NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	75.28	77.99	2.71	3.6%	73.72
High	77.50	78.18	0.68	0.9%	78.30
Low	74.99	76.38	1.39	1.9%	70.35
Close	76.67	77.99	1.32	1.7%	76.88
Range	2.51	1.80	-0.71	-28.3%	7.95
ATR	2.57	2.51	-0.05	-2.1%	0.00
Volume	18,133	20,888	2,755	15.2%	88,725

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.92	82.25	78.98
R3	81.12	80.45	78.49
R2	79.32	79.32	78.32
R1	78.65	78.65	78.16	78.89
PP	77.52	77.52	77.52	77.64
S1	76.85	76.85	77.83	77.09
S2	75.72	75.72	77.66
S3	73.92	75.05	77.50
S4	72.12	73.25	77.00

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	73.47	4.83	6.2%	2.85	3.7%	94%	False	False	18,421
10	78.30	70.35	7.95	10.2%	2.62	3.4%	96%	False	False	18,579
20	86.37	70.35	16.02	20.5%	2.68	3.4%	48%	False	False	18,973
40	92.75	70.35	22.40	28.7%	2.16	2.8%	34%	False	False	17,584
60	92.75	70.35	22.40	28.7%	1.85	2.4%	34%	False	False	13,631
80	92.75	70.35	22.40	28.7%	1.77	2.3%	34%	False	False	11,231
100	92.75	70.35	22.40	28.7%	1.64	2.1%	34%	False	False	9,634

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.70
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	85.83
2.618	82.89
1.618	81.09
1.000	79.98
0.618	79.29
HIGH	78.18
0.618	77.49
0.500	77.28
0.382	77.07
LOW	76.38
0.618	75.27
1.000	74.58
1.618	73.47
2.618	71.67
4.250	68.73

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	77.75	77.47
PP	77.52	76.96
S1	77.28	76.44

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

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