NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 83.77 82.39 -1.38 -1.6% 82.45
High 84.20 83.83 -0.37 -0.4% 84.30
Low 83.42 81.61 -1.81 -2.2% 80.86
Close 83.94 82.39 -1.55 -1.8% 82.39
Range 0.78 2.22 1.44 184.6% 3.44
ATR 1.70 1.74 0.05 2.7% 0.00
Volume 8,965 10,708 1,743 19.4% 46,308
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.27 88.05 83.61
R3 87.05 85.83 83.00
R2 84.83 84.83 82.80
R1 83.61 83.61 82.59 83.50
PP 82.61 82.61 82.61 82.56
S1 81.39 81.39 82.19 81.28
S2 80.39 80.39 81.98
S3 78.17 79.17 81.78
S4 75.95 76.95 81.17
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 92.84 91.05 84.28
R3 89.40 87.61 83.34
R2 85.96 85.96 83.02
R1 84.17 84.17 82.71 83.35
PP 82.52 82.52 82.52 82.10
S1 80.73 80.73 82.07 79.91
S2 79.08 79.08 81.76
S3 75.64 77.29 81.44
S4 72.20 73.85 80.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.30 80.86 3.44 4.2% 1.65 2.0% 44% False False 9,261
10 84.73 80.86 3.87 4.7% 1.60 1.9% 40% False False 9,197
20 84.73 78.88 5.85 7.1% 1.63 2.0% 60% False False 8,578
40 84.73 72.43 12.30 14.9% 1.74 2.1% 81% False False 7,034
60 87.30 72.43 14.87 18.0% 1.51 1.8% 67% False False 5,578
80 87.30 72.43 14.87 18.0% 1.40 1.7% 67% False False 4,890
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 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.27
2.618 89.64
1.618 87.42
1.000 86.05
0.618 85.20
HIGH 83.83
0.618 82.98
0.500 82.72
0.382 82.46
LOW 81.61
0.618 80.24
1.000 79.39
1.618 78.02
2.618 75.80
4.250 72.18
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 82.72 82.96
PP 82.61 82.77
S1 82.50 82.58

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

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