NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 13-May-2010

Day Change Summary
	Previous	Current
	12-May-2010	13-May-2010	Change	Change %	Previous Week
Open	84.88	85.90	1.02	1.2%	91.85
High	86.17	86.52	0.35	0.4%	93.55
Low	84.72	84.34	-0.38	-0.4%	82.00
Close	85.82	84.84	-0.98	-1.1%	83.11
Range	1.45	2.18	0.73	50.3%	11.55
ATR	2.22	2.21	0.00	-0.1%	0.00
Volume	51,553	45,311	-6,242	-12.1%	318,069

Daily Pivots for day following 13-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.77	90.49	86.04
R3	89.59	88.31	85.44
R2	87.41	87.41	85.24
R1	86.13	86.13	85.04	85.68
PP	85.23	85.23	85.23	85.01
S1	83.95	83.95	84.64	83.50
S2	83.05	83.05	84.44
S3	80.87	81.77	84.24
S4	78.69	79.59	83.64

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	86.52	82.09	4.43	5.2%	2.24	2.6%	62%	True	False	56,756
10	93.55	82.00	11.55	13.6%	2.73	3.2%	25%	False	False	58,819
20	93.55	82.00	11.55	13.6%	2.22	2.6%	25%	False	False	55,026
40	93.55	81.13	12.42	14.6%	1.84	2.2%	30%	False	False	49,356

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	95.79
2.618	92.23
1.618	90.05
1.000	88.70
0.618	87.87
HIGH	86.52
0.618	85.69
0.500	85.43
0.382	85.17
LOW	84.34
0.618	82.99
1.000	82.16
1.618	80.81
2.618	78.63
4.250	75.08

Fisher Pivots for day following 13-May-2010
Pivot	1 day	3 day
R1	85.43	85.23
PP	85.23	85.10
S1	85.04	84.97

Download as Excel Spreadsheet

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

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