NYMEX Light Sweet Crude Oil Future January 2011
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jun-2010 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Jun-2010 | 30-Jun-2010 | Change | Change % | Previous Week |  
                        | Open | 78.46 | 77.85 | -0.61 | -0.8% | 81.82 |  
                        | High | 80.76 | 78.55 | -2.21 | -2.7% | 83.00 |  
                        | Low | 78.03 | 77.00 | -1.03 | -1.3% | 78.25 |  
                        | Close | 78.46 | 77.85 | -0.61 | -0.8% | 81.21 |  
                        | Range | 2.73 | 1.55 | -1.18 | -43.2% | 4.75 |  
                        | ATR | 1.79 | 1.78 | -0.02 | -1.0% | 0.00 |  
                        | Volume | 4,400 | 4,068 | -332 | -7.5% | 17,079 |  | 
    
| 
        
            | Daily Pivots for day following 30-Jun-2010 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 82.45 | 81.70 | 78.70 |  |  
                | R3 | 80.90 | 80.15 | 78.28 |  |  
                | R2 | 79.35 | 79.35 | 78.13 |  |  
                | R1 | 78.60 | 78.60 | 77.99 | 78.63 |  
                | PP | 77.80 | 77.80 | 77.80 | 77.81 |  
                | S1 | 77.05 | 77.05 | 77.71 | 77.08 |  
                | S2 | 76.25 | 76.25 | 77.57 |  |  
                | S3 | 74.70 | 75.50 | 77.42 |  |  
                | S4 | 73.15 | 73.95 | 77.00 |  |  | 
        
            | 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 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 85.14 |  
            | 2.618 | 82.61 |  
            | 1.618 | 81.06 |  
            | 1.000 | 80.10 |  
            | 0.618 | 79.51 |  
            | HIGH | 78.55 |  
            | 0.618 | 77.96 |  
            | 0.500 | 77.78 |  
            | 0.382 | 77.59 |  
            | LOW | 77.00 |  
            | 0.618 | 76.04 |  
            | 1.000 | 75.45 |  
            | 1.618 | 74.49 |  
            | 2.618 | 72.94 |  
            | 4.250 | 70.41 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Jun-2010 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 77.83 | 78.97 |  
                                | PP | 77.80 | 78.59 |  
                                | S1 | 77.78 | 78.22 |  |