NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 09-Jun-2009

Day Change Summary
	Previous	Current
	08-Jun-2009	09-Jun-2009	Change	Change %	Previous Week
Open	71.05	72.42	1.37	1.9%	70.55
High	72.31	73.50	1.19	1.6%	72.67
Low	70.81	72.42	1.61	2.3%	68.79
Close	71.76	73.21	1.45	2.0%	71.90
Range	1.50	1.08	-0.42	-28.0%	3.88
ATR	1.84	1.84	-0.01	-0.4%	0.00
Volume	13,417	11,688	-1,729	-12.9%	56,705

Daily Pivots for day following 09-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.28	75.83	73.80
R3	75.20	74.75	73.51
R2	74.12	74.12	73.41
R1	73.67	73.67	73.31	73.90
PP	73.04	73.04	73.04	73.16
S1	72.59	72.59	73.11	72.82
S2	71.96	71.96	73.01
S3	70.88	71.51	72.91
S4	69.80	70.43	72.62

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.76	81.21	74.03
R3	78.88	77.33	72.97
R2	75.00	75.00	72.61
R1	73.45	73.45	72.26	74.23
PP	71.12	71.12	71.12	71.51
S1	69.57	69.57	71.54	70.35
S2	67.24	67.24	71.19
S3	63.36	65.69	70.83
S4	59.48	61.81	69.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.50	68.79	4.71	6.4%	1.78	2.4%	94%	True	False	12,368
10	73.50	64.70	8.80	12.0%	1.62	2.2%	97%	True	False	10,673
20	73.50	59.95	13.55	18.5%	1.66	2.3%	98%	True	False	8,095
40	73.50	54.20	19.30	26.4%	1.45	2.0%	98%	True	False	6,664
60	73.50	50.25	23.25	31.8%	1.52	2.1%	99%	True	False	6,151
80	73.50	45.87	27.63	37.7%	1.58	2.2%	99%	True	False	5,751
100	73.50	45.87	27.63	37.7%	1.52	2.1%	99%	True	False	5,207

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.15
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	78.09
2.618	76.33
1.618	75.25
1.000	74.58
0.618	74.17
HIGH	73.50
0.618	73.09
0.500	72.96
0.382	72.83
LOW	72.42
0.618	71.75
1.000	71.34
1.618	70.67
2.618	69.59
4.250	67.83

Fisher Pivots for day following 09-Jun-2009
Pivot	1 day	3 day
R1	73.13	72.86
PP	73.04	72.51
S1	72.96	72.16

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

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