NYMEX Light Sweet Crude Oil Future January 2011

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

Day Change Summary
	Previous	Current
	01-Jun-2010	02-Jun-2010	Change	Change %	Previous Week
Open	79.00	77.55	-1.45	-1.8%	75.69
High	80.00	79.20	-0.80	-1.0%	79.80
Low	76.98	77.55	0.57	0.7%	72.06
Close	77.65	78.68	1.03	1.3%	78.69
Range	3.02	1.65	-1.37	-45.4%	7.74
ATR	2.18	2.14	-0.04	-1.7%	0.00
Volume	3,485	3,648	163	4.7%	27,201

Daily Pivots for day following 02-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.43	82.70	79.59
R3	81.78	81.05	79.13
R2	80.13	80.13	78.98
R1	79.40	79.40	78.83	79.77
PP	78.48	78.48	78.48	78.66
S1	77.75	77.75	78.53	78.12
S2	76.83	76.83	78.38
S3	75.18	76.10	78.23
S4	73.53	74.45	77.77

Weekly Pivots for week ending 28-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.07	97.12	82.95
R3	92.33	89.38	80.82
R2	84.59	84.59	80.11
R1	81.64	81.64	79.40	83.12
PP	76.85	76.85	76.85	77.59
S1	73.90	73.90	77.98	75.38
S2	69.11	69.11	77.27
S3	61.37	66.16	76.56
S4	53.63	58.42	74.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.00	74.55	5.45	6.9%	1.92	2.4%	76%	False	False	4,278
10	80.00	72.06	7.94	10.1%	1.98	2.5%	83%	False	False	5,345
20	89.50	72.06	17.44	22.2%	2.19	2.8%	38%	False	False	5,531

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.40
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	86.21
2.618	83.52
1.618	81.87
1.000	80.85
0.618	80.22
HIGH	79.20
0.618	78.57
0.500	78.38
0.382	78.18
LOW	77.55
0.618	76.53
1.000	75.90
1.618	74.88
2.618	73.23
4.250	70.54

Fisher Pivots for day following 02-Jun-2010
Pivot	1 day	3 day
R1	78.58	78.62
PP	78.48	78.55
S1	78.38	78.49

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

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