NYMEX Light Sweet Crude Oil Future August 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	75.82	71.83	-3.99	-5.3%	75.16
High	76.81	73.65	-3.16	-4.1%	76.81
Low	72.15	70.93	-1.22	-1.7%	72.15
Close	72.80	72.77	-0.03	0.0%	72.80
Range	4.66	2.72	-1.94	-41.6%	4.66
ATR	2.82	2.81	-0.01	-0.2%	0.00
Volume	156,155	143,751	-12,404	-7.9%	479,701

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.61	79.41	74.27
R3	77.89	76.69	73.52
R2	75.17	75.17	73.27
R1	73.97	73.97	73.02	74.57
PP	72.45	72.45	72.45	72.75
S1	71.25	71.25	72.52	71.85
S2	69.73	69.73	72.27
S3	67.01	68.53	72.02
S4	64.29	65.81	71.27

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.90	85.01	75.36
R3	83.24	80.35	74.08
R2	78.58	78.58	73.65
R1	75.69	75.69	73.23	74.81
PP	73.92	73.92	73.92	73.48
S1	71.03	71.03	72.37	70.15
S2	69.26	69.26	71.95
S3	64.60	66.37	71.52
S4	59.94	61.71	70.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.81	70.93	5.88	8.1%	3.16	4.3%	31%	False	True	124,690
10	76.81	68.59	8.22	11.3%	2.89	4.0%	51%	False	False	114,056
20	83.67	68.59	15.08	20.7%	2.81	3.9%	28%	False	False	105,500
40	91.38	68.59	22.79	31.3%	2.49	3.4%	18%	False	False	83,976
60	91.38	68.59	22.79	31.3%	2.19	3.0%	18%	False	False	61,251
80	91.38	68.59	22.79	31.3%	2.07	2.8%	18%	False	False	47,846
100	91.38	68.59	22.79	31.3%	2.00	2.8%	18%	False	False	39,414
120	91.38	68.59	22.79	31.3%	1.81	2.5%	18%	False	False	33,119

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	0.65
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.21
2.618	80.77
1.618	78.05
1.000	76.37
0.618	75.33
HIGH	73.65
0.618	72.61
0.500	72.29
0.382	71.97
LOW	70.93
0.618	69.25
1.000	68.21
1.618	66.53
2.618	63.81
4.250	59.37

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	72.61	73.87
PP	72.45	73.50
S1	72.29	73.14

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

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