NYMEX Light Sweet Crude Oil Future December 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	80.30	78.50	-1.80	-2.2%	78.76
High	80.60	78.80	-1.80	-2.2%	82.12
Low	78.06	77.60	-0.46	-0.6%	78.33
Close	78.82	78.68	-0.14	-0.2%	81.15
Range	2.54	1.20	-1.34	-52.8%	3.79
ATR	2.25	2.18	-0.07	-3.3%	0.00
Volume	33,559	54,510	20,951	62.4%	212,466

Daily Pivots for day following 24-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.96	81.52	79.34
R3	80.76	80.32	79.01
R2	79.56	79.56	78.90
R1	79.12	79.12	78.79	79.34
PP	78.36	78.36	78.36	78.47
S1	77.92	77.92	78.57	78.14
S2	77.16	77.16	78.46
S3	75.96	76.72	78.35
S4	74.76	75.52	78.02

Weekly Pivots for week ending 18-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.90	90.32	83.23
R3	88.11	86.53	82.19
R2	84.32	84.32	81.84
R1	82.74	82.74	81.50	83.53
PP	80.53	80.53	80.53	80.93
S1	78.95	78.95	80.80	79.74
S2	76.74	76.74	80.46
S3	72.95	75.16	80.11
S4	69.16	71.37	79.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.77	77.60	5.17	6.6%	1.79	2.3%	21%	False	True	40,538
10	82.77	77.60	5.17	6.6%	1.81	2.3%	21%	False	True	40,044
20	82.77	74.48	8.29	10.5%	2.30	2.9%	51%	False	False	46,111
40	93.55	71.50	22.05	28.0%	2.50	3.2%	33%	False	False	53,171
60	93.55	71.50	22.05	28.0%	2.18	2.8%	33%	False	False	52,874

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	0.49
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	83.90
2.618	81.94
1.618	80.74
1.000	80.00
0.618	79.54
HIGH	78.80
0.618	78.34
0.500	78.20
0.382	78.06
LOW	77.60
0.618	76.86
1.000	76.40
1.618	75.66
2.618	74.46
4.250	72.50

Fisher Pivots for day following 24-Jun-2010
Pivot	1 day	3 day
R1	78.52	79.64
PP	78.36	79.32
S1	78.20	79.00

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

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