NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 24-Jun-2010

Day Change Summary
	Previous	Current
	23-Jun-2010	24-Jun-2010	Change	Change %	Previous Week
Open	78.41	76.68	-1.73	-2.2%	76.72
High	78.70	77.22	-1.48	-1.9%	80.11
Low	76.00	76.00	0.00	0.0%	76.32
Close	77.03	77.15	0.12	0.2%	79.18
Range	2.70	1.22	-1.48	-54.8%	3.79
ATR	2.30	2.22	-0.08	-3.4%	0.00
Volume	69,402	104,190	34,788	50.1%	355,258

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.45	80.02	77.82
R3	79.23	78.80	77.49
R2	78.01	78.01	77.37
R1	77.58	77.58	77.26	77.80
PP	76.79	76.79	76.79	76.90
S1	76.36	76.36	77.04	76.58
S2	75.57	75.57	76.93
S3	74.35	75.14	76.81
S4	73.13	73.92	76.48

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.91	88.33	81.26
R3	86.12	84.54	80.22
R2	82.33	82.33	79.87
R1	80.75	80.75	79.53	81.54
PP	78.54	78.54	78.54	78.93
S1	76.96	76.96	78.83	77.75
S2	74.75	74.75	78.49
S3	70.96	73.17	78.14
S4	67.17	69.38	77.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.82	76.00	4.82	6.2%	1.85	2.4%	24%	False	True	74,153
10	80.82	75.84	4.98	6.5%	1.88	2.4%	26%	False	False	70,614
20	80.82	71.92	8.90	11.5%	2.36	3.1%	59%	False	False	65,462
40	92.21	69.62	22.59	29.3%	2.52	3.3%	33%	False	False	55,533
60	92.21	69.62	22.59	29.3%	2.17	2.8%	33%	False	False	47,297
80	92.21	69.62	22.59	29.3%	2.01	2.6%	33%	False	False	37,643
100	92.21	69.62	22.59	29.3%	2.02	2.6%	33%	False	False	31,457
120	92.21	69.62	22.59	29.3%	1.88	2.4%	33%	False	False	26,833

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.54
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	82.41
2.618	80.41
1.618	79.19
1.000	78.44
0.618	77.97
HIGH	77.22
0.618	76.75
0.500	76.61
0.382	76.47
LOW	76.00
0.618	75.25
1.000	74.78
1.618	74.03
2.618	72.81
4.250	70.82

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	76.97	77.85
PP	76.79	77.61
S1	76.61	77.38

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

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