NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 03-Jun-2010

Day Change Summary
	Previous	Current
	02-Jun-2010	03-Jun-2010	Change	Change %	Previous Week
Open	77.55	80.00	2.45	3.2%	75.69
High	79.20	80.04	0.84	1.1%	79.80
Low	77.55	78.88	1.33	1.7%	72.06
Close	78.68	80.09	1.41	1.8%	78.69
Range	1.65	1.16	-0.49	-29.7%	7.74
ATR	2.14	2.09	-0.06	-2.6%	0.00
Volume	3,648	4,074	426	11.7%	27,201

Daily Pivots for day following 03-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.15	82.78	80.73
R3	81.99	81.62	80.41
R2	80.83	80.83	80.30
R1	80.46	80.46	80.20	80.65
PP	79.67	79.67	79.67	79.76
S1	79.30	79.30	79.98	79.49
S2	78.51	78.51	79.88
S3	77.35	78.14	79.77
S4	76.19	76.98	79.45

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	80.04	76.81	3.23	4.0%	1.94	2.4%	102%	True	False	3,988
10	80.04	72.06	7.98	10.0%	1.93	2.4%	101%	True	False	5,141
20	87.07	72.06	15.01	18.7%	2.12	2.6%	53%	False	False	5,469

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.38
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.97
2.618	83.08
1.618	81.92
1.000	81.20
0.618	80.76
HIGH	80.04
0.618	79.60
0.500	79.46
0.382	79.32
LOW	78.88
0.618	78.16
1.000	77.72
1.618	77.00
2.618	75.84
4.250	73.95

Fisher Pivots for day following 03-Jun-2010
Pivot	1 day	3 day
R1	79.88	79.56
PP	79.67	79.04
S1	79.46	78.51

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

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