NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 80.54 80.84 0.30 0.4% 81.31
High 81.90 83.18 1.28 1.6% 82.54
Low 80.03 80.71 0.68 0.8% 79.27
Close 80.47 82.59 2.12 2.6% 80.47
Range 1.87 2.47 0.60 32.1% 3.27
ATR 1.96 2.02 0.05 2.7% 0.00
Volume 103,681 76,598 -27,083 -26.1% 415,262
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.57 88.55 83.95
R3 87.10 86.08 83.27
R2 84.63 84.63 83.04
R1 83.61 83.61 82.82 84.12
PP 82.16 82.16 82.16 82.42
S1 81.14 81.14 82.36 81.65
S2 79.69 79.69 82.14
S3 77.22 78.67 81.91
S4 74.75 76.20 81.23
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 83.18 80.03 3.15 3.8% 1.74 2.1% 81% True False 84,153
10 83.70 79.27 4.43 5.4% 1.91 2.3% 75% False False 77,324
20 83.80 79.11 4.69 5.7% 1.87 2.3% 74% False False 68,620
40 83.80 70.75 13.05 15.8% 2.16 2.6% 91% False False 55,683
60 85.95 70.75 15.20 18.4% 2.03 2.5% 78% False False 47,017
80 85.95 70.75 15.20 18.4% 1.98 2.4% 78% False False 40,620
100 85.95 70.75 15.20 18.4% 2.01 2.4% 78% False False 35,757
120 85.95 70.75 15.20 18.4% 2.01 2.4% 78% False False 32,221
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 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.68
2.618 89.65
1.618 87.18
1.000 85.65
0.618 84.71
HIGH 83.18
0.618 82.24
0.500 81.95
0.382 81.65
LOW 80.71
0.618 79.18
1.000 78.24
1.618 76.71
2.618 74.24
4.250 70.21
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 82.38 82.26
PP 82.16 81.93
S1 81.95 81.61

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

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