NYMEX Light Sweet Crude Oil Future December 2010

Trading Metrics calculated at close of trading on 27-May-2010

Day Change Summary
	Previous	Current
	26-May-2010	27-May-2010	Change	Change %	Previous Week
Open	74.00	74.65	0.65	0.9%	81.50
High	75.34	78.65	3.31	4.4%	81.50
Low	73.17	74.50	1.33	1.8%	73.07
Close	75.23	78.45	3.22	4.3%	74.76
Range	2.17	4.15	1.98	91.2%	8.43
ATR	2.48	2.60	0.12	4.8%	0.00
Volume	66,562	51,988	-14,574	-21.9%	341,351

Daily Pivots for day following 27-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.65	88.20	80.73
R3	85.50	84.05	79.59
R2	81.35	81.35	79.21
R1	79.90	79.90	78.83	80.63
PP	77.20	77.20	77.20	77.56
S1	75.75	75.75	78.07	76.48
S2	73.05	73.05	77.69
S3	68.90	71.60	77.31
S4	64.75	67.45	76.17

Weekly Pivots for week ending 21-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	101.73	96.68	79.40
R3	93.30	88.25	77.08
R2	84.87	84.87	76.31
R1	79.82	79.82	75.53	78.13
PP	76.44	76.44	76.44	75.60
S1	71.39	71.39	73.99	69.70
S2	68.01	68.01	73.21
S3	59.58	62.96	72.44
S4	51.15	54.53	70.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.65	71.50	7.15	9.1%	2.58	3.3%	97%	True	False	60,018
10	84.59	71.50	13.09	16.7%	2.90	3.7%	53%	False	False	61,169
20	93.55	71.50	22.05	28.1%	2.81	3.6%	32%	False	False	59,994
40	93.55	71.50	22.05	28.1%	2.18	2.8%	32%	False	False	57,040

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	96.29
2.618	89.51
1.618	85.36
1.000	82.80
0.618	81.21
HIGH	78.65
0.618	77.06
0.500	76.58
0.382	76.09
LOW	74.50
0.618	71.94
1.000	70.35
1.618	67.79
2.618	63.64
4.250	56.86

Fisher Pivots for day following 27-May-2010
Pivot	1 day	3 day
R1	77.83	77.33
PP	77.20	76.20
S1	76.58	75.08

Download as Excel Spreadsheet

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

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