NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 28-Jun-2010

Day Change Summary
	Previous	Current
	25-Jun-2010	28-Jun-2010	Change	Change %	Previous Week
Open	81.21	80.93	-0.28	-0.3%	81.82
High	81.30	80.93	-0.37	-0.5%	83.00
Low	79.19	80.54	1.35	1.7%	78.25
Close	81.21	80.93	-0.28	-0.3%	81.21
Range	2.11	0.39	-1.72	-81.5%	4.75
ATR	1.79	1.71	-0.08	-4.5%	0.00
Volume	3,722	6,692	2,970	79.8%	17,079

Daily Pivots for day following 28-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.97	81.84	81.14
R3	81.58	81.45	81.04
R2	81.19	81.19	81.00
R1	81.06	81.06	80.97	81.13
PP	80.80	80.80	80.80	80.83
S1	80.67	80.67	80.89	80.74
S2	80.41	80.41	80.86
S3	80.02	80.28	80.82
S4	79.63	79.89	80.72

Weekly Pivots for week ending 25-Jun-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.07	92.89	83.82
R3	90.32	88.14	82.52
R2	85.57	85.57	82.08
R1	83.39	83.39	81.65	82.11
PP	80.82	80.82	80.82	80.18
S1	78.64	78.64	80.77	77.36
S2	76.07	76.07	80.34
S3	71.32	73.89	79.90
S4	66.57	69.14	78.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.77	78.25	3.52	4.3%	1.35	1.7%	76%	False	False	4,200
10	83.00	78.25	4.75	5.9%	1.31	1.6%	56%	False	False	4,379
20	83.00	75.29	7.71	9.5%	1.63	2.0%	73%	False	False	4,799
40	93.29	72.06	21.23	26.2%	1.88	2.3%	42%	False	False	5,146

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.25
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	82.59
2.618	81.95
1.618	81.56
1.000	81.32
0.618	81.17
HIGH	80.93
0.618	80.78
0.500	80.74
0.382	80.69
LOW	80.54
0.618	80.30
1.000	80.15
1.618	79.91
2.618	79.52
4.250	78.88

Fisher Pivots for day following 28-Jun-2010
Pivot	1 day	3 day
R1	80.87	80.55
PP	80.80	80.16
S1	80.74	79.78

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

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