NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 14-Jun-2010

Day Change Summary
	Previous	Current
	11-Jun-2010	14-Jun-2010	Change	Change %	Previous Week
Open	76.71	75.59	-1.12	-1.5%	71.83
High	76.91	77.33	0.42	0.5%	77.35
Low	74.74	75.40	0.66	0.9%	70.93
Close	75.34	76.28	0.94	1.2%	75.34
Range	2.17	1.93	-0.24	-11.1%	6.42
ATR	2.68	2.63	-0.05	-1.8%	0.00
Volume	184,974	212,352	27,378	14.8%	859,441

Daily Pivots for day following 14-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.13	81.13	77.34
R3	80.20	79.20	76.81
R2	78.27	78.27	76.63
R1	77.27	77.27	76.46	77.77
PP	76.34	76.34	76.34	76.59
S1	75.34	75.34	76.10	75.84
S2	74.41	74.41	75.93
S3	72.48	73.41	75.75
S4	70.55	71.48	75.22

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.80	90.99	78.87
R3	87.38	84.57	77.11
R2	80.96	80.96	76.52
R1	78.15	78.15	75.93	79.56
PP	74.54	74.54	74.54	75.24
S1	71.73	71.73	74.75	73.14
S2	68.12	68.12	74.16
S3	61.70	65.31	73.57
S4	55.28	58.89	71.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.35	71.99	5.36	7.0%	2.21	2.9%	80%	False	False	185,608
10	77.35	70.93	6.42	8.4%	2.68	3.5%	83%	False	False	155,149
20	78.03	68.59	9.44	12.4%	2.73	3.6%	81%	False	False	131,152
40	91.38	68.59	22.79	29.9%	2.57	3.4%	34%	False	False	100,162
60	91.38	68.59	22.79	29.9%	2.24	2.9%	34%	False	False	75,893
80	91.38	68.59	22.79	29.9%	2.08	2.7%	34%	False	False	59,200
100	91.38	68.59	22.79	29.9%	2.06	2.7%	34%	False	False	48,503
120	91.38	68.59	22.79	29.9%	1.88	2.5%	34%	False	False	40,777

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.53
2.618	82.38
1.618	80.45
1.000	79.26
0.618	78.52
HIGH	77.33
0.618	76.59
0.500	76.37
0.382	76.14
LOW	75.40
0.618	74.21
1.000	73.47
1.618	72.28
2.618	70.35
4.250	67.20

Fisher Pivots for day following 14-Jun-2010
Pivot	1 day	3 day
R1	76.37	76.20
PP	76.34	76.12
S1	76.31	76.05

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

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