NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 18-May-2010

Day Change Summary
	Previous	Current
	17-May-2010	18-May-2010	Change	Change %	Previous Week
Open	81.03	79.10	-1.93	-2.4%	84.28
High	81.03	79.74	-1.29	-1.6%	86.81
Low	78.50	77.65	-0.85	-1.1%	81.22
Close	78.42	77.69	-0.73	-0.9%	81.43
Range	2.53	2.09	-0.44	-17.4%	5.59
ATR	1.99	1.99	0.01	0.4%	0.00
Volume	6,314	4,743	-1,571	-24.9%	25,819

Daily Pivots for day following 18-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.63	83.25	78.84
R3	82.54	81.16	78.26
R2	80.45	80.45	78.07
R1	79.07	79.07	77.88	78.72
PP	78.36	78.36	78.36	78.18
S1	76.98	76.98	77.50	76.63
S2	76.27	76.27	77.31
S3	74.18	74.89	77.12
S4	72.09	72.80	76.54

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	77.65	9.16	11.8%	2.06	2.6%	0%	False	True	5,412
10	89.50	77.65	11.85	15.3%	2.39	3.1%	0%	False	True	5,717
20	93.29	77.65	15.64	20.1%	1.69	2.2%	0%	False	True	4,883

Crabel Price Patterns
NR	True
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	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.62
2.618	85.21
1.618	83.12
1.000	81.83
0.618	81.03
HIGH	79.74
0.618	78.94
0.500	78.70
0.382	78.45
LOW	77.65
0.618	76.36
1.000	75.56
1.618	74.27
2.618	72.18
4.250	68.77

Fisher Pivots for day following 18-May-2010
Pivot	1 day	3 day
R1	78.70	80.70
PP	78.36	79.70
S1	78.03	78.69

Download as Excel Spreadsheet

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

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