NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 83.18 83.32 0.14 0.2% 83.08
High 83.35 84.13 0.78 0.9% 84.14
Low 82.56 81.75 -0.81 -1.0% 81.55
Close 83.18 82.25 -0.93 -1.1% 82.25
Range 0.79 2.38 1.59 201.3% 2.59
ATR 1.89 1.92 0.04 1.9% 0.00
Volume 28,375 19,473 -8,902 -31.4% 106,586
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.85 88.43 83.56
R3 87.47 86.05 82.90
R2 85.09 85.09 82.69
R1 83.67 83.67 82.47 83.19
PP 82.71 82.71 82.71 82.47
S1 81.29 81.29 82.03 80.81
S2 80.33 80.33 81.81
S3 77.95 78.91 81.60
S4 75.57 76.53 80.94
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.42 88.92 83.67
R3 87.83 86.33 82.96
R2 85.24 85.24 82.72
R1 83.74 83.74 82.49 83.20
PP 82.65 82.65 82.65 82.37
S1 81.15 81.15 82.01 80.61
S2 80.06 80.06 81.78
S3 77.47 78.56 81.54
S4 74.88 75.97 80.83
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% 1.65 2.0% 27% False False 21,317
10 84.14 79.24 4.90 6.0% 1.72 2.1% 61% False False 19,340
20 84.14 74.65 9.49 11.5% 1.90 2.3% 80% False False 15,077
40 84.14 71.64 12.50 15.2% 1.99 2.4% 85% False False 12,142
60 86.41 71.64 14.77 18.0% 1.82 2.2% 72% False False 9,425
80 86.41 71.64 14.77 18.0% 1.79 2.2% 72% False False 7,921
100 86.41 71.64 14.77 18.0% 1.78 2.2% 72% False False 7,039
120 86.41 70.06 16.35 19.9% 1.74 2.1% 75% False False 6,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 94.25
2.618 90.36
1.618 87.98
1.000 86.51
0.618 85.60
HIGH 84.13
0.618 83.22
0.500 82.94
0.382 82.66
LOW 81.75
0.618 80.28
1.000 79.37
1.618 77.90
2.618 75.52
4.250 71.64
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 82.94 82.95
PP 82.71 82.71
S1 82.48 82.48

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

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