NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 24-Jun-2010

Day Change Summary
	Previous	Current
	23-Jun-2010	24-Jun-2010	Change	Change %	Previous Week
Open	77.65	77.19	-0.46	-0.6%	77.93
High	79.43	77.73	-1.70	-2.1%	80.86
Low	76.75	76.57	-0.18	-0.2%	77.09
Close	77.65	77.66	0.01	0.0%	79.92
Range	2.68	1.16	-1.52	-56.7%	3.77
ATR	2.20	2.13	-0.07	-3.4%	0.00
Volume	19,774	37,074	17,300	87.5%	112,179

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.80	80.39	78.30
R3	79.64	79.23	77.98
R2	78.48	78.48	77.87
R1	78.07	78.07	77.77	78.28
PP	77.32	77.32	77.32	77.42
S1	76.91	76.91	77.55	77.12
S2	76.16	76.16	77.45
S3	75.00	75.75	77.34
S4	73.84	74.59	77.02

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	76.57	4.94	6.4%	1.78	2.3%	22%	False	True	24,325
10	81.51	76.57	4.94	6.4%	1.79	2.3%	22%	False	True	22,347
20	81.51	73.05	8.46	10.9%	2.25	2.9%	54%	False	False	22,031
40	92.75	70.35	22.40	28.8%	2.40	3.1%	33%	False	False	20,341
60	92.75	70.35	22.40	28.8%	2.07	2.7%	33%	False	False	18,248
80	92.75	70.35	22.40	28.8%	1.83	2.4%	33%	False	False	14,884
100	92.75	70.35	22.40	28.8%	1.79	2.3%	33%	False	False	12,718
120	92.75	70.35	22.40	28.8%	1.67	2.1%	33%	False	False	11,047

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	0.66
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	82.66
2.618	80.77
1.618	79.61
1.000	78.89
0.618	78.45
HIGH	77.73
0.618	77.29
0.500	77.15
0.382	77.01
LOW	76.57
0.618	75.85
1.000	75.41
1.618	74.69
2.618	73.53
4.250	71.64

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	77.49	78.46
PP	77.32	78.19
S1	77.15	77.93

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

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