NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 82.80 83.46 0.66 0.8% 81.90
High 84.16 83.57 -0.59 -0.7% 84.57
Low 82.12 80.89 -1.23 -1.5% 81.28
Close 82.80 83.46 0.66 0.8% 82.80
Range 2.04 2.68 0.64 31.4% 3.29
ATR 1.41 1.50 0.09 6.4% 0.00
Volume 3,438 4,573 1,135 33.0% 19,761
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.68 89.75 84.93
R3 88.00 87.07 84.20
R2 85.32 85.32 83.95
R1 84.39 84.39 83.71 84.80
PP 82.64 82.64 82.64 82.85
S1 81.71 81.71 83.21 82.12
S2 79.96 79.96 82.97
S3 77.28 79.03 82.72
S4 74.60 76.35 81.99
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 92.75 91.07 84.61
R3 89.46 87.78 83.70
R2 86.17 86.17 83.40
R1 84.49 84.49 83.10 85.33
PP 82.88 82.88 82.88 83.31
S1 81.20 81.20 82.50 82.04
S2 79.59 79.59 82.20
S3 76.30 77.91 81.90
S4 73.01 74.62 80.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.57 80.89 3.68 4.4% 1.39 1.7% 70% False True 3,899
10 85.35 80.89 4.46 5.3% 1.28 1.5% 58% False True 4,079
20 85.35 79.48 5.87 7.0% 1.29 1.5% 68% False False 4,103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 94.96
2.618 90.59
1.618 87.91
1.000 86.25
0.618 85.23
HIGH 83.57
0.618 82.55
0.500 82.23
0.382 81.91
LOW 80.89
0.618 79.23
1.000 78.21
1.618 76.55
2.618 73.87
4.250 69.50
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 83.05 83.22
PP 82.64 82.97
S1 82.23 82.73

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

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