NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	100.83	101.84	1.01	1.0%	100.42
High	102.44	102.15	-0.29	-0.3%	102.44
Low	100.74	98.60	-2.14	-2.1%	97.74
Close	101.93	99.29	-2.64	-2.6%	99.29
Range	1.70	3.55	1.85	108.8%	4.70
ATR	3.13	3.16	0.03	1.0%	0.00
Volume	311,010	350,586	39,576	12.7%	1,759,293

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.66	108.53	101.24
R3	107.11	104.98	100.27
R2	103.56	103.56	99.94
R1	101.43	101.43	99.62	100.72
PP	100.01	100.01	100.01	99.66
S1	97.88	97.88	98.96	97.17
S2	96.46	96.46	98.64
S3	92.91	94.33	98.31
S4	89.36	90.78	97.34

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	113.92	111.31	101.88
R3	109.22	106.61	100.58
R2	104.52	104.52	100.15
R1	101.91	101.91	99.72	100.87
PP	99.82	99.82	99.82	99.30
S1	97.21	97.21	98.86	96.17
S2	95.12	95.12	98.43
S3	90.42	92.51	98.00
S4	85.72	87.81	96.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.44	97.74	4.70	4.7%	2.65	2.7%	33%	False	False	351,858
10	103.39	97.74	5.65	5.7%	2.69	2.7%	27%	False	False	322,490
20	103.39	95.54	7.85	7.9%	2.95	3.0%	48%	False	False	297,059
40	115.27	95.18	20.09	20.2%	3.42	3.4%	20%	False	False	193,368
60	115.27	95.18	20.09	20.2%	3.08	3.1%	20%	False	False	142,767
80	115.27	93.10	22.17	22.3%	3.11	3.1%	28%	False	False	116,277
100	115.27	91.36	23.91	24.1%	2.83	2.8%	33%	False	False	98,167
120	115.27	90.36	24.91	25.1%	2.59	2.6%	36%	False	False	83,861

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.61
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117.24
2.618	111.44
1.618	107.89
1.000	105.70
0.618	104.34
HIGH	102.15
0.618	100.79
0.500	100.38
0.382	99.96
LOW	98.60
0.618	96.41
1.000	95.05
1.618	92.86
2.618	89.31
4.250	83.51

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	100.38	100.23
PP	100.01	99.92
S1	99.65	99.60

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

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