NYMEX Light Sweet Crude Oil Future January 2010

Trading Metrics calculated at close of trading on 26-May-2009

Day Change Summary
	Previous	Current
	22-May-2009	26-May-2009	Change	Change %	Previous Week
Open	64.89	63.75	-1.14	-1.8%	62.93
High	65.02	65.65	0.63	1.0%	65.28
Low	64.50	63.75	-0.75	-1.2%	62.75
Close	65.36	65.65	0.29	0.4%	65.36
Range	0.52	1.90	1.38	265.4%	2.53
ATR	1.54	1.56	0.03	1.7%	0.00
Volume	2,977	1,954	-1,023	-34.4%	9,695

Daily Pivots for day following 26-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	70.72	70.08	66.70
R3	68.82	68.18	66.17
R2	66.92	66.92	66.00
R1	66.28	66.28	65.82	66.60
PP	65.02	65.02	65.02	65.18
S1	64.38	64.38	65.48	64.70
S2	63.12	63.12	65.30
S3	61.22	62.48	65.13
S4	59.32	60.58	64.61

Weekly Pivots for week ending 22-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	72.05	71.24	66.75
R3	69.52	68.71	66.06
R2	66.99	66.99	65.82
R1	66.18	66.18	65.59	66.59
PP	64.46	64.46	64.46	64.67
S1	63.65	63.65	65.13	64.06
S2	61.93	61.93	64.90
S3	59.40	61.12	64.66
S4	56.87	58.59	63.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	65.65	63.02	2.63	4.0%	1.17	1.8%	100%	True	False	1,815
10	65.65	61.52	4.13	6.3%	1.32	2.0%	100%	True	False	1,814
20	65.65	56.57	9.08	13.8%	1.35	2.1%	100%	True	False	1,842
40	65.65	56.18	9.47	14.4%	1.18	1.8%	100%	True	False	1,854

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	73.73
2.618	70.62
1.618	68.72
1.000	67.55
0.618	66.82
HIGH	65.65
0.618	64.92
0.500	64.70
0.382	64.48
LOW	63.75
0.618	62.58
1.000	61.85
1.618	60.68
2.618	58.78
4.250	55.68

Fisher Pivots for day following 26-May-2009
Pivot	1 day	3 day
R1	65.33	65.33
PP	65.02	65.01
S1	64.70	64.70

Download as Excel Spreadsheet

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

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