NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 29-Mar-2010
Day Change Summary
Previous Current
26-Mar-2010 29-Mar-2010 Change Change % Previous Week
Open 81.84 82.24 0.40 0.5% 83.25
High 81.85 84.35 2.50 3.1% 83.58
Low 81.52 82.24 0.72 0.9% 80.82
Close 81.81 83.70 1.89 2.3% 81.81
Range 0.33 2.11 1.78 539.4% 2.76
ATR 1.53 1.60 0.07 4.7% 0.00
Volume 3,884 4,094 210 5.4% 19,473
Daily Pivots for day following 29-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.76 88.84 84.86
R3 87.65 86.73 84.28
R2 85.54 85.54 84.09
R1 84.62 84.62 83.89 85.08
PP 83.43 83.43 83.43 83.66
S1 82.51 82.51 83.51 82.97
S2 81.32 81.32 83.31
S3 79.21 80.40 83.12
S4 77.10 78.29 82.54
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 84.35 81.52 2.83 3.4% 1.09 1.3% 77% True False 3,320
10 84.60 80.82 3.78 4.5% 1.11 1.3% 76% False False 4,268
20 85.00 80.69 4.31 5.1% 1.19 1.4% 70% False False 4,522
40 85.00 73.17 11.83 14.1% 1.39 1.7% 89% False False 4,314
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 0.19
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.32
2.618 89.87
1.618 87.76
1.000 86.46
0.618 85.65
HIGH 84.35
0.618 83.54
0.500 83.30
0.382 83.05
LOW 82.24
0.618 80.94
1.000 80.13
1.618 78.83
2.618 76.72
4.250 73.27
Fisher Pivots for day following 29-Mar-2010
Pivot 1 day 3 day
R1 83.57 83.45
PP 83.43 83.19
S1 83.30 82.94

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

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