NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 82.22 82.45 0.23 0.3% 82.27
High 82.69 83.47 0.78 0.9% 83.47
Low 81.67 80.89 -0.78 -1.0% 80.57
Close 82.43 81.54 -0.89 -1.1% 81.54
Range 1.02 2.58 1.56 152.9% 2.90
ATR 2.06 2.09 0.04 1.8% 0.00
Volume 181,314 159,699 -21,615 -11.9% 707,234
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.71 88.20 82.96
R3 87.13 85.62 82.25
R2 84.55 84.55 82.01
R1 83.04 83.04 81.78 82.51
PP 81.97 81.97 81.97 81.70
S1 80.46 80.46 81.30 79.93
S2 79.39 79.39 81.07
S3 76.81 77.88 80.83
S4 74.23 75.30 80.12
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.56 88.95 83.14
R3 87.66 86.05 82.34
R2 84.76 84.76 82.07
R1 83.15 83.15 81.81 82.51
PP 81.86 81.86 81.86 81.54
S1 80.25 80.25 81.27 79.61
S2 78.96 78.96 81.01
S3 76.06 77.35 80.74
S4 73.16 74.45 79.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.47 80.57 2.90 3.6% 1.83 2.2% 33% True False 141,446
10 83.47 78.44 5.03 6.2% 1.91 2.3% 62% True False 115,027
20 83.47 73.62 9.85 12.1% 2.11 2.6% 80% True False 89,282
40 83.47 70.28 13.19 16.2% 2.20 2.7% 85% True False 66,327
60 85.43 70.28 15.15 18.6% 2.01 2.5% 74% False False 48,523
80 85.43 70.28 15.15 18.6% 1.99 2.4% 74% False False 38,844
100 85.43 70.28 15.15 18.6% 1.94 2.4% 74% False False 32,170
120 85.43 68.84 16.59 20.3% 1.82 2.2% 77% False False 27,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 94.44
2.618 90.22
1.618 87.64
1.000 86.05
0.618 85.06
HIGH 83.47
0.618 82.48
0.500 82.18
0.382 81.88
LOW 80.89
0.618 79.30
1.000 78.31
1.618 76.72
2.618 74.14
4.250 69.93
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 82.18 82.18
PP 81.97 81.97
S1 81.75 81.75

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

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