NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 81.79 81.75 -0.04 0.0% 79.84
High 82.41 81.91 -0.50 -0.6% 82.07
Low 80.75 80.16 -0.59 -0.7% 78.06
Close 81.87 81.49 -0.38 -0.5% 81.50
Range 1.66 1.75 0.09 5.4% 4.01
ATR 2.21 2.18 -0.03 -1.5% 0.00
Volume 299,634 295,351 -4,283 -1.4% 1,505,253
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.44 85.71 82.45
R3 84.69 83.96 81.97
R2 82.94 82.94 81.81
R1 82.21 82.21 81.65 81.70
PP 81.19 81.19 81.19 80.93
S1 80.46 80.46 81.33 79.95
S2 79.44 79.44 81.17
S3 77.69 78.71 81.01
S4 75.94 76.96 80.53
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 92.57 91.05 83.71
R3 88.56 87.04 82.60
R2 84.55 84.55 82.24
R1 83.03 83.03 81.87 83.79
PP 80.54 80.54 80.54 80.93
S1 79.02 79.02 81.13 79.78
S2 76.53 76.53 80.76
S3 72.52 75.01 80.40
S4 68.51 71.00 79.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.41 79.44 2.97 3.6% 1.64 2.0% 69% False False 296,496
10 82.41 77.05 5.36 6.6% 2.11 2.6% 83% False False 305,246
20 82.41 71.72 10.69 13.1% 2.24 2.8% 91% False False 248,218
40 84.96 69.80 15.16 18.6% 2.27 2.8% 77% False False 165,112
60 84.96 69.80 15.16 18.6% 2.05 2.5% 77% False False 118,290
80 84.96 69.80 15.16 18.6% 2.08 2.6% 77% False False 91,917
100 84.96 69.80 15.16 18.6% 2.07 2.5% 77% False False 74,826
120 84.96 68.38 16.58 20.3% 1.97 2.4% 79% False False 63,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.35
2.618 86.49
1.618 84.74
1.000 83.66
0.618 82.99
HIGH 81.91
0.618 81.24
0.500 81.04
0.382 80.83
LOW 80.16
0.618 79.08
1.000 78.41
1.618 77.33
2.618 75.58
4.250 72.72
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 81.34 81.42
PP 81.19 81.35
S1 81.04 81.29

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

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