NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 82.61 82.05 -0.56 -0.7% 80.67
High 82.73 83.77 1.04 1.3% 82.89
Low 81.04 81.55 0.51 0.6% 78.84
Close 82.30 82.79 0.49 0.6% 82.37
Range 1.69 2.22 0.53 31.4% 4.05
ATR 2.07 2.08 0.01 0.5% 0.00
Volume 56,393 56,175 -218 -0.4% 263,986
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.36 88.30 84.01
R3 87.14 86.08 83.40
R2 84.92 84.92 83.20
R1 83.86 83.86 82.99 84.39
PP 82.70 82.70 82.70 82.97
S1 81.64 81.64 82.59 82.17
S2 80.48 80.48 82.38
S3 78.26 79.42 82.18
S4 76.04 77.20 81.57
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.52 91.99 84.60
R3 89.47 87.94 83.48
R2 85.42 85.42 83.11
R1 83.89 83.89 82.74 84.66
PP 81.37 81.37 81.37 81.75
S1 79.84 79.84 82.00 80.61
S2 77.32 77.32 81.63
S3 73.27 75.79 81.26
S4 69.22 71.74 80.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.77 80.60 3.17 3.8% 1.63 2.0% 69% True False 56,414
10 83.77 77.84 5.93 7.2% 2.01 2.4% 83% True False 50,598
20 83.77 73.95 9.82 11.9% 2.07 2.5% 90% True False 46,174
40 84.45 70.75 13.70 16.5% 2.18 2.6% 88% False False 41,006
60 85.95 70.75 15.20 18.4% 1.97 2.4% 79% False False 34,275
80 85.95 70.75 15.20 18.4% 2.03 2.4% 79% False False 30,934
100 85.95 70.75 15.20 18.4% 2.05 2.5% 79% False False 27,795
120 85.95 69.40 16.55 20.0% 2.02 2.4% 81% False False 25,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.21
2.618 89.58
1.618 87.36
1.000 85.99
0.618 85.14
HIGH 83.77
0.618 82.92
0.500 82.66
0.382 82.40
LOW 81.55
0.618 80.18
1.000 79.33
1.618 77.96
2.618 75.74
4.250 72.12
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 82.75 82.66
PP 82.70 82.53
S1 82.66 82.41

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

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