NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 82.80 82.90 0.10 0.1% 81.31
High 83.14 84.27 1.13 1.4% 82.54
Low 82.18 82.63 0.45 0.5% 79.27
Close 82.77 84.18 1.41 1.7% 80.47
Range 0.96 1.64 0.68 70.8% 3.27
ATR 1.94 1.92 -0.02 -1.1% 0.00
Volume 87,226 80,805 -6,421 -7.4% 415,262
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.61 88.04 85.08
R3 86.97 86.40 84.63
R2 85.33 85.33 84.48
R1 84.76 84.76 84.33 85.05
PP 83.69 83.69 83.69 83.84
S1 83.12 83.12 84.03 83.41
S2 82.05 82.05 83.88
S3 80.41 81.48 83.73
S4 78.77 79.84 83.28
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 84.27 80.03 4.24 5.0% 1.66 2.0% 98% True False 87,155
10 84.27 79.27 5.00 5.9% 1.76 2.1% 98% True False 81,558
20 84.27 79.27 5.00 5.9% 1.78 2.1% 98% True False 72,590
40 84.27 70.75 13.52 16.1% 2.09 2.5% 99% True False 58,502
60 85.95 70.75 15.20 18.1% 2.03 2.4% 88% False False 49,351
80 85.95 70.75 15.20 18.1% 1.97 2.3% 88% False False 42,107
100 85.95 70.75 15.20 18.1% 2.00 2.4% 88% False False 37,162
120 85.95 70.75 15.20 18.1% 2.01 2.4% 88% False False 33,411
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.24
2.618 88.56
1.618 86.92
1.000 85.91
0.618 85.28
HIGH 84.27
0.618 83.64
0.500 83.45
0.382 83.26
LOW 82.63
0.618 81.62
1.000 80.99
1.618 79.98
2.618 78.34
4.250 75.66
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 83.94 83.62
PP 83.69 83.05
S1 83.45 82.49

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

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