NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 81.86 80.45 -1.41 -1.7% 82.56
High 82.00 82.65 0.65 0.8% 83.80
Low 79.77 79.96 0.19 0.2% 81.04
Close 80.43 82.31 1.88 2.3% 81.88
Range 2.23 2.69 0.46 20.6% 2.76
ATR 2.05 2.10 0.05 2.2% 0.00
Volume 70,093 50,649 -19,444 -27.7% 321,535
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.71 88.70 83.79
R3 87.02 86.01 83.05
R2 84.33 84.33 82.80
R1 83.32 83.32 82.56 83.83
PP 81.64 81.64 81.64 81.89
S1 80.63 80.63 82.06 81.14
S2 78.95 78.95 81.82
S3 76.26 77.94 81.57
S4 73.57 75.25 80.83
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.52 88.96 83.40
R3 87.76 86.20 82.64
R2 85.00 85.00 82.39
R1 83.44 83.44 82.13 82.84
PP 82.24 82.24 82.24 81.94
S1 80.68 80.68 81.63 80.08
S2 79.48 79.48 81.37
S3 76.72 77.92 81.12
S4 73.96 75.16 80.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.80 79.77 4.03 4.9% 2.13 2.6% 63% False False 67,058
10 83.80 79.77 4.03 4.9% 1.83 2.2% 63% False False 60,444
20 83.80 77.69 6.11 7.4% 1.98 2.4% 76% False False 51,342
40 83.80 70.75 13.05 15.9% 2.20 2.7% 89% False False 45,096
60 85.95 70.75 15.20 18.5% 2.02 2.5% 76% False False 37,397
80 85.95 70.75 15.20 18.5% 2.03 2.5% 76% False False 33,597
100 85.95 70.75 15.20 18.5% 2.07 2.5% 76% False False 29,964
120 85.95 69.40 16.55 20.1% 2.04 2.5% 78% False False 27,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 94.08
2.618 89.69
1.618 87.00
1.000 85.34
0.618 84.31
HIGH 82.65
0.618 81.62
0.500 81.31
0.382 80.99
LOW 79.96
0.618 78.30
1.000 77.27
1.618 75.61
2.618 72.92
4.250 68.53
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 81.98 82.14
PP 81.64 81.96
S1 81.31 81.79

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

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