NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	76.03	74.14	-1.89	-2.5%	72.90
High	77.54	76.59	-0.95	-1.2%	77.66
Low	73.78	74.07	0.29	0.4%	69.62
Close	74.90	75.76	0.86	1.1%	76.12
Range	3.76	2.52	-1.24	-33.0%	8.04
ATR	2.66	2.65	-0.01	-0.4%	0.00
Volume	40,082	44,421	4,339	10.8%	224,934

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.03	81.92	77.15
R3	80.51	79.40	76.45
R2	77.99	77.99	76.22
R1	76.88	76.88	75.99	77.44
PP	75.47	75.47	75.47	75.75
S1	74.36	74.36	75.53	74.92
S2	72.95	72.95	75.30
S3	70.43	71.84	75.07
S4	67.91	69.32	74.37

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.59	95.39	80.54
R3	90.55	87.35	78.33
R2	82.51	82.51	77.59
R1	79.31	79.31	76.86	80.91
PP	74.47	74.47	74.47	75.27
S1	71.27	71.27	75.38	72.87
S2	66.43	66.43	74.65
S3	58.39	63.23	73.91
S4	50.35	55.19	71.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.66	71.27	6.39	8.4%	3.02	4.0%	70%	False	False	44,754
10	77.66	69.62	8.04	10.6%	2.73	3.6%	76%	False	False	48,767
20	88.37	69.62	18.75	24.7%	2.86	3.8%	33%	False	False	46,175
40	92.21	69.62	22.59	29.8%	2.26	3.0%	27%	False	False	41,291
60	92.21	69.62	22.59	29.8%	2.02	2.7%	27%	False	False	30,698
80	92.21	69.62	22.59	29.8%	1.96	2.6%	27%	False	False	24,851
100	92.21	69.62	22.59	29.8%	1.87	2.5%	27%	False	False	20,733
120	92.21	69.62	22.59	29.8%	1.71	2.3%	27%	False	False	17,685

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.30
2.618	83.19
1.618	80.67
1.000	79.11
0.618	78.15
HIGH	76.59
0.618	75.63
0.500	75.33
0.382	75.03
LOW	74.07
0.618	72.51
1.000	71.55
1.618	69.99
2.618	67.47
4.250	63.36

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	75.62	75.75
PP	75.47	75.73
S1	75.33	75.72

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

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