NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 07-Jun-2010

Day Change Summary
	Previous	Current
	04-Jun-2010	07-Jun-2010	Change	Change %	Previous Week
Open	74.61	70.35	-4.26	-5.7%	73.97
High	75.42	72.49	-2.93	-3.9%	75.42
Low	70.73	69.51	-1.22	-1.7%	70.73
Close	71.51	71.44	-0.07	-0.1%	71.51
Range	4.69	2.98	-1.71	-36.5%	4.69
ATR	2.88	2.89	0.01	0.2%	0.00
Volume	439,431	448,494	9,063	2.1%	1,689,727

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.09	78.74	73.08
R3	77.11	75.76	72.26
R2	74.13	74.13	71.99
R1	72.78	72.78	71.71	73.46
PP	71.15	71.15	71.15	71.48
S1	69.80	69.80	71.17	70.48
S2	68.17	68.17	70.89
S3	65.19	66.82	70.62
S4	62.21	63.84	69.80

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.62	83.76	74.09
R3	81.93	79.07	72.80
R2	77.24	77.24	72.37
R1	74.38	74.38	71.94	73.47
PP	72.55	72.55	72.55	72.10
S1	69.69	69.69	71.08	68.78
S2	67.86	67.86	70.65
S3	63.17	65.00	70.22
S4	58.48	60.31	68.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	75.42	69.51	5.91	8.3%	3.25	4.5%	33%	False	True	427,644
10	75.72	67.15	8.57	12.0%	2.97	4.2%	50%	False	False	407,019
20	82.08	67.15	14.93	20.9%	2.87	4.0%	29%	False	False	366,294
40	89.77	67.15	22.62	31.7%	2.57	3.6%	19%	False	False	259,274
60	89.77	67.15	22.62	31.7%	2.28	3.2%	19%	False	False	183,967
80	89.77	67.15	22.62	31.7%	2.19	3.1%	19%	False	False	141,586
100	89.77	67.15	22.62	31.7%	2.16	3.0%	19%	False	False	115,125
120	89.77	67.15	22.62	31.7%	2.04	2.9%	19%	False	False	96,563

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	0.67
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.16
2.618	80.29
1.618	77.31
1.000	75.47
0.618	74.33
HIGH	72.49
0.618	71.35
0.500	71.00
0.382	70.65
LOW	69.51
0.618	67.67
1.000	66.53
1.618	64.69
2.618	61.71
4.250	56.85

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	71.29	72.47
PP	71.15	72.12
S1	71.00	71.78

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

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