NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 80.84 82.80 1.96 2.4% 81.31
High 83.18 83.14 -0.04 0.0% 82.54
Low 80.71 82.18 1.47 1.8% 79.27
Close 82.59 82.77 0.18 0.2% 80.47
Range 2.47 0.96 -1.51 -61.1% 3.27
ATR 2.02 1.94 -0.08 -3.7% 0.00
Volume 76,598 87,226 10,628 13.9% 415,262
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.58 85.13 83.30
R3 84.62 84.17 83.03
R2 83.66 83.66 82.95
R1 83.21 83.21 82.86 82.96
PP 82.70 82.70 82.70 82.57
S1 82.25 82.25 82.68 82.00
S2 81.74 81.74 82.59
S3 80.78 81.29 82.51
S4 79.82 80.33 82.24
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% 1.67 2.0% 87% False False 84,149
10 83.70 79.27 4.43 5.4% 1.74 2.1% 79% False False 80,982
20 83.80 79.27 4.53 5.5% 1.78 2.2% 77% False False 70,713
40 83.80 70.75 13.05 15.8% 2.13 2.6% 92% False False 57,141
60 85.95 70.75 15.20 18.4% 2.03 2.5% 79% False False 48,224
80 85.95 70.75 15.20 18.4% 1.97 2.4% 79% False False 41,381
100 85.95 70.75 15.20 18.4% 1.99 2.4% 79% False False 36,487
120 85.95 70.75 15.20 18.4% 2.01 2.4% 79% False False 32,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 87.22
2.618 85.65
1.618 84.69
1.000 84.10
0.618 83.73
HIGH 83.14
0.618 82.77
0.500 82.66
0.382 82.55
LOW 82.18
0.618 81.59
1.000 81.22
1.618 80.63
2.618 79.67
4.250 78.10
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 82.73 82.38
PP 82.70 81.99
S1 82.66 81.61

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

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