NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 30-Mar-2010

Day Change Summary
	Previous	Current
	29-Mar-2010	30-Mar-2010	Change	Change %	Previous Week
Open	80.84	82.80	1.96	2.4%	81.31
High	83.18	83.14	-0.04	0.0%	82.54
Low	80.71	82.18	1.47	1.8%	79.27
Close	82.59	82.77	0.18	0.2%	80.47
Range	2.47	0.96	-1.51	-61.1%	3.27
ATR	2.02	1.94	-0.08	-3.7%	0.00
Volume	76,598	87,226	10,628	13.9%	415,262

Daily Pivots for day following 30-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.58	85.13	83.30
R3	84.62	84.17	83.03
R2	83.66	83.66	82.95
R1	83.21	83.21	82.86	82.96
PP	82.70	82.70	82.70	82.57
S1	82.25	82.25	82.68	82.00
S2	81.74	81.74	82.59
S3	80.78	81.29	82.51
S4	79.82	80.33	82.24

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.57	88.79	82.27
R3	87.30	85.52	81.37
R2	84.03	84.03	81.07
R1	82.25	82.25	80.77	81.51
PP	80.76	80.76	80.76	80.39
S1	78.98	78.98	80.17	78.24
S2	77.49	77.49	79.87
S3	74.22	75.71	79.57
S4	70.95	72.44	78.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.18	80.03	3.15	3.8%	1.67	2.0%	87%	False	False	84,149
10	83.70	79.27	4.43	5.4%	1.74	2.1%	79%	False	False	80,982
20	83.80	79.27	4.53	5.5%	1.78	2.2%	77%	False	False	70,713
40	83.80	70.75	13.05	15.8%	2.13	2.6%	92%	False	False	57,141
60	85.95	70.75	15.20	18.4%	2.03	2.5%	79%	False	False	48,224
80	85.95	70.75	15.20	18.4%	1.97	2.4%	79%	False	False	41,381
100	85.95	70.75	15.20	18.4%	1.99	2.4%	79%	False	False	36,487
120	85.95	70.75	15.20	18.4%	2.01	2.4%	79%	False	False	32,853

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	87.22
2.618	85.65
1.618	84.69
1.000	84.10
0.618	83.73
HIGH	83.14
0.618	82.77
0.500	82.66
0.382	82.55
LOW	82.18
0.618	81.59
1.000	81.22
1.618	80.63
2.618	79.67
4.250	78.10

Fisher Pivots for day following 30-Mar-2010
Pivot	1 day	3 day
R1	82.73	82.38
PP	82.70	81.99
S1	82.66	81.61

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

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