NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 08-Jun-2010

Day Change Summary
	Previous	Current
	07-Jun-2010	08-Jun-2010	Change	Change %	Previous Week
Open	75.39	75.86	0.47	0.6%	78.20
High	76.93	76.74	-0.19	-0.2%	80.18
Low	74.48	75.30	0.82	1.1%	75.66
Close	76.35	76.22	-0.13	-0.2%	76.17
Range	2.45	1.44	-1.01	-41.2%	4.52
ATR	2.72	2.63	-0.09	-3.4%	0.00
Volume	62,513	46,641	-15,872	-25.4%	205,672

Daily Pivots for day following 08-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.41	79.75	77.01
R3	78.97	78.31	76.62
R2	77.53	77.53	76.48
R1	76.87	76.87	76.35	77.20
PP	76.09	76.09	76.09	76.25
S1	75.43	75.43	76.09	75.76
S2	74.65	74.65	75.96
S3	73.21	73.99	75.82
S4	71.77	72.55	75.43

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%	2.57	3.4%	31%	False	False	54,764
10	80.18	71.50	8.68	11.4%	2.80	3.7%	54%	False	False	51,651
20	86.52	71.50	15.02	19.7%	2.68	3.5%	31%	False	False	55,865
40	93.55	71.50	22.05	28.9%	2.41	3.2%	21%	False	False	57,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.64
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	82.86
2.618	80.51
1.618	79.07
1.000	78.18
0.618	77.63
HIGH	76.74
0.618	76.19
0.500	76.02
0.382	75.85
LOW	75.30
0.618	74.41
1.000	73.86
1.618	72.97
2.618	71.53
4.250	69.18

Fisher Pivots for day following 08-Jun-2010
Pivot	1 day	3 day
R1	76.15	77.33
PP	76.09	76.96
S1	76.02	76.59

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

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