NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 82.27 82.18 -0.09 -0.1% 80.38
High 82.82 82.31 -0.51 -0.6% 82.47
Low 81.22 80.57 -0.65 -0.8% 78.44
Close 82.31 81.86 -0.45 -0.5% 81.92
Range 1.60 1.74 0.14 8.8% 4.03
ATR 2.16 2.13 -0.03 -1.4% 0.00
Volume 98,684 119,815 21,131 21.4% 443,042
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.80 86.07 82.82
R3 85.06 84.33 82.34
R2 83.32 83.32 82.18
R1 82.59 82.59 82.02 82.09
PP 81.58 81.58 81.58 81.33
S1 80.85 80.85 81.70 80.35
S2 79.84 79.84 81.54
S3 78.10 79.11 81.38
S4 76.36 77.37 80.90
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.03 91.51 84.14
R3 89.00 87.48 83.03
R2 84.97 84.97 82.66
R1 83.45 83.45 82.29 84.21
PP 80.94 80.94 80.94 81.33
S1 79.42 79.42 81.55 80.18
S2 76.91 76.91 81.18
S3 72.88 75.39 80.81
S4 68.85 71.36 79.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.82 79.81 3.01 3.7% 1.61 2.0% 68% False False 94,477
10 82.82 77.44 5.38 6.6% 2.07 2.5% 82% False False 89,811
20 82.82 72.20 10.62 13.0% 2.19 2.7% 91% False False 74,914
40 85.43 70.28 15.15 18.5% 2.21 2.7% 76% False False 55,662
60 85.43 70.28 15.15 18.5% 1.98 2.4% 76% False False 41,056
80 85.43 70.28 15.15 18.5% 1.97 2.4% 76% False False 32,969
100 85.43 70.28 15.15 18.5% 1.92 2.3% 76% False False 27,452
120 85.43 68.84 16.59 20.3% 1.77 2.2% 78% False False 23,468
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.71
2.618 86.87
1.618 85.13
1.000 84.05
0.618 83.39
HIGH 82.31
0.618 81.65
0.500 81.44
0.382 81.23
LOW 80.57
0.618 79.49
1.000 78.83
1.618 77.75
2.618 76.01
4.250 73.18
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 81.72 81.81
PP 81.58 81.75
S1 81.44 81.70

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

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