NYMEX Light Sweet Crude Oil Future December 2009

Trading Metrics calculated at close of trading on 19-Jun-2009

Day Change Summary
	Previous	Current
	18-Jun-2009	19-Jun-2009	Change	Change %	Previous Week
Open	74.88	74.62	-0.26	-0.3%	75.55
High	74.96	75.36	0.40	0.5%	76.02
Low	73.51	72.28	-1.23	-1.7%	72.28
Close	74.47	72.89	-1.58	-2.1%	72.89
Range	1.45	3.08	1.63	112.4%	3.74
ATR	2.04	2.11	0.07	3.6%	0.00
Volume	29,660	27,721	-1,939	-6.5%	147,085

Daily Pivots for day following 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	82.75	80.90	74.58
R3	79.67	77.82	73.74
R2	76.59	76.59	73.45
R1	74.74	74.74	73.17	74.13
PP	73.51	73.51	73.51	73.20
S1	71.66	71.66	72.61	71.05
S2	70.43	70.43	72.33
S3	67.35	68.58	72.04
S4	64.27	65.50	71.20

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.95	82.66	74.95
R3	81.21	78.92	73.92
R2	77.47	77.47	73.58
R1	75.18	75.18	73.23	74.46
PP	73.73	73.73	73.73	73.37
S1	71.44	71.44	72.55	70.72
S2	69.99	69.99	72.20
S3	66.25	67.70	71.86
S4	62.51	63.96	70.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.02	72.28	3.74	5.1%	2.34	3.2%	16%	False	True	29,417
10	76.50	71.32	5.18	7.1%	1.96	2.7%	30%	False	False	33,847
20	76.50	62.93	13.57	18.6%	2.07	2.8%	73%	False	False	35,234
40	76.50	54.92	21.58	29.6%	2.02	2.8%	83%	False	False	28,974
60	76.50	54.92	21.58	29.6%	2.09	2.9%	83%	False	False	25,666
80	76.50	48.00	28.50	39.1%	2.20	3.0%	87%	False	False	25,088
100	76.50	46.14	30.36	41.7%	2.21	3.0%	88%	False	False	23,957

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	88.45
2.618	83.42
1.618	80.34
1.000	78.44
0.618	77.26
HIGH	75.36
0.618	74.18
0.500	73.82
0.382	73.46
LOW	72.28
0.618	70.38
1.000	69.20
1.618	67.30
2.618	64.22
4.250	59.19

Fisher Pivots for day following 19-Jun-2009
Pivot	1 day	3 day
R1	73.82	73.82
PP	73.51	73.51
S1	73.20	73.20

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

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