NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 29-May-2009

Day Change Summary
	Previous	Current
	28-May-2009	29-May-2009	Change	Change %	Previous Week
Open	66.38	69.28	2.90	4.4%	63.75
High	68.78	69.69	0.91	1.3%	69.69
Low	66.38	68.99	2.61	3.9%	63.75
Close	68.57	69.62	1.05	1.5%	69.62
Range	2.40	0.70	-1.70	-70.8%	5.94
ATR	1.59	1.55	-0.03	-2.1%	0.00
Volume	2,180	5,777	3,597	165.0%	13,339

Daily Pivots for day following 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	71.53	71.28	70.01
R3	70.83	70.58	69.81
R2	70.13	70.13	69.75
R1	69.88	69.88	69.68	70.01
PP	69.43	69.43	69.43	69.50
S1	69.18	69.18	69.56	69.31
S2	68.73	68.73	69.49
S3	68.03	68.48	69.43
S4	67.33	67.78	69.24

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.51	83.50	72.89
R3	79.57	77.56	71.25
R2	73.63	73.63	70.71
R1	71.62	71.62	70.16	72.63
PP	67.69	67.69	67.69	68.19
S1	65.68	65.68	69.08	66.69
S2	61.75	61.75	68.53
S3	55.81	59.74	67.99
S4	49.87	53.80	66.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	69.69	63.75	5.94	8.5%	1.23	1.8%	99%	True	False	3,263
10	69.69	61.52	8.17	11.7%	1.28	1.8%	99%	True	False	2,395
20	69.69	57.44	12.25	17.6%	1.46	2.1%	99%	True	False	2,225
40	69.69	56.18	13.51	19.4%	1.18	1.7%	99%	True	False	2,031
60	69.69	50.10	19.59	28.1%	1.27	1.8%	100%	True	False	2,075

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	0.07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	72.67
2.618	71.52
1.618	70.82
1.000	70.39
0.618	70.12
HIGH	69.69
0.618	69.42
0.500	69.34
0.382	69.26
LOW	68.99
0.618	68.56
1.000	68.29
1.618	67.86
2.618	67.16
4.250	66.02

Fisher Pivots for day following 29-May-2009
Pivot	1 day	3 day
R1	69.53	69.04
PP	69.43	68.45
S1	69.34	67.87

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

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