NYMEX Light Sweet Crude Oil Future October 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 82.34 81.84 -0.50 -0.6% 83.25
High 83.13 81.85 -1.28 -1.5% 83.58
Low 81.91 81.52 -0.39 -0.5% 80.82
Close 82.34 81.81 -0.53 -0.6% 81.81
Range 1.22 0.33 -0.89 -73.0% 2.76
ATR 1.58 1.53 -0.05 -3.4% 0.00
Volume 3,514 3,884 370 10.5% 19,473
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 82.72 82.59 81.99
R3 82.39 82.26 81.90
R2 82.06 82.06 81.87
R1 81.93 81.93 81.84 81.83
PP 81.73 81.73 81.73 81.68
S1 81.60 81.60 81.78 81.50
S2 81.40 81.40 81.75
S3 81.07 81.27 81.72
S4 80.74 80.94 81.63
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.35 88.84 83.33
R3 87.59 86.08 82.57
R2 84.83 84.83 82.32
R1 83.32 83.32 82.06 82.70
PP 82.07 82.07 82.07 81.76
S1 80.56 80.56 81.56 79.94
S2 79.31 79.31 81.30
S3 76.55 77.80 81.05
S4 73.79 75.04 80.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.58 80.82 2.76 3.4% 1.17 1.4% 36% False False 3,894
10 84.60 80.82 3.78 4.6% 1.04 1.3% 26% False False 4,323
20 85.00 80.15 4.85 5.9% 1.19 1.5% 34% False False 4,662
40 85.00 73.17 11.83 14.5% 1.35 1.7% 73% False False 4,289
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.25
2.618 82.71
1.618 82.38
1.000 82.18
0.618 82.05
HIGH 81.85
0.618 81.72
0.500 81.69
0.382 81.65
LOW 81.52
0.618 81.32
1.000 81.19
1.618 80.99
2.618 80.66
4.250 80.12
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 81.77 82.33
PP 81.73 82.15
S1 81.69 81.98

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

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