NYMEX Light Sweet Crude Oil Future October 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	79.65	80.26	0.61	0.8%	74.78
High	80.68	80.86	0.18	0.2%	78.85
Low	78.89	79.62	0.73	0.9%	73.05
Close	80.30	79.99	-0.31	-0.4%	77.36
Range	1.79	1.24	-0.55	-30.7%	5.80
ATR	2.36	2.28	-0.08	-3.4%	0.00
Volume	16,535	25,475	8,940	54.1%	117,081

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.88	83.17	80.67
R3	82.64	81.93	80.33
R2	81.40	81.40	80.22
R1	80.69	80.69	80.10	80.43
PP	80.16	80.16	80.16	80.02
S1	79.45	79.45	79.88	79.19
S2	78.92	78.92	79.76
S3	77.68	78.21	79.65
S4	76.44	76.97	79.31

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	80.86	76.70	4.16	5.2%	1.80	2.2%	79%	True	False	20,368
10	80.86	73.05	7.81	9.8%	2.18	2.7%	89%	True	False	22,689
20	80.86	70.35	10.51	13.1%	2.40	3.0%	92%	True	False	20,634
40	92.75	70.35	22.40	28.0%	2.38	3.0%	43%	False	False	19,131
60	92.75	70.35	22.40	28.0%	2.00	2.5%	43%	False	False	16,607
80	92.75	70.35	22.40	28.0%	1.84	2.3%	43%	False	False	13,611
100	92.75	70.35	22.40	28.0%	1.75	2.2%	43%	False	False	11,658

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	86.13
2.618	84.11
1.618	82.87
1.000	82.10
0.618	81.63
HIGH	80.86
0.618	80.39
0.500	80.24
0.382	80.09
LOW	79.62
0.618	78.85
1.000	78.38
1.618	77.61
2.618	76.37
4.250	74.35

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	80.24	79.69
PP	80.16	79.39
S1	80.07	79.09

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

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