NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 82.43 83.18 0.75 0.9% 81.00
High 84.14 83.35 -0.79 -0.9% 83.30
Low 82.00 82.56 0.56 0.7% 79.24
Close 83.19 83.18 -0.01 0.0% 82.82
Range 2.14 0.79 -1.35 -63.1% 4.06
ATR 1.97 1.89 -0.08 -4.3% 0.00
Volume 21,248 28,375 7,127 33.5% 86,815
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.40 85.08 83.61
R3 84.61 84.29 83.40
R2 83.82 83.82 83.32
R1 83.50 83.50 83.25 83.58
PP 83.03 83.03 83.03 83.07
S1 82.71 82.71 83.11 82.79
S2 82.24 82.24 83.04
S3 81.45 81.92 82.96
S4 80.66 81.13 82.75
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 81.55 2.59 3.1% 1.47 1.8% 63% False False 22,553
10 84.14 79.16 4.98 6.0% 1.67 2.0% 81% False False 18,429
20 84.14 74.65 9.49 11.4% 1.89 2.3% 90% False False 14,443
40 84.14 71.64 12.50 15.0% 1.98 2.4% 92% False False 11,862
60 86.41 71.64 14.77 17.8% 1.80 2.2% 78% False False 9,158
80 86.41 71.64 14.77 17.8% 1.77 2.1% 78% False False 7,725
100 86.41 71.64 14.77 17.8% 1.77 2.1% 78% False False 6,871
120 86.41 70.06 16.35 19.7% 1.72 2.1% 80% False False 6,152
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 0.39
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 86.71
2.618 85.42
1.618 84.63
1.000 84.14
0.618 83.84
HIGH 83.35
0.618 83.05
0.500 82.96
0.382 82.86
LOW 82.56
0.618 82.07
1.000 81.77
1.618 81.28
2.618 80.49
4.250 79.20
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 83.11 83.07
PP 83.03 82.96
S1 82.96 82.85

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

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