NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 82.45 81.51 -0.94 -1.1% 82.27
High 83.47 81.64 -1.83 -2.2% 83.47
Low 80.89 79.41 -1.48 -1.8% 80.57
Close 81.54 80.08 -1.46 -1.8% 81.54
Range 2.58 2.23 -0.35 -13.6% 2.90
ATR 2.09 2.10 0.01 0.5% 0.00
Volume 159,699 131,484 -28,215 -17.7% 707,234
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.07 85.80 81.31
R3 84.84 83.57 80.69
R2 82.61 82.61 80.49
R1 81.34 81.34 80.28 80.86
PP 80.38 80.38 80.38 80.14
S1 79.11 79.11 79.88 78.63
S2 78.15 78.15 79.67
S3 75.92 76.88 79.47
S4 73.69 74.65 78.85
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.56 88.95 83.14
R3 87.66 86.05 82.34
R2 84.76 84.76 82.07
R1 83.15 83.15 81.81 82.51
PP 81.86 81.86 81.86 81.54
S1 80.25 80.25 81.27 79.61
S2 78.96 78.96 81.01
S3 76.06 77.35 80.74
S4 73.16 74.45 79.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.47 79.41 4.06 5.1% 1.96 2.4% 17% False True 148,006
10 83.47 78.67 4.80 6.0% 1.87 2.3% 29% False False 117,758
20 83.47 74.58 8.89 11.1% 2.09 2.6% 62% False False 91,449
40 83.47 70.28 13.19 16.5% 2.22 2.8% 74% False False 68,998
60 85.43 70.28 15.15 18.9% 2.03 2.5% 65% False False 50,577
80 85.43 70.28 15.15 18.9% 1.99 2.5% 65% False False 40,430
100 85.43 70.28 15.15 18.9% 1.95 2.4% 65% False False 33,417
120 85.43 68.84 16.59 20.7% 1.83 2.3% 68% False False 28,562
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.12
2.618 87.48
1.618 85.25
1.000 83.87
0.618 83.02
HIGH 81.64
0.618 80.79
0.500 80.53
0.382 80.26
LOW 79.41
0.618 78.03
1.000 77.18
1.618 75.80
2.618 73.57
4.250 69.93
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 80.53 81.44
PP 80.38 80.99
S1 80.23 80.53

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

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