NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 02-Jul-2010

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	77.07	74.75	-2.32	-3.0%	80.55
High	77.19	75.44	-1.75	-2.3%	81.28
Low	74.13	73.47	-0.66	-0.9%	73.47
Close	74.95	74.08	-0.87	-1.2%	74.08
Range	3.06	1.97	-1.09	-35.6%	7.81
ATR	2.33	2.31	-0.03	-1.1%	0.00
Volume	44,885	56,026	11,141	24.8%	217,948

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	80.24	79.13	75.16
R3	78.27	77.16	74.62
R2	76.30	76.30	74.44
R1	75.19	75.19	74.26	74.76
PP	74.33	74.33	74.33	74.12
S1	73.22	73.22	73.90	72.79
S2	72.36	72.36	73.72
S3	70.39	71.25	73.54
S4	68.42	69.28	73.00

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.71	94.70	78.38
R3	91.90	86.89	76.23
R2	84.09	84.09	75.51
R1	79.08	79.08	74.80	77.68
PP	76.28	76.28	76.28	75.58
S1	71.27	71.27	73.36	69.87
S2	68.47	68.47	72.65
S3	60.66	63.46	71.93
S4	52.85	55.65	69.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.28	73.47	7.81	10.5%	2.38	3.2%	8%	False	True	43,589
10	82.77	73.47	9.30	12.6%	2.24	3.0%	7%	False	True	40,025
20	82.77	73.47	9.30	12.6%	2.09	2.8%	7%	False	True	43,435
40	86.52	71.50	15.02	20.3%	2.43	3.3%	17%	False	False	50,522
60	93.55	71.50	22.05	29.8%	2.28	3.1%	12%	False	False	53,060

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	83.81
2.618	80.60
1.618	78.63
1.000	77.41
0.618	76.66
HIGH	75.44
0.618	74.69
0.500	74.46
0.382	74.22
LOW	73.47
0.618	72.25
1.000	71.50
1.618	70.28
2.618	68.31
4.250	65.10

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	74.46	76.10
PP	74.33	75.43
S1	74.21	74.75

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

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