NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 82.22 82.65 0.43 0.5% 83.08
High 82.25 82.96 0.71 0.9% 84.14
Low 80.15 80.49 0.34 0.4% 81.55
Close 80.80 82.65 1.85 2.3% 82.25
Range 2.10 2.47 0.37 17.6% 2.59
ATR 1.94 1.98 0.04 2.0% 0.00
Volume 19,001 18,381 -620 -3.3% 106,586
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.44 88.52 84.01
R3 86.97 86.05 83.33
R2 84.50 84.50 83.10
R1 83.58 83.58 82.88 83.89
PP 82.03 82.03 82.03 82.19
S1 81.11 81.11 82.42 81.42
S2 79.56 79.56 82.20
S3 77.09 78.64 81.97
S4 74.62 76.17 81.29
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 4.8% 1.98 2.4% 63% False False 21,295
10 84.14 80.15 3.99 4.8% 1.70 2.1% 63% False False 20,381
20 84.14 78.24 5.90 7.1% 1.85 2.2% 75% False False 15,763
40 84.14 71.64 12.50 15.1% 2.04 2.5% 88% False False 12,770
60 86.41 71.64 14.77 17.9% 1.86 2.2% 75% False False 9,933
80 86.41 71.64 14.77 17.9% 1.80 2.2% 75% False False 8,345
100 86.41 71.64 14.77 17.9% 1.80 2.2% 75% False False 7,345
120 86.41 70.06 16.35 19.8% 1.76 2.1% 77% False False 6,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 93.46
2.618 89.43
1.618 86.96
1.000 85.43
0.618 84.49
HIGH 82.96
0.618 82.02
0.500 81.73
0.382 81.43
LOW 80.49
0.618 78.96
1.000 78.02
1.618 76.49
2.618 74.02
4.250 69.99
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 82.34 82.48
PP 82.03 82.31
S1 81.73 82.14

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

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