NYMEX Light Sweet Crude Oil Future November 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	80.29	80.70	0.41	0.5%	74.67
High	81.20	81.50	0.30	0.4%	79.43
Low	79.51	80.39	0.88	1.1%	74.23
Close	80.89	80.70	-0.19	-0.2%	78.05
Range	1.69	1.11	-0.58	-34.3%	5.20
ATR	2.23	2.15	-0.08	-3.6%	0.00
Volume	10,888	13,151	2,263	20.8%	65,077

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.19	83.56	81.31
R3	83.08	82.45	81.01
R2	81.97	81.97	80.90
R1	81.34	81.34	80.80	81.26
PP	80.86	80.86	80.86	80.82
S1	80.23	80.23	80.60	80.15
S2	79.75	79.75	80.50
S3	78.64	79.12	80.39
S4	77.53	78.01	80.09

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	81.50	77.40	4.10	5.1%	1.72	2.1%	80%	True	False	12,412
10	81.50	74.23	7.27	9.0%	2.07	2.6%	89%	True	False	13,227
20	81.50	70.96	10.54	13.1%	2.27	2.8%	92%	True	False	12,812
40	93.14	70.96	22.18	27.5%	2.19	2.7%	44%	False	False	12,897
60	93.14	70.96	22.18	27.5%	1.81	2.2%	44%	False	False	11,363
80	93.14	70.96	22.18	27.5%	1.67	2.1%	44%	False	False	9,526

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	0.42
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	86.22
2.618	84.41
1.618	83.30
1.000	82.61
0.618	82.19
HIGH	81.50
0.618	81.08
0.500	80.95
0.382	80.81
LOW	80.39
0.618	79.70
1.000	79.28
1.618	78.59
2.618	77.48
4.250	75.67

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	80.95	80.39
PP	80.86	80.08
S1	80.78	79.77

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

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