NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 12-Jun-2009

Day Change Summary
	Previous	Current
	11-Jun-2009	12-Jun-2009	Change	Change %	Previous Week
Open	74.86	75.65	0.79	1.1%	72.28
High	76.50	75.96	-0.54	-0.7%	76.50
Low	74.75	74.39	-0.36	-0.5%	71.32
Close	76.12	75.47	-0.65	-0.9%	75.47
Range	1.75	1.57	-0.18	-10.3%	5.18
ATR	2.03	2.01	-0.02	-1.1%	0.00
Volume	42,900	41,379	-1,521	-3.5%	191,387

Daily Pivots for day following 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	79.98	79.30	76.33
R3	78.41	77.73	75.90
R2	76.84	76.84	75.76
R1	76.16	76.16	75.61	75.72
PP	75.27	75.27	75.27	75.05
S1	74.59	74.59	75.33	74.15
S2	73.70	73.70	75.18
S3	72.13	73.02	75.04
S4	70.56	71.45	74.61

Weekly Pivots for week ending 12-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	89.97	87.90	78.32
R3	84.79	82.72	76.89
R2	79.61	79.61	76.42
R1	77.54	77.54	75.94	78.58
PP	74.43	74.43	74.43	74.95
S1	72.36	72.36	75.00	73.40
S2	69.25	69.25	74.52
S3	64.07	67.18	74.05
S4	58.89	62.00	72.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.50	71.32	5.18	6.9%	1.57	2.1%	80%	False	False	38,277
10	76.50	69.35	7.15	9.5%	2.02	2.7%	86%	False	False	41,540
20	76.50	60.66	15.84	21.0%	1.99	2.6%	93%	False	False	33,594
40	76.50	54.92	21.58	28.6%	1.95	2.6%	95%	False	False	27,405
60	76.50	54.92	21.58	28.6%	2.08	2.8%	95%	False	False	25,250
80	76.50	46.14	30.36	40.2%	2.20	2.9%	97%	False	False	24,629
100	76.50	46.14	30.36	40.2%	2.22	2.9%	97%	False	False	23,730

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	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.63
2.618	80.07
1.618	78.50
1.000	77.53
0.618	76.93
HIGH	75.96
0.618	75.36
0.500	75.18
0.382	74.99
LOW	74.39
0.618	73.42
1.000	72.82
1.618	71.85
2.618	70.28
4.250	67.72

Fisher Pivots for day following 12-Jun-2009
Pivot	1 day	3 day
R1	75.37	75.39
PP	75.27	75.31
S1	75.18	75.23

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

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