NYMEX Light Sweet Crude Oil Future November 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	74.00	72.79	-1.21	-1.6%	72.00
High	74.99	73.91	-1.08	-1.4%	73.32
Low	71.25	70.97	-0.28	-0.4%	68.78
Close	72.20	71.78	-0.42	-0.6%	71.38
Range	3.74	2.94	-0.80	-21.4%	4.54
ATR	2.23	2.28	0.05	2.3%	0.00
Volume	6,499	8,863	2,364	36.4%	38,270

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.04	79.35	73.40
R3	78.10	76.41	72.59
R2	75.16	75.16	72.32
R1	73.47	73.47	72.05	72.85
PP	72.22	72.22	72.22	71.91
S1	70.53	70.53	71.51	69.91
S2	69.28	69.28	71.24
S3	66.34	67.59	70.97
S4	63.40	64.65	70.16

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.78	82.62	73.88
R3	80.24	78.08	72.63
R2	75.70	75.70	72.21
R1	73.54	73.54	71.80	72.35
PP	71.16	71.16	71.16	70.57
S1	69.00	69.00	70.96	67.81
S2	66.62	66.62	70.55
S3	62.08	64.46	70.13
S4	57.54	59.92	68.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.99	70.74	4.25	5.9%	2.82	3.9%	24%	False	False	7,573
10	74.99	68.78	6.21	8.7%	2.53	3.5%	48%	False	False	7,550
20	75.83	68.78	7.05	9.8%	2.09	2.9%	43%	False	False	8,719
40	75.83	59.95	15.88	22.1%	1.86	2.6%	74%	False	False	7,950
60	75.83	54.20	21.63	30.1%	1.66	2.3%	81%	False	False	6,828
80	75.83	49.00	26.83	37.4%	1.68	2.3%	85%	False	False	6,358
100	75.83	45.87	29.96	41.7%	1.68	2.3%	86%	False	False	5,931
120	75.83	45.87	29.96	41.7%	1.60	2.2%	86%	False	False	5,461

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	0.40
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.41
2.618	81.61
1.618	78.67
1.000	76.85
0.618	75.73
HIGH	73.91
0.618	72.79
0.500	72.44
0.382	72.09
LOW	70.97
0.618	69.15
1.000	68.03
1.618	66.21
2.618	63.27
4.250	58.48

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	72.44	72.87
PP	72.22	72.50
S1	72.00	72.14

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

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