NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 81.81 81.58 -0.23 -0.3% 81.51
High 82.20 81.64 -0.56 -0.7% 83.36
Low 80.85 79.88 -0.97 -1.2% 79.41
Close 81.91 80.61 -1.30 -1.6% 80.97
Range 1.35 1.76 0.41 30.4% 3.95
ATR 2.06 2.06 0.00 -0.1% 0.00
Volume 351,220 261,873 -89,347 -25.4% 822,370
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.99 85.06 81.58
R3 84.23 83.30 81.09
R2 82.47 82.47 80.93
R1 81.54 81.54 80.77 81.13
PP 80.71 80.71 80.71 80.50
S1 79.78 79.78 80.45 79.37
S2 78.95 78.95 80.29
S3 77.19 78.02 80.13
S4 75.43 76.26 79.64
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 83.19 78.86 4.33 5.4% 1.90 2.4% 40% False False 264,629
10 83.47 78.86 4.61 5.7% 1.95 2.4% 38% False False 210,397
20 83.47 77.44 6.03 7.5% 2.01 2.5% 53% False False 153,678
40 83.47 70.28 13.19 16.4% 2.23 2.8% 78% False False 104,108
60 85.43 70.28 15.15 18.8% 2.04 2.5% 68% False False 76,561
80 85.43 70.28 15.15 18.8% 2.01 2.5% 68% False False 60,354
100 85.43 70.28 15.15 18.8% 1.99 2.5% 68% False False 49,389
120 85.43 70.28 15.15 18.8% 1.85 2.3% 68% False False 41,948
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.12
2.618 86.25
1.618 84.49
1.000 83.40
0.618 82.73
HIGH 81.64
0.618 80.97
0.500 80.76
0.382 80.55
LOW 79.88
0.618 78.79
1.000 78.12
1.618 77.03
2.618 75.27
4.250 72.40
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 80.76 80.58
PP 80.71 80.56
S1 80.66 80.53

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

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