NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 82.27 83.19 0.92 1.1% 82.27
High 83.36 83.19 -0.17 -0.2% 83.47
Low 81.98 82.01 0.03 0.0% 80.57
Close 83.21 82.54 -0.67 -0.8% 81.54
Range 1.38 1.18 -0.20 -14.5% 2.90
ATR 2.09 2.03 -0.06 -3.0% 0.00
Volume 166,486 184,634 18,148 10.9% 707,234
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.12 85.51 83.19
R3 84.94 84.33 82.86
R2 83.76 83.76 82.76
R1 83.15 83.15 82.65 82.87
PP 82.58 82.58 82.58 82.44
S1 81.97 81.97 82.43 81.69
S2 81.40 81.40 82.32
S3 80.22 80.79 82.22
S4 79.04 79.61 81.89
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 4.9% 2.02 2.4% 77% False False 156,830
10 83.47 79.41 4.06 4.9% 1.83 2.2% 77% False False 143,389
20 83.47 77.44 6.03 7.3% 1.97 2.4% 85% False False 108,702
40 83.47 70.28 13.19 16.0% 2.21 2.7% 93% False False 79,109
60 85.43 70.28 15.15 18.4% 2.03 2.5% 81% False False 58,226
80 85.43 70.28 15.15 18.4% 2.00 2.4% 81% False False 46,448
100 85.43 70.28 15.15 18.4% 1.96 2.4% 81% False False 38,182
120 85.43 68.84 16.59 20.1% 1.84 2.2% 83% False False 32,589
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 88.21
2.618 86.28
1.618 85.10
1.000 84.37
0.618 83.92
HIGH 83.19
0.618 82.74
0.500 82.60
0.382 82.46
LOW 82.01
0.618 81.28
1.000 80.83
1.618 80.10
2.618 78.92
4.250 77.00
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 82.60 82.19
PP 82.58 81.83
S1 82.56 81.48

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

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