NYMEX Light Sweet Crude Oil Future November 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 84.48 83.39 -1.09 -1.3% 84.54
High 84.54 84.88 0.34 0.4% 85.35
Low 84.12 83.37 -0.75 -0.9% 83.08
Close 84.48 83.39 -1.09 -1.3% 83.39
Range 0.42 1.51 1.09 259.5% 2.27
ATR 1.35 1.36 0.01 0.9% 0.00
Volume 2,597 3,863 1,266 48.7% 20,481
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.41 87.41 84.22
R3 86.90 85.90 83.81
R2 85.39 85.39 83.67
R1 84.39 84.39 83.53 84.15
PP 83.88 83.88 83.88 83.76
S1 82.88 82.88 83.25 82.64
S2 82.37 82.37 83.11
S3 80.86 81.37 82.97
S4 79.35 79.86 82.56
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.75 89.34 84.64
R3 88.48 87.07 84.01
R2 86.21 86.21 83.81
R1 84.80 84.80 83.60 84.37
PP 83.94 83.94 83.94 83.73
S1 82.53 82.53 83.18 82.10
S2 81.67 81.67 82.97
S3 79.40 80.26 82.77
S4 77.13 77.99 82.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.35 83.08 2.27 2.7% 1.14 1.4% 14% False False 4,096
10 85.35 80.45 4.90 5.9% 1.16 1.4% 60% False False 4,616
20 85.35 77.82 7.53 9.0% 1.04 1.3% 74% False False 4,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.30
2.618 88.83
1.618 87.32
1.000 86.39
0.618 85.81
HIGH 84.88
0.618 84.30
0.500 84.13
0.382 83.95
LOW 83.37
0.618 82.44
1.000 81.86
1.618 80.93
2.618 79.42
4.250 76.95
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 84.13 84.36
PP 83.88 84.04
S1 83.64 83.71

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

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