NYMEX Light Sweet Crude Oil Future August 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 83.52 83.32 -0.20 -0.2% 81.13
High 83.90 83.52 -0.38 -0.5% 84.16
Low 83.21 81.39 -1.82 -2.2% 80.51
Close 83.68 82.12 -1.56 -1.9% 82.12
Range 0.69 2.13 1.44 208.7% 3.65
ATR 1.73 1.77 0.04 2.3% 0.00
Volume 10,581 19,877 9,296 87.9% 56,384
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.73 87.56 83.29
R3 86.60 85.43 82.71
R2 84.47 84.47 82.51
R1 83.30 83.30 82.32 82.82
PP 82.34 82.34 82.34 82.11
S1 81.17 81.17 81.92 80.69
S2 80.21 80.21 81.73
S3 78.08 79.04 81.53
S4 75.95 76.91 80.95
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.21 91.32 84.13
R3 89.56 87.67 83.12
R2 85.91 85.91 82.79
R1 84.02 84.02 82.45 84.97
PP 82.26 82.26 82.26 82.74
S1 80.37 80.37 81.79 81.32
S2 78.61 78.61 81.45
S3 74.96 76.72 81.12
S4 71.31 73.07 80.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.16 80.51 3.65 4.4% 1.61 2.0% 44% False False 11,276
10 84.50 80.51 3.99 4.9% 1.58 1.9% 40% False False 10,733
20 84.50 78.62 5.88 7.2% 1.62 2.0% 60% False False 9,854
40 84.50 72.04 12.46 15.2% 1.78 2.2% 81% False False 7,776
60 86.58 72.04 14.54 17.7% 1.54 1.9% 69% False False 5,950
80 86.58 72.04 14.54 17.7% 1.39 1.7% 69% False False 5,098
100 86.58 72.04 14.54 17.7% 1.27 1.5% 69% False False 4,482
120 86.58 70.69 15.89 19.3% 1.18 1.4% 72% False False 4,005
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.57
2.618 89.10
1.618 86.97
1.000 85.65
0.618 84.84
HIGH 83.52
0.618 82.71
0.500 82.46
0.382 82.20
LOW 81.39
0.618 80.07
1.000 79.26
1.618 77.94
2.618 75.81
4.250 72.34
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 82.46 82.78
PP 82.34 82.56
S1 82.23 82.34

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

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