NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 83.25 82.93 -0.32 -0.4% 81.66
High 83.33 83.58 0.25 0.3% 84.60
Low 80.82 82.51 1.69 2.1% 81.33
Close 83.25 83.44 0.19 0.2% 82.61
Range 2.51 1.07 -1.44 -57.4% 3.27
ATR 1.66 1.62 -0.04 -2.5% 0.00
Volume 6,965 2,548 -4,417 -63.4% 23,761
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.39 85.98 84.03
R3 85.32 84.91 83.73
R2 84.25 84.25 83.64
R1 83.84 83.84 83.54 84.05
PP 83.18 83.18 83.18 83.28
S1 82.77 82.77 83.34 82.98
S2 82.11 82.11 83.24
S3 81.04 81.70 83.15
S4 79.97 80.63 82.85
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 92.66 90.90 84.41
R3 89.39 87.63 83.51
R2 86.12 86.12 83.21
R1 84.36 84.36 82.91 85.24
PP 82.85 82.85 82.85 83.29
S1 81.09 81.09 82.31 81.97
S2 79.58 79.58 82.01
S3 76.31 77.82 81.71
S4 73.04 74.55 80.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.60 80.82 3.78 4.5% 1.13 1.4% 69% False False 5,331
10 85.00 80.82 4.18 5.0% 1.30 1.6% 63% False False 4,835
20 85.00 79.20 5.80 7.0% 1.37 1.6% 73% False False 4,625
40 85.00 73.17 11.83 14.2% 1.37 1.6% 87% False False 4,235
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.13
2.618 86.38
1.618 85.31
1.000 84.65
0.618 84.24
HIGH 83.58
0.618 83.17
0.500 83.05
0.382 82.92
LOW 82.51
0.618 81.85
1.000 81.44
1.618 80.78
2.618 79.71
4.250 77.96
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 83.31 83.03
PP 83.18 82.61
S1 83.05 82.20

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

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