NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 07-May-2010

Day Change Summary
	Previous	Current
	06-May-2010	07-May-2010	Change	Change %	Previous Week
Open	87.07	85.03	-2.04	-2.3%	92.10
High	87.07	85.41	-1.66	-1.9%	93.29
Low	82.63	82.89	0.26	0.3%	82.63
Close	84.50	83.47	-1.03	-1.2%	83.47
Range	4.44	2.52	-1.92	-43.2%	10.66
ATR	1.60	1.67	0.07	4.1%	0.00
Volume	6,877	8,111	1,234	17.9%	26,685

Daily Pivots for day following 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.48	90.00	84.86
R3	88.96	87.48	84.16
R2	86.44	86.44	83.93
R1	84.96	84.96	83.70	84.44
PP	83.92	83.92	83.92	83.67
S1	82.44	82.44	83.24	81.92
S2	81.40	81.40	83.01
S3	78.88	79.92	82.78
S4	76.36	77.40	82.08

Weekly Pivots for week ending 07-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	118.44	111.62	89.33
R3	107.78	100.96	86.40
R2	97.12	97.12	85.42
R1	90.30	90.30	84.45	88.38
PP	86.46	86.46	86.46	85.51
S1	79.64	79.64	82.49	77.72
S2	75.80	75.80	81.52
S3	65.14	68.98	80.54
S4	54.48	58.32	77.61

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	12.8%	2.62	3.1%	8%	False	False	5,337
10	93.29	82.63	10.66	12.8%	1.74	2.1%	8%	False	False	4,746

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.12
2.618	92.01
1.618	89.49
1.000	87.93
0.618	86.97
HIGH	85.41
0.618	84.45
0.500	84.15
0.382	83.85
LOW	82.89
0.618	81.33
1.000	80.37
1.618	78.81
2.618	76.29
4.250	72.18

Fisher Pivots for day following 07-May-2010
Pivot	1 day	3 day
R1	84.15	86.07
PP	83.92	85.20
S1	83.70	84.34

Download as Excel Spreadsheet

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

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