NYMEX Light Sweet Crude Oil Future June 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	80.70	80.54	-0.16	-0.2%	81.31
High	81.92	81.90	-0.02	0.0%	82.54
Low	80.58	80.03	-0.55	-0.7%	79.27
Close	80.99	80.47	-0.52	-0.6%	80.47
Range	1.34	1.87	0.53	39.6%	3.27
ATR	1.97	1.96	-0.01	-0.4%	0.00
Volume	87,468	103,681	16,213	18.5%	415,262

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.41	85.31	81.50
R3	84.54	83.44	80.98
R2	82.67	82.67	80.81
R1	81.57	81.57	80.64	81.19
PP	80.80	80.80	80.80	80.61
S1	79.70	79.70	80.30	79.32
S2	78.93	78.93	80.13
S3	77.06	77.83	79.96
S4	75.19	75.96	79.44

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.57	88.79	82.27
R3	87.30	85.52	81.37
R2	84.03	84.03	81.07
R1	82.25	82.25	80.77	81.51
PP	80.76	80.76	80.76	80.39
S1	78.98	78.98	80.17	78.24
S2	77.49	77.49	79.87
S3	74.22	75.71	79.57
S4	70.95	72.44	78.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.54	79.27	3.27	4.1%	1.83	2.3%	37%	False	False	83,052
10	83.70	79.27	4.43	5.5%	1.88	2.3%	27%	False	False	76,673
20	83.80	78.84	4.96	6.2%	1.86	2.3%	33%	False	False	67,613
40	83.80	70.75	13.05	16.2%	2.16	2.7%	74%	False	False	54,519
60	85.95	70.75	15.20	18.9%	2.00	2.5%	64%	False	False	45,973
80	85.95	70.75	15.20	18.9%	1.97	2.5%	64%	False	False	39,891
100	85.95	70.75	15.20	18.9%	2.01	2.5%	64%	False	False	35,139
120	85.95	70.75	15.20	18.9%	2.01	2.5%	64%	False	False	31,676

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	89.85
2.618	86.80
1.618	84.93
1.000	83.77
0.618	83.06
HIGH	81.90
0.618	81.19
0.500	80.97
0.382	80.74
LOW	80.03
0.618	78.87
1.000	78.16
1.618	77.00
2.618	75.13
4.250	72.08

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	80.97	81.02
PP	80.80	80.83
S1	80.64	80.65

Download as Excel Spreadsheet

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

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