NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 24-Jun-2009

Day Change Summary
	Previous	Current
	23-Jun-2009	24-Jun-2009	Change	Change %	Previous Week
Open	70.00	71.95	1.95	2.8%	75.28
High	72.28	72.84	0.56	0.8%	76.42
Low	70.00	71.69	1.69	2.4%	73.16
Close	72.28	71.90	-0.38	-0.5%	73.32
Range	2.28	1.15	-1.13	-49.6%	3.26
ATR	1.81	1.76	-0.05	-2.6%	0.00
Volume	4,430	2,089	-2,341	-52.8%	17,630

Daily Pivots for day following 24-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	75.59	74.90	72.53
R3	74.44	73.75	72.22
R2	73.29	73.29	72.11
R1	72.60	72.60	72.01	72.37
PP	72.14	72.14	72.14	72.03
S1	71.45	71.45	71.79	71.22
S2	70.99	70.99	71.69
S3	69.84	70.30	71.58
S4	68.69	69.15	71.27

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	75.25	70.00	5.25	7.3%	1.62	2.3%	36%	False	False	3,594
10	76.74	70.00	6.74	9.4%	1.64	2.3%	28%	False	False	3,587
20	76.74	66.38	10.36	14.4%	1.48	2.1%	53%	False	False	3,744
40	76.74	57.44	19.30	26.8%	1.43	2.0%	75%	False	False	2,843
60	76.74	56.18	20.56	28.6%	1.27	1.8%	76%	False	False	2,511
80	76.74	48.71	28.03	39.0%	1.31	1.8%	83%	False	False	2,417

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.30
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	77.73
2.618	75.85
1.618	74.70
1.000	73.99
0.618	73.55
HIGH	72.84
0.618	72.40
0.500	72.27
0.382	72.13
LOW	71.69
0.618	70.98
1.000	70.54
1.618	69.83
2.618	68.68
4.250	66.80

Fisher Pivots for day following 24-Jun-2009
Pivot	1 day	3 day
R1	72.27	71.74
PP	72.14	71.58
S1	72.02	71.42

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

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