NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 22-Jun-2009

Day Change Summary
	Previous	Current
	19-Jun-2009	22-Jun-2009	Change	Change %	Previous Week
Open	75.25	71.51	-3.74	-5.0%	75.28
High	75.25	71.73	-3.52	-4.7%	76.42
Low	73.25	70.31	-2.94	-4.0%	73.16
Close	73.32	70.83	-2.49	-3.4%	73.32
Range	2.00	1.42	-0.58	-29.0%	3.26
ATR	1.68	1.77	0.10	5.7%	0.00
Volume	1,434	3,970	2,536	176.8%	17,630

Daily Pivots for day following 22-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.22	74.44	71.61
R3	73.80	73.02	71.22
R2	72.38	72.38	71.09
R1	71.60	71.60	70.96	71.28
PP	70.96	70.96	70.96	70.80
S1	70.18	70.18	70.70	69.86
S2	69.54	69.54	70.57
S3	68.12	68.76	70.44
S4	66.70	67.34	70.05

Weekly Pivots for week ending 19-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.08	81.96	75.11
R3	80.82	78.70	74.22
R2	77.56	77.56	73.92
R1	75.44	75.44	73.62	74.87
PP	74.30	74.30	74.30	74.02
S1	72.18	72.18	73.02	71.61
S2	71.04	71.04	72.72
S3	67.78	68.92	72.42
S4	64.52	65.66	71.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.42	70.31	6.11	8.6%	1.77	2.5%	9%	False	True	3,878
10	76.74	70.31	6.43	9.1%	1.46	2.1%	8%	False	True	3,598
20	76.74	63.75	12.99	18.3%	1.43	2.0%	55%	False	False	3,687
40	76.74	56.57	20.17	28.5%	1.37	1.9%	71%	False	False	2,781
60	76.74	56.18	20.56	29.0%	1.26	1.8%	71%	False	False	2,453

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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	77.77
2.618	75.45
1.618	74.03
1.000	73.15
0.618	72.61
HIGH	71.73
0.618	71.19
0.500	71.02
0.382	70.85
LOW	70.31
0.618	69.43
1.000	68.89
1.618	68.01
2.618	66.59
4.250	64.28

Fisher Pivots for day following 22-Jun-2009
Pivot	1 day	3 day
R1	71.02	72.78
PP	70.96	72.13
S1	70.89	71.48

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

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