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

Download as Excel Spreadsheet

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

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