NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 22-Mar-2010

Day Change Summary
	Previous	Current
	19-Mar-2010	22-Mar-2010	Change	Change %	Previous Week
Open	82.80	81.31	-1.49	-1.8%	81.86
High	82.84	82.18	-0.66	-0.8%	83.70
Low	80.53	79.27	-1.26	-1.6%	79.77
Close	81.36	81.97	0.61	0.7%	81.36
Range	2.31	2.91	0.60	26.0%	3.93
ATR	2.02	2.08	0.06	3.2%	0.00
Volume	83,719	71,094	-12,625	-15.1%	351,477

Daily Pivots for day following 22-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.87	88.83	83.57
R3	86.96	85.92	82.77
R2	84.05	84.05	82.50
R1	83.01	83.01	82.24	83.53
PP	81.14	81.14	81.14	81.40
S1	80.10	80.10	81.70	80.62
S2	78.23	78.23	81.44
S3	75.32	77.19	81.17
S4	72.41	74.28	80.37

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.40	91.31	83.52
R3	89.47	87.38	82.44
R2	85.54	85.54	82.08
R1	83.45	83.45	81.72	82.53
PP	81.61	81.61	81.61	81.15
S1	79.52	79.52	81.00	78.60
S2	77.68	77.68	80.64
S3	73.75	75.59	80.28
S4	69.82	71.66	79.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.70	79.27	4.43	5.4%	2.08	2.5%	61%	False	True	70,495
10	83.80	79.27	4.53	5.5%	2.01	2.4%	60%	False	True	69,351
20	83.80	77.84	5.96	7.3%	2.01	2.5%	69%	False	False	58,235
40	83.80	70.75	13.05	15.9%	2.16	2.6%	86%	False	False	49,407
60	85.95	70.75	15.20	18.5%	2.02	2.5%	74%	False	False	41,139
80	85.95	70.75	15.20	18.5%	2.03	2.5%	74%	False	False	36,710
100	85.95	70.75	15.20	18.5%	2.05	2.5%	74%	False	False	32,288
120	85.95	69.83	16.12	19.7%	2.03	2.5%	75%	False	False	29,221

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	94.55
2.618	89.80
1.618	86.89
1.000	85.09
0.618	83.98
HIGH	82.18
0.618	81.07
0.500	80.73
0.382	80.38
LOW	79.27
0.618	77.47
1.000	76.36
1.618	74.56
2.618	71.65
4.250	66.90

Fisher Pivots for day following 22-Mar-2010
Pivot	1 day	3 day
R1	81.56	81.77
PP	81.14	81.57
S1	80.73	81.38

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

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