NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 83.54 84.68 1.14 1.4% 84.54
High 83.60 84.40 0.80 1.0% 85.35
Low 82.95 83.49 0.54 0.7% 83.08
Close 83.54 84.68 1.14 1.4% 83.39
Range 0.65 0.91 0.26 40.0% 2.27
ATR 1.43 1.39 -0.04 -2.6% 0.00
Volume 1,963 6,103 4,140 210.9% 20,481
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.92 86.71 85.18
R3 86.01 85.80 84.93
R2 85.10 85.10 84.85
R1 84.89 84.89 84.76 85.14
PP 84.19 84.19 84.19 84.31
S1 83.98 83.98 84.60 84.23
S2 83.28 83.28 84.51
S3 82.37 83.07 84.43
S4 81.46 82.16 84.18
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 84.88 81.28 3.60 4.3% 0.90 1.1% 94% False False 3,872
10 85.35 81.28 4.07 4.8% 1.01 1.2% 84% False False 4,639
20 85.35 79.48 5.87 6.9% 1.16 1.4% 89% False False 4,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.16
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.27
2.618 86.78
1.618 85.87
1.000 85.31
0.618 84.96
HIGH 84.40
0.618 84.05
0.500 83.95
0.382 83.84
LOW 83.49
0.618 82.93
1.000 82.58
1.618 82.02
2.618 81.11
4.250 79.62
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 84.44 84.07
PP 84.19 83.45
S1 83.95 82.84

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

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