Was reading some article about this the other day. Implied percentage chance of survival at 36 points was about 37%, jumps up to about 59% at 37 points.
edit: found it:
http://www.telegraph.co.uk/sport/football/competitions/premier-league/11469196/Premier-League-relegation-battle-how-many-points-do-you-need-to-stay-up.html