NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 01-Jul-2009

Day Change Summary
	Previous	Current
	30-Jun-2009	01-Jul-2009	Change	Change %	Previous Week
Open	75.49	74.55	-0.94	-1.2%	71.51
High	75.49	74.66	-0.83	-1.1%	74.06
Low	72.25	72.09	-0.16	-0.2%	70.00
Close	73.13	72.84	-0.29	-0.4%	72.37
Range	3.24	2.57	-0.67	-20.7%	4.06
ATR	1.92	1.97	0.05	2.4%	0.00
Volume	6,291	4,178	-2,113	-33.6%	23,864

Daily Pivots for day following 01-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	80.91	79.44	74.25
R3	78.34	76.87	73.55
R2	75.77	75.77	73.31
R1	74.30	74.30	73.08	73.75
PP	73.20	73.20	73.20	72.92
S1	71.73	71.73	72.60	71.18
S2	70.63	70.63	72.37
S3	68.06	69.16	72.13
S4	65.49	66.59	71.43

Weekly Pivots for week ending 26-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	84.32	82.41	74.60
R3	80.26	78.35	73.49
R2	76.20	76.20	73.11
R1	74.29	74.29	72.74	75.25
PP	72.14	72.14	72.14	72.62
S1	70.23	70.23	72.00	71.19
S2	68.08	68.08	71.63
S3	64.02	66.17	71.25
S4	59.96	62.11	70.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.49	72.05	3.44	4.7%	2.21	3.0%	23%	False	False	5,463
10	75.49	70.00	5.49	7.5%	1.92	2.6%	52%	False	False	4,528
20	76.74	70.00	6.74	9.3%	1.66	2.3%	42%	False	False	4,055
40	76.74	61.52	15.22	20.9%	1.51	2.1%	74%	False	False	3,360
60	76.74	56.18	20.56	28.2%	1.34	1.8%	81%	False	False	2,810
80	76.74	50.10	26.64	36.6%	1.37	1.9%	85%	False	False	2,650

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	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.58
2.618	81.39
1.618	78.82
1.000	77.23
0.618	76.25
HIGH	74.66
0.618	73.68
0.500	73.38
0.382	73.07
LOW	72.09
0.618	70.50
1.000	69.52
1.618	67.93
2.618	65.36
4.250	61.17

Fisher Pivots for day following 01-Jul-2009
Pivot	1 day	3 day
R1	73.38	73.79
PP	73.20	73.47
S1	73.02	73.16

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

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