NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 80.86 81.81 0.95 1.2% 81.51
High 81.76 82.20 0.44 0.5% 83.36
Low 78.86 80.85 1.99 2.5% 79.41
Close 81.60 81.91 0.31 0.4% 80.97
Range 2.90 1.35 -1.55 -53.4% 3.95
ATR 2.12 2.06 -0.05 -2.6% 0.00
Volume 327,502 351,220 23,718 7.2% 822,370
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.70 85.16 82.65
R3 84.35 83.81 82.28
R2 83.00 83.00 82.16
R1 82.46 82.46 82.03 82.73
PP 81.65 81.65 81.65 81.79
S1 81.11 81.11 81.79 81.38
S2 80.30 80.30 81.66
S3 78.95 79.76 81.54
S4 77.60 78.41 81.17
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 78.86 4.50 5.5% 1.83 2.2% 68% False False 245,552
10 83.47 78.86 4.61 5.6% 1.99 2.4% 66% False False 198,982
20 83.47 77.44 6.03 7.4% 2.03 2.5% 74% False False 144,397
40 83.47 70.28 13.19 16.1% 2.22 2.7% 88% False False 98,340
60 85.43 70.28 15.15 18.5% 2.04 2.5% 77% False False 72,375
80 85.43 70.28 15.15 18.5% 2.02 2.5% 77% False False 57,207
100 85.43 70.28 15.15 18.5% 1.98 2.4% 77% False False 46,814
120 85.43 69.30 16.13 19.7% 1.87 2.3% 78% False False 39,787
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.94
2.618 85.73
1.618 84.38
1.000 83.55
0.618 83.03
HIGH 82.20
0.618 81.68
0.500 81.53
0.382 81.37
LOW 80.85
0.618 80.02
1.000 79.50
1.618 78.67
2.618 77.32
4.250 75.11
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 81.78 81.50
PP 81.65 81.08
S1 81.53 80.67

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

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