NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 18-Jun-2009

Day Change Summary
	Previous	Current
	17-Jun-2009	18-Jun-2009	Change	Change %	Previous Week
Open	73.40	74.88	1.48	2.0%	72.28
High	74.58	74.96	0.38	0.5%	76.50
Low	72.66	73.51	0.85	1.2%	71.32
Close	74.50	74.47	-0.03	0.0%	75.47
Range	1.92	1.45	-0.47	-24.5%	5.18
ATR	2.08	2.04	-0.05	-2.2%	0.00
Volume	33,970	29,660	-4,310	-12.7%	191,387

Daily Pivots for day following 18-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.66	78.02	75.27
R3	77.21	76.57	74.87
R2	75.76	75.76	74.74
R1	75.12	75.12	74.60	74.72
PP	74.31	74.31	74.31	74.11
S1	73.67	73.67	74.34	73.27
S2	72.86	72.86	74.20
S3	71.41	72.22	74.07
S4	69.96	70.77	73.67

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	76.02	72.66	3.36	4.5%	2.04	2.7%	54%	False	False	32,148
10	76.50	71.32	5.18	7.0%	1.89	2.5%	61%	False	False	35,832
20	76.50	62.93	13.57	18.2%	1.99	2.7%	85%	False	False	35,177
40	76.50	54.92	21.58	29.0%	1.97	2.7%	91%	False	False	28,799
60	76.50	54.92	21.58	29.0%	2.07	2.8%	91%	False	False	25,624
80	76.50	48.00	28.50	38.3%	2.19	2.9%	93%	False	False	25,008
100	76.50	46.14	30.36	40.8%	2.20	3.0%	93%	False	False	23,922

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Stretch	0.43
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	81.12
2.618	78.76
1.618	77.31
1.000	76.41
0.618	75.86
HIGH	74.96
0.618	74.41
0.500	74.24
0.382	74.06
LOW	73.51
0.618	72.61
1.000	72.06
1.618	71.16
2.618	69.71
4.250	67.35

Fisher Pivots for day following 18-Jun-2009
Pivot	1 day	3 day
R1	74.39	74.43
PP	74.31	74.38
S1	74.24	74.34

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

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