NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	78.79	80.55	1.76	2.2%	81.42
High	81.08	81.28	0.20	0.2%	82.77
Low	78.03	79.94	1.91	2.4%	77.60
Close	80.84	80.55	-0.29	-0.4%	80.84
Range	3.05	1.34	-1.71	-56.1%	5.17
ATR	2.24	2.18	-0.06	-2.9%	0.00
Volume	37,225	39,799	2,574	6.9%	182,310

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.61	83.92	81.29
R3	83.27	82.58	80.92
R2	81.93	81.93	80.80
R1	81.24	81.24	80.67	81.22
PP	80.59	80.59	80.59	80.58
S1	79.90	79.90	80.43	79.88
S2	79.25	79.25	80.30
S3	77.91	78.56	80.18
S4	76.57	77.22	79.81

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.91	93.55	83.68
R3	90.74	88.38	82.26
R2	85.57	85.57	81.79
R1	83.21	83.21	81.31	81.81
PP	80.40	80.40	80.40	79.70
S1	78.04	78.04	80.37	76.64
S2	75.23	75.23	79.89
S3	70.06	72.87	79.42
S4	64.89	67.70	78.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.68	77.60	4.08	5.1%	1.91	2.4%	72%	False	False	39,051
10	82.77	77.60	5.17	6.4%	1.86	2.3%	57%	False	False	39,583
20	82.77	74.48	8.29	10.3%	2.19	2.7%	73%	False	False	44,811
40	93.55	71.50	22.05	27.4%	2.53	3.1%	41%	False	False	51,934
60	93.55	71.50	22.05	27.4%	2.19	2.7%	41%	False	False	52,998

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	False
Bull Hook	False
Stretch	0.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.98
2.618	84.79
1.618	83.45
1.000	82.62
0.618	82.11
HIGH	81.28
0.618	80.77
0.500	80.61
0.382	80.45
LOW	79.94
0.618	79.11
1.000	78.60
1.618	77.77
2.618	76.43
4.250	74.25

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	80.61	80.18
PP	80.59	79.81
S1	80.57	79.44

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

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