NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 01-Jul-2010

Day Change Summary
	Previous	Current
	30-Jun-2010	01-Jul-2010	Change	Change %	Previous Week
Open	76.04	75.80	-0.24	-0.3%	79.75
High	77.37	75.95	-1.42	-1.8%	80.82
Low	74.97	72.61	-2.36	-3.1%	76.00
Close	76.16	73.46	-2.70	-3.5%	79.43
Range	2.40	3.34	0.94	39.2%	4.82
ATR	2.32	2.40	0.09	3.8%	0.00
Volume	72,534	99,506	26,972	37.2%	340,150

Daily Pivots for day following 01-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.03	82.08	75.30
R3	80.69	78.74	74.38
R2	77.35	77.35	74.07
R1	75.40	75.40	73.77	74.71
PP	74.01	74.01	74.01	73.66
S1	72.06	72.06	73.15	71.37
S2	70.67	70.67	72.85
S3	67.33	68.72	72.54
S4	63.99	65.38	71.62

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.21	91.14	82.08
R3	88.39	86.32	80.76
R2	83.57	83.57	80.31
R1	81.50	81.50	79.87	80.13
PP	78.75	78.75	78.75	78.06
S1	76.68	76.68	78.99	75.31
S2	73.93	73.93	78.55
S3	69.11	71.86	78.10
S4	64.29	67.04	76.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.97	72.61	7.36	10.0%	2.74	3.7%	12%	False	True	71,552
10	80.82	72.61	8.21	11.2%	2.29	3.1%	10%	False	True	72,852
20	80.82	71.92	8.90	12.1%	2.31	3.1%	17%	False	False	71,645
40	85.75	69.62	16.13	22.0%	2.55	3.5%	24%	False	False	59,307
60	92.21	69.62	22.59	30.8%	2.29	3.1%	17%	False	False	52,057
80	92.21	69.62	22.59	30.8%	2.10	2.9%	17%	False	False	41,572
100	92.21	69.62	22.59	30.8%	2.04	2.8%	17%	False	False	34,629
120	92.21	69.62	22.59	30.8%	1.95	2.7%	17%	False	False	29,707

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	0.59
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	90.15
2.618	84.69
1.618	81.35
1.000	79.29
0.618	78.01
HIGH	75.95
0.618	74.67
0.500	74.28
0.382	73.89
LOW	72.61
0.618	70.55
1.000	69.27
1.618	67.21
2.618	63.87
4.250	58.42

Fisher Pivots for day following 01-Jul-2010
Pivot	1 day	3 day
R1	74.28	75.78
PP	74.01	75.01
S1	73.73	74.23

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

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