NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 05-Jun-2009

Day Change Summary
	Previous	Current
	04-Jun-2009	05-Jun-2009	Change	Change %	Previous Week
Open	72.48	73.12	0.64	0.9%	70.92
High	73.82	73.63	-0.19	-0.3%	73.82
Low	72.19	72.48	0.29	0.4%	70.00
Close	73.46	73.36	-0.10	-0.1%	73.36
Range	1.63	1.15	-0.48	-29.4%	3.82
ATR	1.72	1.68	-0.04	-2.4%	0.00
Volume	4,709	2,407	-2,302	-48.9%	20,249

Daily Pivots for day following 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	76.61	76.13	73.99
R3	75.46	74.98	73.68
R2	74.31	74.31	73.57
R1	73.83	73.83	73.47	74.07
PP	73.16	73.16	73.16	73.28
S1	72.68	72.68	73.25	72.92
S2	72.01	72.01	73.15
S3	70.86	71.53	73.04
S4	69.71	70.38	72.73

Weekly Pivots for week ending 05-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	83.85	82.43	75.46
R3	80.03	78.61	74.41
R2	76.21	76.21	74.06
R1	74.79	74.79	73.71	75.50
PP	72.39	72.39	72.39	72.75
S1	70.97	70.97	73.01	71.68
S2	68.57	68.57	72.66
S3	64.75	67.15	72.31
S4	60.93	63.33	71.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	73.82	70.00	3.82	5.2%	1.43	1.9%	88%	False	False	4,049
10	73.82	63.75	10.07	13.7%	1.33	1.8%	95%	False	False	3,656
20	73.82	61.52	12.30	16.8%	1.32	1.8%	96%	False	False	2,669
40	73.82	56.18	17.64	24.0%	1.19	1.6%	97%	False	False	2,208
60	73.82	50.20	23.62	32.2%	1.27	1.7%	98%	False	False	2,193

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	78.52
2.618	76.64
1.618	75.49
1.000	74.78
0.618	74.34
HIGH	73.63
0.618	73.19
0.500	73.06
0.382	72.92
LOW	72.48
0.618	71.77
1.000	71.33
1.618	70.62
2.618	69.47
4.250	67.59

Fisher Pivots for day following 05-Jun-2009
Pivot	1 day	3 day
R1	73.26	72.88
PP	73.16	72.39
S1	73.06	71.91

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

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