NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 82.53 82.53 0.00 0.0% 81.90
High 82.75 83.34 0.59 0.7% 84.57
Low 81.98 82.25 0.27 0.3% 81.28
Close 82.53 82.53 0.00 0.0% 82.80
Range 0.77 1.09 0.32 41.6% 3.29
ATR 1.47 1.44 -0.03 -1.8% 0.00
Volume 3,002 3,335 333 11.1% 19,761
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.98 85.34 83.13
R3 84.89 84.25 82.83
R2 83.80 83.80 82.73
R1 83.16 83.16 82.63 83.08
PP 82.71 82.71 82.71 82.66
S1 82.07 82.07 82.43 81.99
S2 81.62 81.62 82.33
S3 80.53 80.98 82.23
S4 79.44 79.89 81.93
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 84.16 80.89 3.27 4.0% 1.48 1.8% 50% False False 3,371
10 84.88 80.89 3.99 4.8% 1.22 1.5% 41% False False 3,704
20 85.35 80.45 4.90 5.9% 1.18 1.4% 42% False False 4,135
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 0.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.97
2.618 86.19
1.618 85.10
1.000 84.43
0.618 84.01
HIGH 83.34
0.618 82.92
0.500 82.80
0.382 82.67
LOW 82.25
0.618 81.58
1.000 81.16
1.618 80.49
2.618 79.40
4.250 77.62
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 82.80 82.80
PP 82.71 82.71
S1 82.62 82.62

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

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