NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	70.65	72.80	2.15	3.0%	69.35
High	73.42	74.00	0.58	0.8%	74.00
Low	70.56	71.59	1.03	1.5%	69.35
Close	72.84	72.72	-0.12	-0.2%	72.72
Range	2.86	2.41	-0.45	-15.7%	4.65
ATR	2.15	2.17	0.02	0.9%	0.00
Volume	58,009	47,578	-10,431	-18.0%	224,014

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.00	78.77	74.05
R3	77.59	76.36	73.38
R2	75.18	75.18	73.16
R1	73.95	73.95	72.94	73.36
PP	72.77	72.77	72.77	72.48
S1	71.54	71.54	72.50	70.95
S2	70.36	70.36	72.28
S3	67.95	69.13	72.06
S4	65.54	66.72	71.39

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.97	84.00	75.28
R3	81.32	79.35	74.00
R2	76.67	76.67	73.57
R1	74.70	74.70	73.15	75.69
PP	72.02	72.02	72.02	72.52
S1	70.05	70.05	72.29	71.04
S2	67.37	67.37	71.87
S3	62.72	65.40	71.44
S4	58.07	60.75	70.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	74.00	69.35	4.65	6.4%	2.47	3.4%	72%	True	False	44,802
10	74.00	62.93	11.07	15.2%	2.18	3.0%	88%	True	False	36,621
20	74.00	60.66	13.34	18.3%	2.04	2.8%	90%	True	False	30,365
40	74.00	54.92	19.08	26.2%	2.01	2.8%	93%	True	False	24,726
60	74.00	49.66	24.34	33.5%	2.19	3.0%	95%	True	False	23,881
80	74.00	46.14	27.86	38.3%	2.25	3.1%	95%	True	False	23,477
100	74.00	46.14	27.86	38.3%	2.28	3.1%	95%	True	False	22,669

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	84.24
2.618	80.31
1.618	77.90
1.000	76.41
0.618	75.49
HIGH	74.00
0.618	73.08
0.500	72.80
0.382	72.51
LOW	71.59
0.618	70.10
1.000	69.18
1.618	67.69
2.618	65.28
4.250	61.35

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	72.80	72.37
PP	72.77	72.02
S1	72.75	71.68

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

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