NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 83.78 84.13 0.35 0.4% 80.75
High 84.04 85.00 0.96 1.1% 84.10
Low 83.00 83.10 0.10 0.1% 80.15
Close 83.78 84.13 0.35 0.4% 83.77
Range 1.04 1.90 0.86 82.7% 3.95
ATR 1.62 1.64 0.02 1.2% 0.00
Volume 4,364 7,300 2,936 67.3% 25,950
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.78 88.85 85.18
R3 87.88 86.95 84.65
R2 85.98 85.98 84.48
R1 85.05 85.05 84.30 85.08
PP 84.08 84.08 84.08 84.09
S1 83.15 83.15 83.96 83.18
S2 82.18 82.18 83.78
S3 80.28 81.25 83.61
S4 78.38 79.35 83.09
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 94.52 93.10 85.94
R3 90.57 89.15 84.86
R2 86.62 86.62 84.49
R1 85.20 85.20 84.13 85.91
PP 82.67 82.67 82.67 83.03
S1 81.25 81.25 83.41 81.96
S2 78.72 78.72 83.05
S3 74.77 77.30 82.68
S4 70.82 73.35 81.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.00 81.94 3.06 3.6% 1.12 1.3% 72% True False 5,485
10 85.00 79.20 5.80 6.9% 1.46 1.7% 85% True False 4,843
20 85.00 75.97 9.03 10.7% 1.55 1.8% 90% True False 4,119
40 85.00 73.17 11.83 14.1% 1.34 1.6% 93% True False 3,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.08
2.618 89.97
1.618 88.07
1.000 86.90
0.618 86.17
HIGH 85.00
0.618 84.27
0.500 84.05
0.382 83.83
LOW 83.10
0.618 81.93
1.000 81.20
1.618 80.03
2.618 78.13
4.250 75.03
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 84.10 84.09
PP 84.08 84.04
S1 84.05 84.00

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

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