NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 21-May-2009

Day Change Summary
	Previous	Current
	20-May-2009	21-May-2009	Change	Change %	Previous Week
Open	64.77	64.76	-0.01	0.0%	63.18
High	65.28	64.76	-0.52	-0.8%	64.92
Low	64.66	63.74	-0.92	-1.4%	61.52
Close	65.26	64.73	-0.53	-0.8%	61.50
Range	0.62	1.02	0.40	64.5%	3.40
ATR	1.62	1.62	-0.01	-0.5%	0.00
Volume	1,550	1,841	291	18.8%	7,402

Daily Pivots for day following 21-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	67.47	67.12	65.29
R3	66.45	66.10	65.01
R2	65.43	65.43	64.92
R1	65.08	65.08	64.82	64.75
PP	64.41	64.41	64.41	64.24
S1	64.06	64.06	64.64	63.73
S2	63.39	63.39	64.54
S3	62.37	63.04	64.45
S4	61.35	62.02	64.17

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	65.28	61.52	3.76	5.8%	1.33	2.1%	85%	False	False	1,528
10	65.28	61.52	3.76	5.8%	1.30	2.0%	85%	False	False	1,682
20	65.28	56.57	8.71	13.5%	1.30	2.0%	94%	False	False	1,841
40	65.28	56.18	9.10	14.1%	1.18	1.8%	94%	False	False	1,810

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	0.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	69.10
2.618	67.43
1.618	66.41
1.000	65.78
0.618	65.39
HIGH	64.76
0.618	64.37
0.500	64.25
0.382	64.13
LOW	63.74
0.618	63.11
1.000	62.72
1.618	62.09
2.618	61.07
4.250	59.41

Fisher Pivots for day following 21-May-2009
Pivot	1 day	3 day
R1	64.57	64.54
PP	64.41	64.34
S1	64.25	64.15

Download as Excel Spreadsheet

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

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