NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 83.26 83.18 -0.08 -0.1% 81.52
High 83.53 84.65 1.12 1.3% 82.92
Low 82.61 83.04 0.43 0.5% 79.70
Close 83.17 84.57 1.40 1.7% 80.96
Range 0.92 1.61 0.69 75.0% 3.22
ATR 1.85 1.83 -0.02 -0.9% 0.00
Volume 40,221 30,616 -9,605 -23.9% 131,933
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.92 88.35 85.46
R3 87.31 86.74 85.01
R2 85.70 85.70 84.87
R1 85.13 85.13 84.72 85.42
PP 84.09 84.09 84.09 84.23
S1 83.52 83.52 84.42 83.81
S2 82.48 82.48 84.27
S3 80.87 81.91 84.13
S4 79.26 80.30 83.68
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 84.65 80.50 4.15 4.9% 1.60 1.9% 98% True False 30,964
10 84.65 79.70 4.95 5.9% 1.67 2.0% 98% True False 28,777
20 84.65 79.70 4.95 5.9% 1.66 2.0% 98% True False 25,034
40 84.65 71.64 13.01 15.4% 1.95 2.3% 99% True False 18,369
60 86.41 71.64 14.77 17.5% 1.89 2.2% 88% False False 14,576
80 86.41 71.64 14.77 17.5% 1.80 2.1% 88% False False 11,797
100 86.41 71.64 14.77 17.5% 1.76 2.1% 88% False False 10,034
120 86.41 71.64 14.77 17.5% 1.75 2.1% 88% False False 8,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.49
2.618 88.86
1.618 87.25
1.000 86.26
0.618 85.64
HIGH 84.65
0.618 84.03
0.500 83.85
0.382 83.66
LOW 83.04
0.618 82.05
1.000 81.43
1.618 80.44
2.618 78.83
4.250 76.20
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 84.33 84.02
PP 84.09 83.47
S1 83.85 82.93

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

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