NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 06-May-2010

Day Change Summary
	Previous	Current
	05-May-2010	06-May-2010	Change	Change %	Previous Week
Open	87.43	87.07	-0.36	-0.4%	90.67
High	89.50	87.07	-2.43	-2.7%	91.91
Low	87.00	82.63	-4.37	-5.0%	88.88
Close	87.43	84.50	-2.93	-3.4%	91.91
Range	2.50	4.44	1.94	77.6%	3.03
ATR	0.00	1.60	1.60		0.00
Volume	5,313	6,877	1,564	29.4%	20,777

Daily Pivots for day following 06-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.05	95.72	86.94
R3	93.61	91.28	85.72
R2	89.17	89.17	85.31
R1	86.84	86.84	84.91	85.79
PP	84.73	84.73	84.73	84.21
S1	82.40	82.40	84.09	81.35
S2	80.29	80.29	83.69
S3	75.85	77.96	83.28
S4	71.41	73.52	82.06

Weekly Pivots for week ending 30-Apr-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.99	98.98	93.58
R3	96.96	95.95	92.74
R2	93.93	93.93	92.47
R1	92.92	92.92	92.19	93.43
PP	90.90	90.90	90.90	91.15
S1	89.89	89.89	91.63	90.40
S2	87.87	87.87	91.35
S3	84.84	86.86	91.08
S4	81.81	83.83	90.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.29	82.63	10.66	12.6%	2.25	2.7%	18%	False	True	4,548
10	93.29	82.63	10.66	12.6%	1.49	1.8%	18%	False	True	4,618

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	0.07
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	105.94
2.618	98.69
1.618	94.25
1.000	91.51
0.618	89.81
HIGH	87.07
0.618	85.37
0.500	84.85
0.382	84.33
LOW	82.63
0.618	79.89
1.000	78.19
1.618	75.45
2.618	71.01
4.250	63.76

Fisher Pivots for day following 06-May-2010
Pivot	1 day	3 day
R1	84.85	87.47
PP	84.73	86.48
S1	84.62	85.49

Download as Excel Spreadsheet

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

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