NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 82.87 82.45 -0.42 -0.5% 83.70
High 84.61 82.79 -1.82 -2.2% 84.73
Low 82.38 80.86 -1.52 -1.8% 82.37
Close 82.87 81.42 -1.45 -1.7% 82.87
Range 2.23 1.93 -0.30 -13.5% 2.36
ATR 1.75 1.77 0.02 1.1% 0.00
Volume 8,041 10,458 2,417 30.1% 45,670
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.48 86.38 82.48
R3 85.55 84.45 81.95
R2 83.62 83.62 81.77
R1 82.52 82.52 81.60 82.11
PP 81.69 81.69 81.69 81.48
S1 80.59 80.59 81.24 80.18
S2 79.76 79.76 81.07
S3 77.83 78.66 80.89
S4 75.90 76.73 80.36
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.40 89.00 84.17
R3 88.04 86.64 83.52
R2 85.68 85.68 83.30
R1 84.28 84.28 83.09 83.80
PP 83.32 83.32 83.32 83.09
S1 81.92 81.92 82.65 81.44
S2 80.96 80.96 82.44
S3 78.60 79.56 82.22
S4 76.24 77.20 81.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.73 80.86 3.87 4.8% 1.69 2.1% 14% False True 9,332
10 84.73 80.28 4.45 5.5% 1.57 1.9% 26% False False 8,809
20 84.73 76.53 8.20 10.1% 1.72 2.1% 60% False False 7,698
40 84.73 72.43 12.30 15.1% 1.68 2.1% 73% False False 6,488
60 87.30 72.43 14.87 18.3% 1.44 1.8% 60% False False 5,201
80 87.30 72.43 14.87 18.3% 1.35 1.7% 60% False False 4,523
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.99
2.618 87.84
1.618 85.91
1.000 84.72
0.618 83.98
HIGH 82.79
0.618 82.05
0.500 81.83
0.382 81.60
LOW 80.86
0.618 79.67
1.000 78.93
1.618 77.74
2.618 75.81
4.250 72.66
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 81.83 82.74
PP 81.69 82.30
S1 81.56 81.86

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

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