NYMEX Light Sweet Crude Oil Future November 2009

Trading Metrics calculated at close of trading on 22-Jun-2009

Day Change Summary
	Previous	Current
	19-Jun-2009	22-Jun-2009	Change	Change %	Previous Week
Open	74.55	72.00	-2.55	-3.4%	73.89
High	74.55	72.00	-2.55	-3.4%	75.49
Low	71.86	69.10	-2.76	-3.8%	71.86
Close	72.33	69.77	-2.56	-3.5%	72.33
Range	2.69	2.90	0.21	7.8%	3.63
ATR	1.90	1.99	0.10	5.0%	0.00
Volume	6,405	9,111	2,706	42.2%	34,919

Daily Pivots for day following 22-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.99	77.28	71.37
R3	76.09	74.38	70.57
R2	73.19	73.19	70.30
R1	71.48	71.48	70.04	70.89
PP	70.29	70.29	70.29	69.99
S1	68.58	68.58	69.50	67.99
S2	67.39	67.39	69.24
S3	64.49	65.68	68.97
S4	61.59	62.78	68.18

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.12	81.85	74.33
R3	80.49	78.22	73.33
R2	76.86	76.86	73.00
R1	74.59	74.59	72.66	73.91
PP	73.23	73.23	73.23	72.89
S1	70.96	70.96	72.00	70.28
S2	69.60	69.60	71.66
S3	65.97	67.33	71.33
S4	62.34	63.70	70.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.49	69.10	6.39	9.2%	2.32	3.3%	10%	False	True	7,315
10	75.83	69.10	6.73	9.6%	1.83	2.6%	10%	False	True	8,225
20	75.83	62.36	13.47	19.3%	1.79	2.6%	55%	False	False	9,174
40	75.83	54.20	21.63	31.0%	1.63	2.3%	72%	False	False	7,640
60	75.83	54.20	21.63	31.0%	1.52	2.2%	72%	False	False	6,571
80	75.83	47.48	28.35	40.6%	1.59	2.3%	79%	False	False	6,123
100	75.83	45.87	29.96	42.9%	1.56	2.2%	80%	False	False	5,592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	84.33
2.618	79.59
1.618	76.69
1.000	74.90
0.618	73.79
HIGH	72.00
0.618	70.89
0.500	70.55
0.382	70.21
LOW	69.10
0.618	67.31
1.000	66.20
1.618	64.41
2.618	61.51
4.250	56.78

Fisher Pivots for day following 22-Jun-2009
Pivot	1 day	3 day
R1	70.55	71.83
PP	70.29	71.14
S1	70.03	70.46

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

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