NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 80.70 80.54 -0.16 -0.2% 81.31
High 81.92 81.90 -0.02 0.0% 82.54
Low 80.58 80.03 -0.55 -0.7% 79.27
Close 80.99 80.47 -0.52 -0.6% 80.47
Range 1.34 1.87 0.53 39.6% 3.27
ATR 1.97 1.96 -0.01 -0.4% 0.00
Volume 87,468 103,681 16,213 18.5% 415,262
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.41 85.31 81.50
R3 84.54 83.44 80.98
R2 82.67 82.67 80.81
R1 81.57 81.57 80.64 81.19
PP 80.80 80.80 80.80 80.61
S1 79.70 79.70 80.30 79.32
S2 78.93 78.93 80.13
S3 77.06 77.83 79.96
S4 75.19 75.96 79.44
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.57 88.79 82.27
R3 87.30 85.52 81.37
R2 84.03 84.03 81.07
R1 82.25 82.25 80.77 81.51
PP 80.76 80.76 80.76 80.39
S1 78.98 78.98 80.17 78.24
S2 77.49 77.49 79.87
S3 74.22 75.71 79.57
S4 70.95 72.44 78.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.54 79.27 3.27 4.1% 1.83 2.3% 37% False False 83,052
10 83.70 79.27 4.43 5.5% 1.88 2.3% 27% False False 76,673
20 83.80 78.84 4.96 6.2% 1.86 2.3% 33% False False 67,613
40 83.80 70.75 13.05 16.2% 2.16 2.7% 74% False False 54,519
60 85.95 70.75 15.20 18.9% 2.00 2.5% 64% False False 45,973
80 85.95 70.75 15.20 18.9% 1.97 2.5% 64% False False 39,891
100 85.95 70.75 15.20 18.9% 2.01 2.5% 64% False False 35,139
120 85.95 70.75 15.20 18.9% 2.01 2.5% 64% False False 31,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.85
2.618 86.80
1.618 84.93
1.000 83.77
0.618 83.06
HIGH 81.90
0.618 81.19
0.500 80.97
0.382 80.74
LOW 80.03
0.618 78.87
1.000 78.16
1.618 77.00
2.618 75.13
4.250 72.08
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 80.97 81.02
PP 80.80 80.83
S1 80.64 80.65

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

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