NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 83.87 84.01 0.14 0.2% 83.46
High 84.30 84.26 -0.04 0.0% 83.62
Low 82.39 83.80 1.41 1.7% 80.89
Close 83.87 84.01 0.14 0.2% 82.00
Range 1.91 0.46 -1.45 -75.9% 2.73
ATR 1.48 1.41 -0.07 -4.9% 0.00
Volume 3,999 7,442 3,443 86.1% 18,212
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.40 85.17 84.26
R3 84.94 84.71 84.14
R2 84.48 84.48 84.09
R1 84.25 84.25 84.05 84.24
PP 84.02 84.02 84.02 84.02
S1 83.79 83.79 83.97 83.78
S2 83.56 83.56 83.93
S3 83.10 83.33 83.88
S4 82.64 82.87 83.76
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.36 88.91 83.50
R3 87.63 86.18 82.75
R2 84.90 84.90 82.50
R1 83.45 83.45 82.25 82.81
PP 82.17 82.17 82.17 81.85
S1 80.72 80.72 81.75 80.08
S2 79.44 79.44 81.50
S3 76.71 77.99 81.25
S4 73.98 75.26 80.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.30 81.95 2.35 2.8% 1.06 1.3% 88% False False 4,514
10 84.57 80.89 3.68 4.4% 1.24 1.5% 85% False False 4,261
20 85.35 80.89 4.46 5.3% 1.11 1.3% 70% False False 4,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 86.22
2.618 85.46
1.618 85.00
1.000 84.72
0.618 84.54
HIGH 84.26
0.618 84.08
0.500 84.03
0.382 83.98
LOW 83.80
0.618 83.52
1.000 83.34
1.618 83.06
2.618 82.60
4.250 81.85
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 84.03 83.72
PP 84.02 83.42
S1 84.02 83.13

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

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