NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 31-Jul-2009

Day Change Summary
	Previous	Current
	30-Jul-2009	31-Jul-2009	Change	Change %	Previous Week
Open	72.82	76.00	3.18	4.4%	76.00
High	76.02	77.32	1.30	1.7%	77.32
Low	72.75	74.38	1.63	2.2%	72.33
Close	76.03	77.14	1.11	1.5%	77.14
Range	3.27	2.94	-0.33	-10.1%	4.99
ATR	2.01	2.08	0.07	3.3%	0.00
Volume	8,204	13,186	4,982	60.7%	40,167

Daily Pivots for day following 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	85.10	84.06	78.76
R3	82.16	81.12	77.95
R2	79.22	79.22	77.68
R1	78.18	78.18	77.41	78.70
PP	76.28	76.28	76.28	76.54
S1	75.24	75.24	76.87	75.76
S2	73.34	73.34	76.60
S3	70.40	72.30	76.33
S4	67.46	69.36	75.52

Weekly Pivots for week ending 31-Jul-2009
	Classic	Woodie	Camarilla	DeMark
R4	90.57	88.84	79.88
R3	85.58	83.85	78.51
R2	80.59	80.59	78.05
R1	78.86	78.86	77.60	79.73
PP	75.60	75.60	75.60	76.03
S1	73.87	73.87	76.68	74.74
S2	70.61	70.61	76.23
S3	65.62	68.88	75.77
S4	60.63	63.89	74.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.32	72.33	4.99	6.5%	2.27	2.9%	96%	True	False	8,033
10	77.32	72.18	5.14	6.7%	1.91	2.5%	96%	True	False	7,967
20	77.32	65.66	11.66	15.1%	1.77	2.3%	98%	True	False	7,179

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	0.27
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.82
2.618	85.02
1.618	82.08
1.000	80.26
0.618	79.14
HIGH	77.32
0.618	76.20
0.500	75.85
0.382	75.50
LOW	74.38
0.618	72.56
1.000	71.44
1.618	69.62
2.618	66.68
4.250	61.89

Fisher Pivots for day following 31-Jul-2009
Pivot	1 day	3 day
R1	76.71	76.37
PP	76.28	75.60
S1	75.85	74.83

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

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