NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 07-Jun-2011

Day Change Summary
	Previous	Current
	06-Jun-2011	07-Jun-2011	Change	Change %	Previous Week
Open	100.42	98.82	-1.60	-1.6%	100.69
High	100.68	99.75	-0.93	-0.9%	103.39
Low	98.55	97.74	-0.81	-0.8%	98.12
Close	99.01	99.09	0.08	0.1%	100.22
Range	2.13	2.01	-0.12	-5.6%	5.27
ATR	3.29	3.19	-0.09	-2.8%	0.00
Volume	266,853	376,801	109,948	41.2%	1,270,422

Daily Pivots for day following 07-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.89	104.00	100.20
R3	102.88	101.99	99.64
R2	100.87	100.87	99.46
R1	99.98	99.98	99.27	100.43
PP	98.86	98.86	98.86	99.08
S1	97.97	97.97	98.91	98.42
S2	96.85	96.85	98.72
S3	94.84	95.96	98.54
S4	92.83	93.95	97.98

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	103.31	97.74	5.57	5.6%	2.56	2.6%	24%	False	True	340,364
10	103.39	96.61	6.78	6.8%	2.70	2.7%	37%	False	False	308,719
20	105.16	95.54	9.62	9.7%	3.30	3.3%	37%	False	False	268,540
40	115.27	95.18	20.09	20.3%	3.47	3.5%	19%	False	False	171,075
60	115.27	95.18	20.09	20.3%	3.11	3.1%	19%	False	False	125,492
80	115.27	93.10	22.17	22.4%	3.07	3.1%	27%	False	False	103,382
100	115.27	91.36	23.91	24.1%	2.77	2.8%	32%	False	False	87,586
120	115.27	89.63	25.64	25.9%	2.54	2.6%	37%	False	False	74,747

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.68
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	108.29
2.618	105.01
1.618	103.00
1.000	101.76
0.618	100.99
HIGH	99.75
0.618	98.98
0.500	98.75
0.382	98.51
LOW	97.74
0.618	96.50
1.000	95.73
1.618	94.49
2.618	92.48
4.250	89.20

Fisher Pivots for day following 07-Jun-2011
Pivot	1 day	3 day
R1	98.98	99.31
PP	98.86	99.23
S1	98.75	99.16

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

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