NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 81.44 81.70 0.26 0.3% 81.58
High 82.70 82.54 -0.16 -0.2% 83.20
Low 81.44 81.00 -0.44 -0.5% 80.12
Close 81.83 81.33 -0.50 -0.6% 81.33
Range 1.26 1.54 0.28 22.2% 3.08
ATR 1.76 1.74 -0.02 -0.9% 0.00
Volume 11,635 15,405 3,770 32.4% 57,731
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.24 85.33 82.18
R3 84.70 83.79 81.75
R2 83.16 83.16 81.61
R1 82.25 82.25 81.47 81.94
PP 81.62 81.62 81.62 81.47
S1 80.71 80.71 81.19 80.40
S2 80.08 80.08 81.05
S3 78.54 79.17 80.91
S4 77.00 77.63 80.48
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.79 89.14 83.02
R3 87.71 86.06 82.18
R2 84.63 84.63 81.89
R1 82.98 82.98 81.61 82.27
PP 81.55 81.55 81.55 81.19
S1 79.90 79.90 81.05 79.19
S2 78.47 78.47 80.77
S3 75.39 76.82 80.48
S4 72.31 73.74 79.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.20 80.12 3.08 3.8% 1.63 2.0% 39% False False 11,546
10 84.16 80.12 4.04 5.0% 1.62 2.0% 30% False False 11,411
20 84.50 79.56 4.94 6.1% 1.61 2.0% 36% False False 10,635
40 84.50 72.04 12.46 15.3% 1.85 2.3% 75% False False 8,592
60 86.58 72.04 14.54 17.9% 1.59 1.9% 64% False False 6,827
80 86.58 72.04 14.54 17.9% 1.44 1.8% 64% False False 5,663
100 86.58 72.04 14.54 17.9% 1.29 1.6% 64% False False 4,979
120 86.58 72.04 14.54 17.9% 1.22 1.5% 64% False False 4,432
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.09
2.618 86.57
1.618 85.03
1.000 84.08
0.618 83.49
HIGH 82.54
0.618 81.95
0.500 81.77
0.382 81.59
LOW 81.00
0.618 80.05
1.000 79.46
1.618 78.51
2.618 76.97
4.250 74.46
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 81.77 81.85
PP 81.62 81.68
S1 81.48 81.50

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

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