NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 10-May-2010

Day Change Summary
	Previous	Current
	07-May-2010	10-May-2010	Change	Change %	Previous Week
Open	83.94	84.22	0.28	0.3%	91.85
High	85.11	86.28	1.17	1.4%	93.55
Low	82.09	83.80	1.71	2.1%	82.00
Close	83.11	85.06	1.95	2.3%	83.11
Range	3.02	2.48	-0.54	-17.9%	11.55
ATR	2.22	2.29	0.07	3.1%	0.00
Volume	83,449	60,597	-22,852	-27.4%	318,069

Daily Pivots for day following 10-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.49	91.25	86.42
R3	90.01	88.77	85.74
R2	87.53	87.53	85.51
R1	86.29	86.29	85.29	86.91
PP	85.05	85.05	85.05	85.36
S1	83.81	83.81	84.83	84.43
S2	82.57	82.57	84.61
S3	80.09	81.33	84.38
S4	77.61	78.85	83.70

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	120.87	113.54	89.46
R3	109.32	101.99	86.29
R2	97.77	97.77	85.23
R1	90.44	90.44	84.17	88.33
PP	86.22	86.22	86.22	85.17
S1	78.89	78.89	82.05	76.78
S2	74.67	74.67	80.99
S3	63.12	67.34	79.93
S4	51.57	55.79	76.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.08	82.00	11.08	13.0%	3.62	4.3%	28%	False	False	65,441
10	93.55	82.00	11.55	13.6%	2.69	3.2%	26%	False	False	59,972
20	93.55	82.00	11.55	13.6%	2.13	2.5%	26%	False	False	59,272

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.43
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	96.82
2.618	92.77
1.618	90.29
1.000	88.76
0.618	87.81
HIGH	86.28
0.618	85.33
0.500	85.04
0.382	84.75
LOW	83.80
0.618	82.27
1.000	81.32
1.618	79.79
2.618	77.31
4.250	73.26

Fisher Pivots for day following 10-May-2010
Pivot	1 day	3 day
R1	85.05	84.94
PP	85.05	84.82
S1	85.04	84.70

Download as Excel Spreadsheet

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

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