NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 83.44 82.80 -0.64 -0.8% 81.86
High 83.48 82.84 -0.64 -0.8% 83.70
Low 82.40 80.53 -1.87 -2.3% 79.77
Close 82.94 81.36 -1.58 -1.9% 81.36
Range 1.08 2.31 1.23 113.9% 3.93
ATR 1.99 2.02 0.03 1.5% 0.00
Volume 71,972 83,719 11,747 16.3% 351,477
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.51 87.24 82.63
R3 86.20 84.93 82.00
R2 83.89 83.89 81.78
R1 82.62 82.62 81.57 82.10
PP 81.58 81.58 81.58 81.32
S1 80.31 80.31 81.15 79.79
S2 79.27 79.27 80.94
S3 76.96 78.00 80.72
S4 74.65 75.69 80.09
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.40 91.31 83.52
R3 89.47 87.38 82.44
R2 85.54 85.54 82.08
R1 83.45 83.45 81.72 82.53
PP 81.61 81.61 81.61 81.15
S1 79.52 79.52 81.00 78.60
S2 77.68 77.68 80.64
S3 73.75 75.59 80.28
S4 69.82 71.66 79.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.70 79.77 3.93 4.8% 1.94 2.4% 40% False False 70,295
10 83.80 79.77 4.03 5.0% 1.87 2.3% 39% False False 67,301
20 83.80 77.84 5.96 7.3% 1.92 2.4% 59% False False 57,302
40 83.80 70.75 13.05 16.0% 2.15 2.6% 81% False False 48,337
60 85.95 70.75 15.20 18.7% 2.00 2.5% 70% False False 40,204
80 85.95 70.75 15.20 18.7% 2.02 2.5% 70% False False 35,967
100 85.95 70.75 15.20 18.7% 2.05 2.5% 70% False False 31,722
120 85.95 69.58 16.37 20.1% 2.02 2.5% 72% False False 28,729
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.66
2.618 88.89
1.618 86.58
1.000 85.15
0.618 84.27
HIGH 82.84
0.618 81.96
0.500 81.69
0.382 81.41
LOW 80.53
0.618 79.10
1.000 78.22
1.618 76.79
2.618 74.48
4.250 70.71
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 81.69 82.12
PP 81.58 81.86
S1 81.47 81.61

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

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