NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 16-Jun-2010

Day Change Summary
	Previous	Current
	15-Jun-2010	16-Jun-2010	Change	Change %	Previous Week
Open	80.04	80.29	0.25	0.3%	74.67
High	80.12	81.20	1.08	1.3%	79.43
Low	78.04	79.51	1.47	1.9%	74.23
Close	80.04	80.89	0.85	1.1%	78.05
Range	2.08	1.69	-0.39	-18.8%	5.20
ATR	2.27	2.23	-0.04	-1.8%	0.00
Volume	12,350	10,888	-1,462	-11.8%	65,077

Daily Pivots for day following 16-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.60	84.94	81.82
R3	83.91	83.25	81.35
R2	82.22	82.22	81.20
R1	81.56	81.56	81.04	81.89
PP	80.53	80.53	80.53	80.70
S1	79.87	79.87	80.74	80.20
S2	78.84	78.84	80.58
S3	77.15	78.18	80.43
S4	75.46	76.49	79.96

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.84	90.64	80.91
R3	87.64	85.44	79.48
R2	82.44	82.44	79.00
R1	80.24	80.24	78.53	81.34
PP	77.24	77.24	77.24	77.79
S1	75.04	75.04	77.57	76.14
S2	72.04	72.04	77.10
S3	66.84	69.84	76.62
S4	61.64	64.64	75.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.20	77.20	4.00	4.9%	1.94	2.4%	92%	True	False	12,989
10	81.20	74.23	6.97	8.6%	2.13	2.6%	96%	True	False	13,098
20	81.20	70.96	10.24	12.7%	2.31	2.9%	97%	True	False	12,718
40	93.14	70.96	22.18	27.4%	2.19	2.7%	45%	False	False	12,775
60	93.14	70.96	22.18	27.4%	1.81	2.2%	45%	False	False	11,186
80	93.14	70.96	22.18	27.4%	1.68	2.1%	45%	False	False	9,415

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.40
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	88.38
2.618	85.62
1.618	83.93
1.000	82.89
0.618	82.24
HIGH	81.20
0.618	80.55
0.500	80.36
0.382	80.16
LOW	79.51
0.618	78.47
1.000	77.82
1.618	76.78
2.618	75.09
4.250	72.33

Fisher Pivots for day following 16-Jun-2010
Pivot	1 day	3 day
R1	80.71	80.42
PP	80.53	79.96
S1	80.36	79.49

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

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