NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 81.81 81.44 -0.37 -0.5% 81.13
High 82.52 82.70 0.18 0.2% 84.16
Low 81.14 81.44 0.30 0.4% 80.51
Close 81.81 81.83 0.02 0.0% 82.12
Range 1.38 1.26 -0.12 -8.7% 3.65
ATR 1.80 1.76 -0.04 -2.1% 0.00
Volume 11,220 11,635 415 3.7% 56,384
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.77 85.06 82.52
R3 84.51 83.80 82.18
R2 83.25 83.25 82.06
R1 82.54 82.54 81.95 82.90
PP 81.99 81.99 81.99 82.17
S1 81.28 81.28 81.71 81.64
S2 80.73 80.73 81.60
S3 79.47 80.02 81.48
S4 78.21 78.76 81.14
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 83.52 80.12 3.40 4.2% 1.75 2.1% 50% False False 12,440
10 84.42 80.12 4.30 5.3% 1.69 2.1% 40% False False 11,170
20 84.50 79.53 4.97 6.1% 1.62 2.0% 46% False False 10,146
40 84.50 72.04 12.46 15.2% 1.84 2.2% 79% False False 8,329
60 86.58 72.04 14.54 17.8% 1.57 1.9% 67% False False 6,581
80 86.58 72.04 14.54 17.8% 1.44 1.8% 67% False False 5,529
100 86.58 72.04 14.54 17.8% 1.29 1.6% 67% False False 4,843
120 86.58 72.04 14.54 17.8% 1.21 1.5% 67% False False 4,317
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.06
2.618 86.00
1.618 84.74
1.000 83.96
0.618 83.48
HIGH 82.70
0.618 82.22
0.500 82.07
0.382 81.92
LOW 81.44
0.618 80.66
1.000 80.18
1.618 79.40
2.618 78.14
4.250 76.09
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 82.07 82.17
PP 81.99 82.06
S1 81.91 81.94

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

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