NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 83.19 82.46 -0.73 -0.9% 81.51
High 83.19 82.47 -0.72 -0.9% 83.36
Low 82.01 80.14 -1.87 -2.3% 79.41
Close 82.54 80.97 -1.57 -1.9% 80.97
Range 1.18 2.33 1.15 97.5% 3.95
ATR 2.03 2.06 0.03 1.3% 0.00
Volume 184,634 197,918 13,284 7.2% 822,370
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.18 86.91 82.25
R3 85.85 84.58 81.61
R2 83.52 83.52 81.40
R1 82.25 82.25 81.18 81.72
PP 81.19 81.19 81.19 80.93
S1 79.92 79.92 80.76 79.39
S2 78.86 78.86 80.54
S3 76.53 77.59 80.33
S4 74.20 75.26 79.69
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.10 90.98 83.14
R3 89.15 87.03 82.06
R2 85.20 85.20 81.69
R1 83.08 83.08 81.33 82.17
PP 81.25 81.25 81.25 80.79
S1 79.13 79.13 80.61 78.22
S2 77.30 77.30 80.25
S3 73.35 75.18 79.88
S4 69.40 71.23 78.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.36 79.41 3.95 4.9% 1.97 2.4% 39% False False 164,474
10 83.47 79.41 4.06 5.0% 1.90 2.3% 38% False False 152,960
20 83.47 77.44 6.03 7.4% 1.98 2.4% 59% False False 116,005
40 83.47 70.28 13.19 16.3% 2.21 2.7% 81% False False 83,160
60 85.43 70.28 15.15 18.7% 2.04 2.5% 71% False False 61,282
80 85.43 70.28 15.15 18.7% 2.01 2.5% 71% False False 48,867
100 85.43 70.28 15.15 18.7% 1.97 2.4% 71% False False 40,134
120 85.43 68.99 16.44 20.3% 1.85 2.3% 73% False False 34,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.37
2.618 88.57
1.618 86.24
1.000 84.80
0.618 83.91
HIGH 82.47
0.618 81.58
0.500 81.31
0.382 81.03
LOW 80.14
0.618 78.70
1.000 77.81
1.618 76.37
2.618 74.04
4.250 70.24
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 81.31 81.75
PP 81.19 81.49
S1 81.08 81.23

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

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