50	28.77	40.2%	1.77	2.5%	87%	False	False	8,945
100	75.27	45.06	30.21	42.2%	1.70	2.4%	88%	False	False	7,954

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	87.87
2.618	82.65
1.618	79.45
1.000	77.47
0.618	76.25
HIGH	74.27
0.618	73.05
0.500	72.67
0.382	72.29
LOW	71.07
0.618	69.09
1.000	67.87
1.618	65.89
2.618	62.69
4.250	57.47

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	72.67	72.67
PP	72.33	72.33
S1	71.98	71.98

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

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