NYMEX Light Sweet Crude Oil Future June 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 82.00 80.70 -1.30 -1.6% 81.86
High 82.00 81.92 -0.08 -0.1% 83.70
Low 80.30 80.58 0.28 0.3% 79.77
Close 81.01 80.99 -0.02 0.0% 81.36
Range 1.70 1.34 -0.36 -21.2% 3.93
ATR 2.02 1.97 -0.05 -2.4% 0.00
Volume 65,774 87,468 21,694 33.0% 351,477
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.18 84.43 81.73
R3 83.84 83.09 81.36
R2 82.50 82.50 81.24
R1 81.75 81.75 81.11 82.13
PP 81.16 81.16 81.16 81.35
S1 80.41 80.41 80.87 80.79
S2 79.82 79.82 80.74
S3 78.48 79.07 80.62
S4 77.14 77.73 80.25
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 82.84 79.27 3.57 4.4% 1.91 2.4% 48% False False 79,060
10 83.80 79.27 4.53 5.6% 1.95 2.4% 38% False False 72,466
20 83.80 78.65 5.15 6.4% 1.87 2.3% 45% False False 63,994
40 83.80 70.75 13.05 16.1% 2.15 2.7% 78% False False 52,826
60 85.95 70.75 15.20 18.8% 1.99 2.5% 67% False False 44,388
80 85.95 70.75 15.20 18.8% 1.98 2.4% 67% False False 38,780
100 85.95 70.75 15.20 18.8% 2.02 2.5% 67% False False 34,225
120 85.95 70.75 15.20 18.8% 2.01 2.5% 67% False False 30,953
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.62
2.618 85.43
1.618 84.09
1.000 83.26
0.618 82.75
HIGH 81.92
0.618 81.41
0.500 81.25
0.382 81.09
LOW 80.58
0.618 79.75
1.000 79.24
1.618 78.41
2.618 77.07
4.250 74.89
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 81.25 81.42
PP 81.16 81.28
S1 81.08 81.13

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

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