NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 81.20 83.26 2.06 2.5% 81.52
High 83.59 83.53 -0.06 -0.1% 82.92
Low 81.20 82.61 1.41 1.7% 79.70
Close 83.02 83.17 0.15 0.2% 80.96
Range 2.39 0.92 -1.47 -61.5% 3.22
ATR 1.92 1.85 -0.07 -3.7% 0.00
Volume 25,098 40,221 15,123 60.3% 131,933
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.86 85.44 83.68
R3 84.94 84.52 83.42
R2 84.02 84.02 83.34
R1 83.60 83.60 83.25 83.35
PP 83.10 83.10 83.10 82.98
S1 82.68 82.68 83.09 82.43
S2 82.18 82.18 83.00
S3 81.26 81.76 82.92
S4 80.34 80.84 82.66
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 83.59 80.50 3.09 3.7% 1.58 1.9% 86% False False 29,701
10 84.00 79.70 4.30 5.2% 1.63 2.0% 81% False False 28,037
20 84.14 79.70 4.44 5.3% 1.66 2.0% 78% False False 24,209
40 84.14 71.64 12.50 15.0% 1.98 2.4% 92% False False 17,766
60 86.41 71.64 14.77 17.8% 1.88 2.3% 78% False False 14,111
80 86.41 71.64 14.77 17.8% 1.80 2.2% 78% False False 11,448
100 86.41 71.64 14.77 17.8% 1.76 2.1% 78% False False 9,768
120 86.41 71.64 14.77 17.8% 1.75 2.1% 78% False False 8,708
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.44
2.618 85.94
1.618 85.02
1.000 84.45
0.618 84.10
HIGH 83.53
0.618 83.18
0.500 83.07
0.382 82.96
LOW 82.61
0.618 82.04
1.000 81.69
1.618 81.12
2.618 80.20
4.250 78.70
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 83.14 82.80
PP 83.10 82.42
S1 83.07 82.05

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

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