NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 15-Mar-2010
Day Change Summary
Previous Current
12-Mar-2010 15-Mar-2010 Change Change % Previous Week
Open 83.13 81.66 -1.47 -1.8% 84.25
High 84.62 82.73 -1.89 -2.2% 85.00
Low 82.53 81.33 -1.20 -1.5% 82.53
Close 83.13 81.66 -1.47 -1.8% 83.13
Range 2.09 1.40 -0.69 -33.0% 2.47
ATR 1.62 1.63 0.01 0.8% 0.00
Volume 4,147 4,642 495 11.9% 24,074
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.11 85.28 82.43
R3 84.71 83.88 82.05
R2 83.31 83.31 81.92
R1 82.48 82.48 81.79 82.36
PP 81.91 81.91 81.91 81.85
S1 81.08 81.08 81.53 80.96
S2 80.51 80.51 81.40
S3 79.11 79.68 81.28
S4 77.71 78.28 80.89
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 81.33 3.67 4.5% 1.46 1.8% 9% False True 4,817
10 85.00 80.69 4.31 5.3% 1.27 1.6% 23% False False 4,776
20 85.00 78.78 6.22 7.6% 1.43 1.7% 46% False False 4,316
40 85.00 73.17 11.83 14.5% 1.37 1.7% 72% False False 3,886
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.68
2.618 86.40
1.618 85.00
1.000 84.13
0.618 83.60
HIGH 82.73
0.618 82.20
0.500 82.03
0.382 81.86
LOW 81.33
0.618 80.46
1.000 79.93
1.618 79.06
2.618 77.66
4.250 75.38
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 82.03 82.98
PP 81.91 82.54
S1 81.78 82.10

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

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