NYMEX Light Sweet Crude Oil Future December 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	74.05	73.26	-0.79	-1.1%	72.96
High	75.85	74.38	-1.47	-1.9%	73.91
Low	71.74	71.50	-0.24	-0.3%	69.36
Close	72.71	72.36	-0.35	-0.5%	71.92
Range	4.11	2.88	-1.23	-29.9%	4.55
ATR	2.43	2.46	0.03	1.3%	0.00
Volume	25,611	39,466	13,855	54.1%	175,161

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	81.39	79.75	73.94
R3	78.51	76.87	73.15
R2	75.63	75.63	72.89
R1	73.99	73.99	72.62	73.37
PP	72.75	72.75	72.75	72.44
S1	71.11	71.11	72.10	70.49
S2	69.87	69.87	71.83
S3	66.99	68.23	71.57
S4	64.11	65.35	70.78

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.38	83.20	74.42
R3	80.83	78.65	73.17
R2	76.28	76.28	72.75
R1	74.10	74.10	72.34	72.92
PP	71.73	71.73	71.73	71.14
S1	69.55	69.55	71.50	68.37
S2	67.18	67.18	71.09
S3	62.63	65.00	70.67
S4	58.08	60.45	69.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.85	71.25	4.60	6.4%	2.95	4.1%	24%	False	False	32,920
10	75.85	69.36	6.49	9.0%	2.73	3.8%	46%	False	False	32,118
20	76.50	69.36	7.14	9.9%	2.38	3.3%	42%	False	False	35,393
40	76.50	60.54	15.96	22.1%	2.18	3.0%	74%	False	False	31,487
60	76.50	54.92	21.58	29.8%	2.14	3.0%	81%	False	False	27,113
80	76.50	49.46	27.04	37.4%	2.23	3.1%	85%	False	False	26,072
100	76.50	46.14	30.36	42.0%	2.28	3.1%	86%	False	False	25,225
120	76.50	46.14	30.36	42.0%	2.28	3.2%	86%	False	False	24,149

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	0.65
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.62
2.618	81.92
1.618	79.04
1.000	77.26
0.618	76.16
HIGH	74.38
0.618	73.28
0.500	72.94
0.382	72.60
LOW	71.50
0.618	69.72
1.000	68.62
1.618	66.84
2.618	63.96
4.250	59.26

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	72.94	73.58
PP	72.75	73.17
S1	72.55	72.77

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

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