NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 82.75 82.43 -0.32 -0.4% 81.00
High 83.09 84.14 1.05 1.3% 83.30
Low 81.55 82.00 0.45 0.6% 79.24
Close 82.75 83.19 0.44 0.5% 82.82
Range 1.54 2.14 0.60 39.0% 4.06
ATR 1.96 1.97 0.01 0.6% 0.00
Volume 21,923 21,248 -675 -3.1% 86,815
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.53 88.50 84.37
R3 87.39 86.36 83.78
R2 85.25 85.25 83.58
R1 84.22 84.22 83.39 84.74
PP 83.11 83.11 83.11 83.37
S1 82.08 82.08 82.99 82.60
S2 80.97 80.97 82.80
S3 78.83 79.94 82.60
S4 76.69 77.80 82.01
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.97 92.45 85.05
R3 89.91 88.39 83.94
R2 85.85 85.85 83.56
R1 84.33 84.33 83.19 85.09
PP 81.79 81.79 81.79 82.17
S1 80.27 80.27 82.45 81.03
S2 77.73 77.73 82.08
S3 73.67 76.21 81.70
S4 69.61 72.15 80.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.14 81.04 3.10 3.7% 1.52 1.8% 69% True False 20,894
10 84.14 78.24 5.90 7.1% 1.91 2.3% 84% True False 17,075
20 84.14 74.57 9.57 11.5% 1.96 2.4% 90% True False 13,806
40 84.96 71.64 13.32 16.0% 2.02 2.4% 87% False False 11,278
60 86.41 71.64 14.77 17.8% 1.80 2.2% 78% False False 8,761
80 86.41 71.64 14.77 17.8% 1.79 2.1% 78% False False 7,397
100 86.41 71.64 14.77 17.8% 1.78 2.1% 78% False False 6,607
120 86.41 70.06 16.35 19.7% 1.72 2.1% 80% False False 5,936
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 0.37
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.24
2.618 89.74
1.618 87.60
1.000 86.28
0.618 85.46
HIGH 84.14
0.618 83.32
0.500 83.07
0.382 82.82
LOW 82.00
0.618 80.68
1.000 79.86
1.618 78.54
2.618 76.40
4.250 72.91
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 83.15 83.08
PP 83.11 82.96
S1 83.07 82.85

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

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