NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 83.14 81.52 -1.62 -1.9% 82.22
High 83.26 82.50 -0.76 -0.9% 84.00
Low 81.00 79.70 -1.30 -1.6% 80.15
Close 81.77 82.38 0.61 0.7% 81.77
Range 2.26 2.80 0.54 23.9% 3.85
ATR 1.90 1.96 0.06 3.4% 0.00
Volume 35,885 23,490 -12,395 -34.5% 120,506
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.93 88.95 83.92
R3 87.13 86.15 83.15
R2 84.33 84.33 82.89
R1 83.35 83.35 82.64 83.84
PP 81.53 81.53 81.53 81.77
S1 80.55 80.55 82.12 81.04
S2 78.73 78.73 81.87
S3 75.93 77.75 81.61
S4 73.13 74.95 80.84
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.52 91.50 83.89
R3 89.67 87.65 82.83
R2 85.82 85.82 82.48
R1 83.80 83.80 82.12 82.89
PP 81.97 81.97 81.97 81.52
S1 79.95 79.95 81.42 79.04
S2 78.12 78.12 81.06
S3 74.27 76.10 80.71
S4 70.42 72.25 79.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.00 79.70 4.30 5.2% 1.93 2.3% 62% False True 24,999
10 84.14 79.70 4.44 5.4% 1.86 2.3% 60% False True 23,501
20 84.14 78.24 5.90 7.2% 1.88 2.3% 70% False False 19,420
40 84.14 71.64 12.50 15.2% 2.01 2.4% 86% False False 14,768
60 86.41 71.64 14.77 17.9% 1.85 2.2% 73% False False 11,472
80 86.41 71.64 14.77 17.9% 1.82 2.2% 73% False False 9,568
100 86.41 71.64 14.77 17.9% 1.79 2.2% 73% False False 8,272
120 86.41 70.45 15.96 19.4% 1.77 2.1% 75% False False 7,371
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 0.36
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 94.40
2.618 89.83
1.618 87.03
1.000 85.30
0.618 84.23
HIGH 82.50
0.618 81.43
0.500 81.10
0.382 80.77
LOW 79.70
0.618 77.97
1.000 76.90
1.618 75.17
2.618 72.37
4.250 67.80
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 81.95 82.16
PP 81.53 81.94
S1 81.10 81.72

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

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