NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 81.13 81.00 -0.13 -0.2% 81.52
High 82.36 82.34 -0.02 0.0% 82.92
Low 81.13 80.50 -0.63 -0.8% 79.70
Close 81.46 80.96 -0.50 -0.6% 80.96
Range 1.23 1.84 0.61 49.6% 3.22
ATR 1.87 1.86 0.00 -0.1% 0.00
Volume 26,916 31,972 5,056 18.8% 131,933
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.79 85.71 81.97
R3 84.95 83.87 81.47
R2 83.11 83.11 81.30
R1 82.03 82.03 81.13 81.65
PP 81.27 81.27 81.27 81.08
S1 80.19 80.19 80.79 79.81
S2 79.43 79.43 80.62
S3 77.59 78.35 80.45
S4 75.75 76.51 79.95
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.85 89.13 82.73
R3 87.63 85.91 81.85
R2 84.41 84.41 81.55
R1 82.69 82.69 81.26 81.94
PP 81.19 81.19 81.19 80.82
S1 79.47 79.47 80.66 78.72
S2 77.97 77.97 80.37
S3 74.75 76.25 80.07
S4 71.53 73.03 79.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.92 79.70 3.22 4.0% 1.73 2.1% 39% False False 26,386
10 84.00 79.70 4.30 5.3% 1.76 2.2% 29% False False 25,243
20 84.14 79.24 4.90 6.1% 1.74 2.1% 35% False False 22,292
40 84.14 71.64 12.50 15.4% 2.01 2.5% 75% False False 16,557
60 86.41 71.64 14.77 18.2% 1.85 2.3% 63% False False 13,124
80 86.41 71.64 14.77 18.2% 1.79 2.2% 63% False False 10,727
100 86.41 71.64 14.77 18.2% 1.77 2.2% 63% False False 9,198
120 86.41 71.64 14.77 18.2% 1.75 2.2% 63% False False 8,198
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.16
2.618 87.16
1.618 85.32
1.000 84.18
0.618 83.48
HIGH 82.34
0.618 81.64
0.500 81.42
0.382 81.20
LOW 80.50
0.618 79.36
1.000 78.66
1.618 77.52
2.618 75.68
4.250 72.68
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 81.42 81.43
PP 81.27 81.27
S1 81.11 81.12

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

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