NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	100.87	100.42	-0.45	-0.4%	100.69
High	100.87	100.68	-0.19	-0.2%	103.39
Low	98.12	98.55	0.43	0.4%	98.12
Close	100.22	99.01	-1.21	-1.2%	100.22
Range	2.75	2.13	-0.62	-22.5%	5.27
ATR	3.37	3.29	-0.09	-2.6%	0.00
Volume	335,025	266,853	-68,172	-20.3%	1,270,422

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.80	104.54	100.18
R3	103.67	102.41	99.60
R2	101.54	101.54	99.40
R1	100.28	100.28	99.21	99.85
PP	99.41	99.41	99.41	99.20
S1	98.15	98.15	98.81	97.72
S2	97.28	97.28	98.62
S3	95.15	96.02	98.42
S4	93.02	93.89	97.84

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.39	113.57	103.12
R3	111.12	108.30	101.67
R2	105.85	105.85	101.19
R1	103.03	103.03	100.70	101.81
PP	100.58	100.58	100.58	99.96
S1	97.76	97.76	99.74	96.54
S2	95.31	95.31	99.25
S3	90.04	92.49	98.77
S4	84.77	87.22	97.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.39	98.12	5.27	5.3%	2.92	2.9%	17%	False	False	307,455
10	103.39	96.37	7.02	7.1%	2.86	2.9%	38%	False	False	299,099
20	105.16	95.54	9.62	9.7%	3.50	3.5%	36%	False	False	257,872
40	115.27	95.18	20.09	20.3%	3.50	3.5%	19%	False	False	163,275
60	115.27	95.18	20.09	20.3%	3.14	3.2%	19%	False	False	119,935
80	115.27	93.10	22.17	22.4%	3.06	3.1%	27%	False	False	99,115
100	115.27	91.36	23.91	24.1%	2.77	2.8%	32%	False	False	83,956
120	115.27	89.63	25.64	25.9%	2.53	2.6%	37%	False	False	71,675

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	109.73
2.618	106.26
1.618	104.13
1.000	102.81
0.618	102.00
HIGH	100.68
0.618	99.87
0.500	99.62
0.382	99.36
LOW	98.55
0.618	97.23
1.000	96.42
1.618	95.10
2.618	92.97
4.250	89.50

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	99.62	99.53
PP	99.41	99.35
S1	99.21	99.18

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

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