NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 07-Jun-2010

Day Change Summary
	Previous	Current
	04-Jun-2010	07-Jun-2010	Change	Change %	Previous Week
Open	79.33	75.39	-3.94	-5.0%	78.20
High	80.18	76.93	-3.25	-4.1%	80.18
Low	75.66	74.48	-1.18	-1.6%	75.66
Close	76.17	76.35	0.18	0.2%	76.17
Range	4.52	2.45	-2.07	-45.8%	4.52
ATR	2.74	2.72	-0.02	-0.8%	0.00
Volume	65,717	62,513	-3,204	-4.9%	205,672

Daily Pivots for day following 07-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.27	82.26	77.70
R3	80.82	79.81	77.02
R2	78.37	78.37	76.80
R1	77.36	77.36	76.57	77.87
PP	75.92	75.92	75.92	76.17
S1	74.91	74.91	76.13	75.42
S2	73.47	73.47	75.90
S3	71.02	72.46	75.68
S4	68.57	70.01	75.00

Weekly Pivots for week ending 04-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.90	88.05	78.66
R3	86.38	83.53	77.41
R2	81.86	81.86	77.00
R1	79.01	79.01	76.58	78.18
PP	77.34	77.34	77.34	76.92
S1	74.49	74.49	75.76	73.66
S2	72.82	72.82	75.34
S3	68.30	69.97	74.93
S4	63.78	65.45	73.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.18	74.48	5.70	7.5%	3.02	4.0%	33%	False	True	53,637
10	80.18	71.50	8.68	11.4%	2.81	3.7%	56%	False	False	53,663
20	86.52	71.50	15.02	19.7%	2.74	3.6%	32%	False	False	56,562
40	93.55	71.50	22.05	28.9%	2.39	3.1%	22%	False	False	58,082

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	True
Bull Hook	False
Stretch	0.66
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.34
2.618	83.34
1.618	80.89
1.000	79.38
0.618	78.44
HIGH	76.93
0.618	75.99
0.500	75.71
0.382	75.42
LOW	74.48
0.618	72.97
1.000	72.03
1.618	70.52
2.618	68.07
4.250	64.07

Fisher Pivots for day following 07-Jun-2010
Pivot	1 day	3 day
R1	76.14	77.33
PP	75.92	77.00
S1	75.71	76.68

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

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