NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 02-Jun-2010

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	77.23	75.28	-1.95	-2.5%	73.72
High	78.28	77.50	-0.78	-1.0%	78.30
Low	74.60	74.99	0.39	0.5%	70.35
Close	75.71	76.67	0.96	1.3%	76.88
Range	3.68	2.51	-1.17	-31.8%	7.95
ATR	2.57	2.57	0.00	-0.2%	0.00
Volume	15,017	18,133	3,116	20.7%	88,725

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.92	82.80	78.05
R3	81.41	80.29	77.36
R2	78.90	78.90	77.13
R1	77.78	77.78	76.90	78.34
PP	76.39	76.39	76.39	76.67
S1	75.27	75.27	76.44	75.83
S2	73.88	73.88	76.21
S3	71.37	72.76	75.98
S4	68.86	70.25	75.29

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.03	95.90	81.25
R3	91.08	87.95	79.07
R2	83.13	83.13	78.34
R1	80.00	80.00	77.61	81.57
PP	75.18	75.18	75.18	75.96
S1	72.05	72.05	76.15	73.62
S2	67.23	67.23	75.42
S3	59.28	64.10	74.69
S4	51.33	56.15	72.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.30	71.97	6.33	8.3%	2.94	3.8%	74%	False	False	17,879
10	78.30	70.35	7.95	10.4%	2.62	3.4%	79%	False	False	17,902
20	88.80	70.35	18.45	24.1%	2.76	3.6%	34%	False	False	19,029
40	92.75	70.35	22.40	29.2%	2.14	2.8%	28%	False	False	17,335
60	92.75	70.35	22.40	29.2%	1.84	2.4%	28%	False	False	13,356
80	92.75	70.35	22.40	29.2%	1.77	2.3%	28%	False	False	10,989
100	92.75	70.35	22.40	29.2%	1.63	2.1%	28%	False	False	9,448

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.17
2.618	84.07
1.618	81.56
1.000	80.01
0.618	79.05
HIGH	77.50
0.618	76.54
0.500	76.25
0.382	75.95
LOW	74.99
0.618	73.44
1.000	72.48
1.618	70.93
2.618	68.42
4.250	64.32

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	76.53	76.60
PP	76.39	76.52
S1	76.25	76.45

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

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