NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 81.58 80.25 -1.33 -1.6% 81.51
High 81.64 81.48 -0.16 -0.2% 83.36
Low 79.88 80.20 0.32 0.4% 79.41
Close 80.61 80.53 -0.08 -0.1% 80.97
Range 1.76 1.28 -0.48 -27.3% 3.95
ATR 2.06 2.00 -0.06 -2.7% 0.00
Volume 261,873 307,763 45,890 17.5% 822,370
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 84.58 83.83 81.23
R3 83.30 82.55 80.88
R2 82.02 82.02 80.76
R1 81.27 81.27 80.65 81.65
PP 80.74 80.74 80.74 80.92
S1 79.99 79.99 80.41 80.37
S2 79.46 79.46 80.30
S3 78.18 78.71 80.18
S4 76.90 77.43 79.83
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 82.47 78.86 3.61 4.5% 1.92 2.4% 46% False False 289,255
10 83.47 78.86 4.61 5.7% 1.97 2.4% 36% False False 223,042
20 83.47 78.24 5.23 6.5% 1.92 2.4% 44% False False 164,629
40 83.47 70.28 13.19 16.4% 2.21 2.7% 78% False False 111,055
60 85.43 70.28 15.15 18.8% 2.04 2.5% 68% False False 81,582
80 85.43 70.28 15.15 18.8% 1.98 2.5% 68% False False 64,056
100 85.43 70.28 15.15 18.8% 1.97 2.4% 68% False False 52,417
120 85.43 70.28 15.15 18.8% 1.86 2.3% 68% False False 44,475
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.92
2.618 84.83
1.618 83.55
1.000 82.76
0.618 82.27
HIGH 81.48
0.618 80.99
0.500 80.84
0.382 80.69
LOW 80.20
0.618 79.41
1.000 78.92
1.618 78.13
2.618 76.85
4.250 74.76
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 80.84 81.04
PP 80.74 80.87
S1 80.63 80.70

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

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