NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 82.50 82.50 0.00 0.0% 80.86
High 82.74 83.85 1.11 1.3% 82.20
Low 81.77 82.22 0.45 0.6% 78.86
Close 82.37 83.76 1.39 1.7% 80.00
Range 0.97 1.63 0.66 68.0% 3.34
ATR 1.98 1.95 -0.02 -1.3% 0.00
Volume 311,042 244,435 -66,607 -21.4% 1,544,629
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.17 87.59 84.66
R3 86.54 85.96 84.21
R2 84.91 84.91 84.06
R1 84.33 84.33 83.91 84.62
PP 83.28 83.28 83.28 83.42
S1 82.70 82.70 83.61 82.99
S2 81.65 81.65 83.46
S3 80.02 81.07 83.31
S4 78.39 79.44 82.86
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.37 88.53 81.84
R3 87.03 85.19 80.92
R2 83.69 83.69 80.61
R1 81.85 81.85 80.31 81.10
PP 80.35 80.35 80.35 79.98
S1 78.51 78.51 79.69 77.76
S2 77.01 77.01 79.39
S3 73.67 75.17 79.08
S4 70.33 71.83 78.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.85 79.54 4.31 5.1% 1.68 2.0% 98% True False 296,823
10 83.85 78.86 4.99 6.0% 1.79 2.1% 98% True False 280,726
20 83.85 78.86 4.99 6.0% 1.82 2.2% 98% True False 206,644
40 83.85 70.28 13.57 16.2% 2.15 2.6% 99% True False 137,179
60 85.43 70.28 15.15 18.1% 2.07 2.5% 89% False False 100,667
80 85.43 70.28 15.15 18.1% 1.98 2.4% 89% False False 78,236
100 85.43 70.28 15.15 18.1% 1.95 2.3% 89% False False 63,981
120 85.43 70.28 15.15 18.1% 1.89 2.3% 89% False False 54,136
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.78
2.618 88.12
1.618 86.49
1.000 85.48
0.618 84.86
HIGH 83.85
0.618 83.23
0.500 83.04
0.382 82.84
LOW 82.22
0.618 81.21
1.000 80.59
1.618 79.58
2.618 77.95
4.250 75.29
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 83.52 83.18
PP 83.28 82.60
S1 83.04 82.02

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

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