NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 06-Jul-2010

Day Change Summary
	Previous	Current
	02-Jul-2010	06-Jul-2010	Change	Change %	Previous Week
Open	74.75	74.32	-0.43	-0.6%	80.55
High	75.44	75.89	0.45	0.6%	81.28
Low	73.47	73.15	-0.32	-0.4%	73.47
Close	74.08	74.23	0.15	0.2%	74.08
Range	1.97	2.74	0.77	39.1%	7.81
ATR	2.31	2.34	0.03	1.3%	0.00
Volume	56,026	32,362	-23,664	-42.2%	217,948

Daily Pivots for day following 06-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.64	81.18	75.74
R3	79.90	78.44	74.98
R2	77.16	77.16	74.73
R1	75.70	75.70	74.48	75.06
PP	74.42	74.42	74.42	74.11
S1	72.96	72.96	73.98	72.32
S2	71.68	71.68	73.73
S3	68.94	70.22	73.48
S4	66.20	67.48	72.72

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	80.55	73.15	7.40	10.0%	2.66	3.6%	15%	False	True	42,102
10	81.68	73.15	8.53	11.5%	2.29	3.1%	13%	False	True	40,576
20	82.77	73.15	9.62	13.0%	2.10	2.8%	11%	False	True	41,927
40	86.52	71.50	15.02	20.2%	2.42	3.3%	18%	False	False	49,245
60	93.55	71.50	22.05	29.7%	2.30	3.1%	12%	False	False	52,697

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.54
2.618	83.06
1.618	80.32
1.000	78.63
0.618	77.58
HIGH	75.89
0.618	74.84
0.500	74.52
0.382	74.20
LOW	73.15
0.618	71.46
1.000	70.41
1.618	68.72
2.618	65.98
4.250	61.51

Fisher Pivots for day following 06-Jul-2010
Pivot	1 day	3 day
R1	74.52	75.17
PP	74.42	74.86
S1	74.33	74.54

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

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