NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 03-May-2010

Day Change Summary
	Previous	Current
	30-Apr-2010	03-May-2010	Change	Change %	Previous Week
Open	91.33	91.70	0.37	0.4%	89.92
High	91.40	93.14	1.74	1.9%	91.40
Low	90.21	91.69	1.48	1.6%	87.94
Close	91.33	92.70	1.37	1.5%	91.33
Range	1.19	1.45	0.26	21.8%	3.46
ATR	1.37	1.40	0.03	2.3%	0.00
Volume	13,743	10,269	-3,474	-25.3%	54,880

Daily Pivots for day following 03-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	96.86	96.23	93.50
R3	95.41	94.78	93.10
R2	93.96	93.96	92.97
R1	93.33	93.33	92.83	93.65
PP	92.51	92.51	92.51	92.67
S1	91.88	91.88	92.57	92.20
S2	91.06	91.06	92.43
S3	89.61	90.43	92.30
S4	88.16	88.98	91.90

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.60	99.43	93.23
R3	97.14	95.97	92.28
R2	93.68	93.68	91.96
R1	92.51	92.51	91.65	93.10
PP	90.22	90.22	90.22	90.52
S1	89.05	89.05	91.01	89.64
S2	86.76	86.76	90.70
S3	83.30	85.59	90.38
S4	79.84	82.13	89.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.14	87.94	5.20	5.6%	1.23	1.3%	92%	True	False	10,415
10	93.14	87.22	5.92	6.4%	1.28	1.4%	93%	True	False	10,163
20	93.14	86.26	6.88	7.4%	1.17	1.3%	94%	True	False	10,578
40	93.14	80.89	12.25	13.2%	1.16	1.3%	96%	True	False	7,500

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	0.27
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	99.30
2.618	96.94
1.618	95.49
1.000	94.59
0.618	94.04
HIGH	93.14
0.618	92.59
0.500	92.42
0.382	92.24
LOW	91.69
0.618	90.79
1.000	90.24
1.618	89.34
2.618	87.89
4.250	85.53

Fisher Pivots for day following 03-May-2010
Pivot	1 day	3 day
R1	92.61	92.32
PP	92.51	91.93
S1	92.42	91.55

Download as Excel Spreadsheet

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

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