NYMEX Light Sweet Crude Oil Future November 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 83.39 81.90 -1.49 -1.8% 84.54
High 84.88 82.30 -2.58 -3.0% 85.35
Low 83.37 81.28 -2.09 -2.5% 83.08
Close 83.39 81.90 -1.49 -1.8% 83.39
Range 1.51 1.02 -0.49 -32.5% 2.27
ATR 1.36 1.41 0.05 4.0% 0.00
Volume 3,863 4,838 975 25.2% 20,481
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 84.89 84.41 82.46
R3 83.87 83.39 82.18
R2 82.85 82.85 82.09
R1 82.37 82.37 81.99 82.41
PP 81.83 81.83 81.83 81.85
S1 81.35 81.35 81.81 81.39
S2 80.81 80.81 81.71
S3 79.79 80.33 81.62
S4 78.77 79.31 81.34
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 81.28 4.07 5.0% 1.17 1.4% 15% False True 4,259
10 85.35 81.28 4.07 5.0% 1.05 1.3% 15% False True 4,601
20 85.35 79.48 5.87 7.2% 1.10 1.3% 41% False False 4,136
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 0.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.64
2.618 84.97
1.618 83.95
1.000 83.32
0.618 82.93
HIGH 82.30
0.618 81.91
0.500 81.79
0.382 81.67
LOW 81.28
0.618 80.65
1.000 80.26
1.618 79.63
2.618 78.61
4.250 76.95
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 81.86 83.08
PP 81.83 82.69
S1 81.79 82.29

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

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