NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 84.18 83.13 -1.05 -1.2% 84.25
High 84.28 84.62 0.34 0.4% 85.00
Low 83.43 82.53 -0.90 -1.1% 82.53
Close 84.18 83.13 -1.05 -1.2% 83.13
Range 0.85 2.09 1.24 145.9% 2.47
ATR 1.58 1.62 0.04 2.3% 0.00
Volume 3,632 4,147 515 14.2% 24,074
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.70 88.50 84.28
R3 87.61 86.41 83.70
R2 85.52 85.52 83.51
R1 84.32 84.32 83.32 84.18
PP 83.43 83.43 83.43 83.35
S1 82.23 82.23 82.94 82.09
S2 81.34 81.34 82.75
S3 79.25 80.14 82.56
S4 77.16 78.05 81.98
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.96 89.52 84.49
R3 88.49 87.05 83.81
R2 86.02 86.02 83.58
R1 84.58 84.58 83.36 84.07
PP 83.55 83.55 83.55 83.30
S1 82.11 82.11 82.90 81.60
S2 81.08 81.08 82.68
S3 78.61 79.64 82.45
S4 76.14 77.17 81.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.00 82.53 2.47 3.0% 1.31 1.6% 24% False True 4,814
10 85.00 80.15 4.85 5.8% 1.34 1.6% 61% False False 5,002
20 85.00 75.97 9.03 10.9% 1.48 1.8% 79% False False 4,226
40 85.00 73.17 11.83 14.2% 1.35 1.6% 84% False False 3,830
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 93.50
2.618 90.09
1.618 88.00
1.000 86.71
0.618 85.91
HIGH 84.62
0.618 83.82
0.500 83.58
0.382 83.33
LOW 82.53
0.618 81.24
1.000 80.44
1.618 79.15
2.618 77.06
4.250 73.65
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 83.58 83.77
PP 83.43 83.55
S1 83.28 83.34

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

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