NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 11-Jun-2010

Day Change Summary
	Previous	Current
	10-Jun-2010	11-Jun-2010	Change	Change %	Previous Week
Open	78.32	77.36	-0.96	-1.2%	74.78
High	78.85	78.51	-0.34	-0.4%	78.85
Low	76.59	76.70	0.11	0.1%	73.05
Close	78.32	77.36	-0.96	-1.2%	77.36
Range	2.26	1.81	-0.45	-19.9%	5.80
ATR	2.51	2.46	-0.05	-2.0%	0.00
Volume	24,703	19,093	-5,610	-22.7%	117,081

Daily Pivots for day following 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.95	81.97	78.36
R3	81.14	80.16	77.86
R2	79.33	79.33	77.69
R1	78.35	78.35	77.53	78.27
PP	77.52	77.52	77.52	77.48
S1	76.54	76.54	77.19	76.46
S2	75.71	75.71	77.03
S3	73.90	74.73	76.86
S4	72.09	72.92	76.36

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.82	91.39	80.55
R3	88.02	85.59	78.96
R2	82.22	82.22	78.42
R1	79.79	79.79	77.89	81.01
PP	76.42	76.42	76.42	77.03
S1	73.99	73.99	76.83	75.21
S2	70.62	70.62	76.30
S3	64.82	68.19	75.77
S4	59.02	62.39	74.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.85	73.05	5.80	7.5%	2.03	2.6%	74%	False	False	23,416
10	78.85	73.05	5.80	7.5%	2.51	3.2%	74%	False	False	21,526
20	83.31	70.35	12.96	16.8%	2.62	3.4%	54%	False	False	20,356
40	92.75	70.35	22.40	29.0%	2.35	3.0%	31%	False	False	18,272
60	92.75	70.35	22.40	29.0%	1.96	2.5%	31%	False	False	15,542
80	92.75	70.35	22.40	29.0%	1.83	2.4%	31%	False	False	12,792
100	92.75	70.35	22.40	29.0%	1.72	2.2%	31%	False	False	10,945

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	0.55
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.20
2.618	83.25
1.618	81.44
1.000	80.32
0.618	79.63
HIGH	78.51
0.618	77.82
0.500	77.61
0.382	77.39
LOW	76.70
0.618	75.58
1.000	74.89
1.618	73.77
2.618	71.96
4.250	69.01

Fisher Pivots for day following 11-Jun-2010
Pivot	1 day	3 day
R1	77.61	77.18
PP	77.52	76.99
S1	77.44	76.81

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

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