NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 15-May-2009

Day Change Summary
	Previous	Current
	14-May-2009	15-May-2009	Change	Change %	Previous Week
Open	63.10	63.83	0.73	1.2%	63.18
High	63.85	63.83	-0.02	0.0%	64.92
Low	62.74	61.52	-1.22	-1.9%	61.52
Close	63.96	61.50	-2.46	-3.8%	61.50
Range	1.11	2.31	1.20	108.1%	3.40
ATR	1.55	1.61	0.06	4.1%	0.00
Volume	1,947	925	-1,022	-52.5%	7,402

Daily Pivots for day following 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	69.21	67.67	62.77
R3	66.90	65.36	62.14
R2	64.59	64.59	61.92
R1	63.05	63.05	61.71	62.67
PP	62.28	62.28	62.28	62.09
S1	60.74	60.74	61.29	60.36
S2	59.97	59.97	61.08
S3	57.66	58.43	60.86
S4	55.35	56.12	60.23

Weekly Pivots for week ending 15-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	72.85	70.57	63.37
R3	69.45	67.17	62.44
R2	66.05	66.05	62.12
R1	63.77	63.77	61.81	63.21
PP	62.65	62.65	62.65	62.37
S1	60.37	60.37	61.19	59.81
S2	59.25	59.25	60.88
S3	55.85	56.97	60.57
S4	52.45	53.57	59.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	64.92	61.52	3.40	5.5%	1.49	2.4%	-1%	False	True	1,480
10	64.92	59.99	4.93	8.0%	1.57	2.6%	31%	False	False	2,052
20	64.92	56.18	8.74	14.2%	1.29	2.1%	61%	False	False	1,841
40	64.92	56.18	8.74	14.2%	1.19	1.9%	61%	False	False	1,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	73.65
2.618	69.88
1.618	67.57
1.000	66.14
0.618	65.26
HIGH	63.83
0.618	62.95
0.500	62.68
0.382	62.40
LOW	61.52
0.618	60.09
1.000	59.21
1.618	57.78
2.618	55.47
4.250	51.70

Fisher Pivots for day following 15-May-2009
Pivot	1 day	3 day
R1	62.68	63.21
PP	62.28	62.64
S1	61.89	62.07

Download as Excel Spreadsheet

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

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