NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 17-May-2010

Day Change Summary
	Previous	Current
	14-May-2010	17-May-2010	Change	Change %	Previous Week
Open	81.43	81.03	-0.40	-0.5%	84.28
High	83.75	81.03	-2.72	-3.2%	86.81
Low	81.22	78.50	-2.72	-3.3%	81.22
Close	81.43	78.42	-3.01	-3.7%	81.43
Range	2.53	2.53	0.00	0.0%	5.59
ATR	1.91	1.99	0.07	3.8%	0.00
Volume	4,645	6,314	1,669	35.9%	25,819

Daily Pivots for day following 17-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.91	85.19	79.81
R3	84.38	82.66	79.12
R2	81.85	81.85	78.88
R1	80.13	80.13	78.65	79.73
PP	79.32	79.32	79.32	79.11
S1	77.60	77.60	78.19	77.20
S2	76.79	76.79	77.96
S3	74.26	75.07	77.72
S4	71.73	72.54	77.03

Weekly Pivots for week ending 14-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.92	96.27	84.50
R3	94.33	90.68	82.97
R2	88.74	88.74	82.45
R1	85.09	85.09	81.94	84.12
PP	83.15	83.15	83.15	82.67
S1	79.50	79.50	80.92	78.53
S2	77.56	77.56	80.41
S3	71.97	73.91	79.89
S4	66.38	68.32	78.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.81	78.50	8.31	10.6%	2.00	2.5%	-1%	False	True	5,386
10	92.30	78.50	13.80	17.6%	2.41	3.1%	-1%	False	True	5,589
20	93.29	78.50	14.79	18.9%	1.62	2.1%	-1%	False	True	4,784

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24

Fibonacci Retracements and Extensions
4.250	91.78
2.618	87.65
1.618	85.12
1.000	83.56
0.618	82.59
HIGH	81.03
0.618	80.06
0.500	79.77
0.382	79.47
LOW	78.50
0.618	76.94
1.000	75.97
1.618	74.41
2.618	71.88
4.250	67.75

Fisher Pivots for day following 17-May-2010
Pivot	1 day	3 day
R1	79.77	82.66
PP	79.32	81.24
S1	78.87	79.83

Download as Excel Spreadsheet

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

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