NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 82.93 84.15 1.22 1.5% 83.00
High 83.13 84.16 1.03 1.2% 84.50
Low 80.74 83.11 2.37 2.9% 81.99
Close 82.93 84.15 1.22 1.5% 82.58
Range 2.39 1.05 -1.34 -56.1% 2.51
ATR 1.84 1.79 -0.04 -2.4% 0.00
Volume 5,611 10,970 5,359 95.5% 50,948
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.96 86.60 84.73
R3 85.91 85.55 84.44
R2 84.86 84.86 84.34
R1 84.50 84.50 84.25 84.68
PP 83.81 83.81 83.81 83.89
S1 83.45 83.45 84.05 83.63
S2 82.76 82.76 83.96
S3 81.71 82.40 83.86
S4 80.66 81.35 83.57
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.55 89.08 83.96
R3 88.04 86.57 83.27
R2 85.53 85.53 83.04
R1 84.06 84.06 82.81 83.54
PP 83.02 83.02 83.02 82.77
S1 81.55 81.55 82.35 81.03
S2 80.51 80.51 82.12
S3 78.00 79.04 81.89
S4 75.49 76.53 81.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.42 80.51 3.91 4.6% 1.65 2.0% 93% False False 9,287
10 84.50 80.51 3.99 4.7% 1.53 1.8% 91% False False 10,251
20 84.50 78.62 5.88 7.0% 1.68 2.0% 94% False False 8,773
40 84.50 72.04 12.46 14.8% 1.78 2.1% 97% False False 7,281
60 86.58 72.04 14.54 17.3% 1.52 1.8% 83% False False 5,508
80 86.58 72.04 14.54 17.3% 1.37 1.6% 83% False False 4,750
100 86.58 72.04 14.54 17.3% 1.26 1.5% 83% False False 4,216
120 86.58 70.69 15.89 18.9% 1.18 1.4% 85% False False 3,797
Crabel Price Patterns
NR True
NR4 True
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.62
2.618 86.91
1.618 85.86
1.000 85.21
0.618 84.81
HIGH 84.16
0.618 83.76
0.500 83.64
0.382 83.51
LOW 83.11
0.618 82.46
1.000 82.06
1.618 81.41
2.618 80.36
4.250 78.65
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 83.98 83.55
PP 83.81 82.94
S1 83.64 82.34

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

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