NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 22-Jun-2010

Day Change Summary
	Previous	Current
	21-Jun-2010	22-Jun-2010	Change	Change %	Previous Week
Open	80.21	79.87	-0.34	-0.4%	77.93
High	81.51	80.35	-1.16	-1.4%	80.86
Low	79.29	79.00	-0.29	-0.4%	77.09
Close	80.21	79.36	-0.85	-1.1%	79.92
Range	2.22	1.35	-0.87	-39.2%	3.77
ATR	2.23	2.16	-0.06	-2.8%	0.00
Volume	15,545	19,807	4,262	27.4%	112,179

Daily Pivots for day following 22-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.62	82.84	80.10
R3	82.27	81.49	79.73
R2	80.92	80.92	79.61
R1	80.14	80.14	79.48	79.86
PP	79.57	79.57	79.57	79.43
S1	78.79	78.79	79.24	78.51
S2	78.22	78.22	79.11
S3	76.87	77.44	78.99
S4	75.52	76.09	78.62

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.60	89.03	81.99
R3	86.83	85.26	80.96
R2	83.06	83.06	80.61
R1	81.49	81.49	80.27	82.28
PP	79.29	79.29	79.29	79.68
S1	77.72	77.72	79.57	78.51
S2	75.52	75.52	79.23
S3	71.75	73.95	78.88
S4	67.98	70.18	77.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.51	78.86	2.65	3.3%	1.62	2.0%	19%	False	False	21,358
10	81.51	74.76	6.75	8.5%	1.88	2.4%	68%	False	False	22,173
20	81.51	70.35	11.16	14.1%	2.28	2.9%	81%	False	False	20,700
40	92.75	70.35	22.40	28.2%	2.39	3.0%	40%	False	False	19,515
60	92.75	70.35	22.40	28.2%	2.05	2.6%	40%	False	False	17,521
80	92.75	70.35	22.40	28.2%	1.83	2.3%	40%	False	False	14,306
100	92.75	70.35	22.40	28.2%	1.77	2.2%	40%	False	False	12,228

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.59
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	86.09
2.618	83.88
1.618	82.53
1.000	81.70
0.618	81.18
HIGH	80.35
0.618	79.83
0.500	79.68
0.382	79.52
LOW	79.00
0.618	78.17
1.000	77.65
1.618	76.82
2.618	75.47
4.250	73.26

Fisher Pivots for day following 22-Jun-2010
Pivot	1 day	3 day
R1	79.68	80.19
PP	79.57	79.91
S1	79.47	79.64

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

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