NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 83.32 82.22 -1.10 -1.3% 83.08
High 84.13 82.25 -1.88 -2.2% 84.14
Low 81.75 80.15 -1.60 -2.0% 81.55
Close 82.25 80.80 -1.45 -1.8% 82.25
Range 2.38 2.10 -0.28 -11.8% 2.59
ATR 1.92 1.94 0.01 0.6% 0.00
Volume 19,473 19,001 -472 -2.4% 106,586
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.37 86.18 81.96
R3 85.27 84.08 81.38
R2 83.17 83.17 81.19
R1 81.98 81.98 80.99 81.53
PP 81.07 81.07 81.07 80.84
S1 79.88 79.88 80.61 79.43
S2 78.97 78.97 80.42
S3 76.87 77.78 80.22
S4 74.77 75.68 79.65
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 80.15 3.99 4.9% 1.79 2.2% 16% False True 22,004
10 84.14 79.59 4.55 5.6% 1.69 2.1% 27% False False 19,904
20 84.14 75.73 8.41 10.4% 1.90 2.3% 60% False False 15,378
40 84.14 71.64 12.50 15.5% 2.01 2.5% 73% False False 12,454
60 86.41 71.64 14.77 18.3% 1.84 2.3% 62% False False 9,711
80 86.41 71.64 14.77 18.3% 1.79 2.2% 62% False False 8,134
100 86.41 71.64 14.77 18.3% 1.79 2.2% 62% False False 7,197
120 86.41 70.06 16.35 20.2% 1.75 2.2% 66% False False 6,454
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.18
2.618 87.75
1.618 85.65
1.000 84.35
0.618 83.55
HIGH 82.25
0.618 81.45
0.500 81.20
0.382 80.95
LOW 80.15
0.618 78.85
1.000 78.05
1.618 76.75
2.618 74.65
4.250 71.23
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 81.20 82.14
PP 81.07 81.69
S1 80.93 81.25

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

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