NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 81.13 79.84 -1.29 -1.6% 81.79
High 81.31 82.04 0.73 0.9% 83.16
Low 79.13 79.32 0.19 0.2% 80.16
Close 79.80 81.70 1.90 2.4% 81.24
Range 2.18 2.72 0.54 24.8% 3.00
ATR 2.14 2.18 0.04 1.9% 0.00
Volume 337,201 283,135 -54,066 -16.0% 1,636,427
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.18 88.16 83.20
R3 86.46 85.44 82.45
R2 83.74 83.74 82.20
R1 82.72 82.72 81.95 83.23
PP 81.02 81.02 81.02 81.28
S1 80.00 80.00 81.45 80.51
S2 78.30 78.30 81.20
S3 75.58 77.28 80.95
S4 72.86 74.56 80.20
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.52 88.88 82.89
R3 87.52 85.88 82.07
R2 84.52 84.52 81.79
R1 82.88 82.88 81.52 82.20
PP 81.52 81.52 81.52 81.18
S1 79.88 79.88 80.97 79.20
S2 78.52 78.52 80.69
S3 75.52 76.88 80.42
S4 72.52 73.88 79.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.16 79.13 4.03 4.9% 2.15 2.6% 64% False False 332,355
10 83.16 79.13 4.03 4.9% 1.90 2.3% 64% False False 314,426
20 83.16 76.71 6.45 7.9% 2.08 2.6% 77% False False 290,034
40 83.16 69.80 13.36 16.4% 2.30 2.8% 89% False False 200,589
60 84.96 69.80 15.16 18.6% 2.11 2.6% 78% False False 144,026
80 84.96 69.80 15.16 18.6% 2.09 2.6% 78% False False 112,295
100 84.96 69.80 15.16 18.6% 2.11 2.6% 78% False False 91,142
120 84.96 68.38 16.58 20.3% 2.03 2.5% 80% False False 76,802
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 0.38
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 93.60
2.618 89.16
1.618 86.44
1.000 84.76
0.618 83.72
HIGH 82.04
0.618 81.00
0.500 80.68
0.382 80.36
LOW 79.32
0.618 77.64
1.000 76.60
1.618 74.92
2.618 72.20
4.250 67.76
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 81.36 81.52
PP 81.02 81.33
S1 80.68 81.15

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

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