NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 11-May-2010

Day Change Summary
	Previous	Current
	10-May-2010	11-May-2010	Change	Change %	Previous Week
Open	84.28	85.67	1.39	1.6%	92.10
High	86.66	86.31	-0.35	-0.4%	93.29
Low	84.28	84.53	0.25	0.3%	82.63
Close	85.41	85.67	0.26	0.3%	83.47
Range	2.38	1.78	-0.60	-25.2%	10.66
ATR	1.78	1.78	0.00	0.0%	0.00
Volume	5,201	4,612	-589	-11.3%	26,685

Daily Pivots for day following 11-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.84	90.04	86.65
R3	89.06	88.26	86.16
R2	87.28	87.28	86.00
R1	86.48	86.48	85.83	86.56
PP	85.50	85.50	85.50	85.55
S1	84.70	84.70	85.51	84.78
S2	83.72	83.72	85.34
S3	81.94	82.92	85.18
S4	80.16	81.14	84.69

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	89.50	82.63	6.87	8.0%	2.72	3.2%	44%	False	False	6,022
10	93.29	82.63	10.66	12.4%	1.97	2.3%	29%	False	False	5,235

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	93.88
2.618	90.97
1.618	89.19
1.000	88.09
0.618	87.41
HIGH	86.31
0.618	85.63
0.500	85.42
0.382	85.21
LOW	84.53
0.618	83.43
1.000	82.75
1.618	81.65
2.618	79.87
4.250	76.97

Fisher Pivots for day following 11-May-2010
Pivot	1 day	3 day
R1	85.59	85.37
PP	85.50	85.07
S1	85.42	84.78

Download as Excel Spreadsheet

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

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