NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 17-Jun-2010

Day Change Summary
	Previous	Current
	16-Jun-2010	17-Jun-2010	Change	Change %	Previous Week
Open	81.76	81.63	-0.13	-0.2%	76.93
High	82.05	82.50	0.45	0.5%	80.30
Low	80.60	81.33	0.73	0.9%	75.29
Close	81.76	81.63	-0.13	-0.2%	79.09
Range	1.45	1.17	-0.28	-19.3%	5.01
ATR	1.96	1.90	-0.06	-2.9%	0.00
Volume	2,279	5,052	2,773	121.7%	29,096

Daily Pivots for day following 17-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.33	84.65	82.27
R3	84.16	83.48	81.95
R2	82.99	82.99	81.84
R1	82.31	82.31	81.74	82.22
PP	81.82	81.82	81.82	81.77
S1	81.14	81.14	81.52	81.05
S2	80.65	80.65	81.42
S3	79.48	79.97	81.31
S4	78.31	78.80	80.99

Weekly Pivots for week ending 11-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.26	91.18	81.85
R3	88.25	86.17	80.47
R2	83.24	83.24	80.01
R1	81.16	81.16	79.55	82.20
PP	78.23	78.23	78.23	78.75
S1	76.15	76.15	78.63	77.19
S2	73.22	73.22	78.17
S3	68.21	71.14	77.71
S4	63.20	66.13	76.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.50	78.48	4.02	4.9%	1.37	1.7%	78%	True	False	4,037
10	82.50	75.29	7.21	8.8%	1.73	2.1%	88%	True	False	5,144
20	82.50	72.06	10.44	12.8%	1.83	2.2%	92%	True	False	5,142
40	93.29	72.06	21.23	26.0%	1.77	2.2%	45%	False	False	5,118

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	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.47
2.618	85.56
1.618	84.39
1.000	83.67
0.618	83.22
HIGH	82.50
0.618	82.05
0.500	81.92
0.382	81.78
LOW	81.33
0.618	80.61
1.000	80.16
1.618	79.44
2.618	78.27
4.250	76.36

Fisher Pivots for day following 17-Jun-2010
Pivot	1 day	3 day
R1	81.92	81.49
PP	81.82	81.35
S1	81.73	81.22

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

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