NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 04-Jun-2009

Day Change Summary
	Previous	Current
	03-Jun-2009	04-Jun-2009	Change	Change %	Previous Week
Open	72.00	72.48	0.48	0.7%	63.75
High	72.30	73.82	1.52	2.1%	69.69
Low	70.00	72.19	2.19	3.1%	63.75
Close	71.11	73.46	2.35	3.3%	69.62
Range	2.30	1.63	-0.67	-29.1%	5.94
ATR	1.65	1.72	0.08	4.6%	0.00
Volume	6,695	4,709	-1,986	-29.7%	13,339

Daily Pivots for day following 04-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	78.05	77.38	74.36
R3	76.42	75.75	73.91
R2	74.79	74.79	73.76
R1	74.12	74.12	73.61	74.46
PP	73.16	73.16	73.16	73.32
S1	72.49	72.49	73.31	72.83
S2	71.53	71.53	73.16
S3	69.90	70.86	73.01
S4	68.27	69.23	72.56

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	73.82	68.99	4.83	6.6%	1.34	1.8%	93%	True	False	4,723
10	73.82	63.74	10.08	13.7%	1.32	1.8%	96%	True	False	3,599
20	73.82	61.52	12.30	16.7%	1.37	1.9%	97%	True	False	2,685
40	73.82	56.18	17.64	24.0%	1.22	1.7%	98%	True	False	2,237
60	73.82	50.10	23.72	32.3%	1.28	1.7%	98%	True	False	2,213

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	0.12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.75
2.618	78.09
1.618	76.46
1.000	75.45
0.618	74.83
HIGH	73.82
0.618	73.20
0.500	73.01
0.382	72.81
LOW	72.19
0.618	71.18
1.000	70.56
1.618	69.55
2.618	67.92
4.250	65.26

Fisher Pivots for day following 04-Jun-2009
Pivot	1 day	3 day
R1	73.31	72.94
PP	73.16	72.43
S1	73.01	71.91

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

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