NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	77.92	78.56	0.64	0.8%	71.83
High	79.17	79.07	-0.10	-0.1%	77.35
Low	77.17	77.56	0.39	0.5%	70.93
Close	78.72	78.04	-0.68	-0.9%	75.34
Range	2.00	1.51	-0.49	-24.5%	6.42
ATR	2.57	2.49	-0.08	-2.9%	0.00
Volume	149,234	178,723	29,489	19.8%	859,441

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.75	81.91	78.87
R3	81.24	80.40	78.46
R2	79.73	79.73	78.32
R1	78.89	78.89	78.18	78.56
PP	78.22	78.22	78.22	78.06
S1	77.38	77.38	77.90	77.05
S2	76.71	76.71	77.76
S3	75.20	75.87	77.62
S4	73.69	74.36	77.21

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	79.17	74.74	4.43	5.7%	1.99	2.6%	74%	False	False	174,153
10	79.17	70.93	8.24	10.6%	2.43	3.1%	86%	False	False	170,138
20	79.17	68.59	10.58	13.6%	2.61	3.3%	89%	False	False	139,937
40	91.38	68.59	22.79	29.2%	2.60	3.3%	41%	False	False	109,183
60	91.38	68.59	22.79	29.2%	2.23	2.9%	41%	False	False	83,128
80	91.38	68.59	22.79	29.2%	2.11	2.7%	41%	False	False	64,815
100	91.38	68.59	22.79	29.2%	2.06	2.6%	41%	False	False	53,084
120	91.38	68.59	22.79	29.2%	1.89	2.4%	41%	False	False	44,681

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	85.49
2.618	83.02
1.618	81.51
1.000	80.58
0.618	80.00
HIGH	79.07
0.618	78.49
0.500	78.32
0.382	78.14
LOW	77.56
0.618	76.63
1.000	76.05
1.618	75.12
2.618	73.61
4.250	71.14

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	78.32	77.84
PP	78.22	77.64
S1	78.13	77.44

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

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