NYMEX Light Sweet Crude Oil Future January 2011

Trading Metrics calculated at close of trading on 20-May-2010

Day Change Summary
	Previous	Current
	19-May-2010	20-May-2010	Change	Change %	Previous Week
Open	77.10	74.92	-2.18	-2.8%	84.28
High	77.42	77.13	-0.29	-0.4%	86.81
Low	75.75	73.41	-2.34	-3.1%	81.22
Close	76.83	74.92	-1.91	-2.5%	81.43
Range	1.67	3.72	2.05	122.8%	5.59
ATR	1.99	2.11	0.12	6.2%	0.00
Volume	6,118	4,446	-1,672	-27.3%	25,819

Daily Pivots for day following 20-May-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.31	84.34	76.97
R3	82.59	80.62	75.94
R2	78.87	78.87	75.60
R1	76.90	76.90	75.26	76.78
PP	75.15	75.15	75.15	75.10
S1	73.18	73.18	74.58	73.06
S2	71.43	71.43	74.24
S3	67.71	69.46	73.90
S4	63.99	65.74	72.87

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	83.75	73.41	10.34	13.8%	2.51	3.3%	15%	False	True	5,253
10	86.81	73.41	13.40	17.9%	2.24	3.0%	11%	False	True	5,555
20	93.29	73.41	19.88	26.5%	1.86	2.5%	8%	False	True	5,086

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	0.46
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	92.94
2.618	86.87
1.618	83.15
1.000	80.85
0.618	79.43
HIGH	77.13
0.618	75.71
0.500	75.27
0.382	74.83
LOW	73.41
0.618	71.11
1.000	69.69
1.618	67.39
2.618	63.67
4.250	57.60

Fisher Pivots for day following 20-May-2010
Pivot	1 day	3 day
R1	75.27	76.58
PP	75.15	76.02
S1	75.04	75.47

Download as Excel Spreadsheet

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

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