NYMEX Light Sweet Crude Oil Future January 2011

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

Day Change Summary
	Previous	Current
	01-Jul-2010	02-Jul-2010	Change	Change %	Previous Week
Open	75.34	75.42	0.08	0.1%	80.93
High	77.52	75.65	-1.87	-2.4%	80.93
Low	74.60	74.02	-0.58	-0.8%	74.02
Close	75.34	74.48	-0.86	-1.1%	74.48
Range	2.92	1.63	-1.29	-44.2%	6.91
ATR	1.88	1.86	-0.02	-1.0%	0.00
Volume	5,126	7,305	2,179	42.5%	27,591

Daily Pivots for day following 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.61	78.67	75.38
R3	77.98	77.04	74.93
R2	76.35	76.35	74.78
R1	75.41	75.41	74.63	75.07
PP	74.72	74.72	74.72	74.54
S1	73.78	73.78	74.33	73.44
S2	73.09	73.09	74.18
S3	71.46	72.15	74.03
S4	69.83	70.52	73.58

Weekly Pivots for week ending 02-Jul-2010
	Classic	Woodie	Camarilla	DeMark
R4	97.21	92.75	78.28
R3	90.30	85.84	76.38
R2	83.39	83.39	75.75
R1	78.93	78.93	75.11	77.71
PP	76.48	76.48	76.48	75.86
S1	72.02	72.02	73.85	70.80
S2	69.57	69.57	73.21
S3	62.66	65.11	72.58
S4	55.75	58.20	70.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.93	74.02	6.91	9.3%	1.84	2.5%	7%	False	True	5,518
10	83.00	74.02	8.98	12.1%	1.71	2.3%	5%	False	True	4,467
20	83.00	74.02	8.98	12.1%	1.58	2.1%	5%	False	True	4,911
40	86.81	72.06	14.75	19.8%	1.84	2.5%	16%	False	False	5,205

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	0.34
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.58
2.618	79.92
1.618	78.29
1.000	77.28
0.618	76.66
HIGH	75.65
0.618	75.03
0.500	74.84
0.382	74.64
LOW	74.02
0.618	73.01
1.000	72.39
1.618	71.38
2.618	69.75
4.250	67.09

Fisher Pivots for day following 02-Jul-2010
Pivot	1 day	3 day
R1	74.84	76.29
PP	74.72	75.68
S1	74.60	75.08

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

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