NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 81.51 80.09 -1.42 -1.7% 82.27
High 81.64 82.32 0.68 0.8% 83.47
Low 79.41 79.59 0.18 0.2% 80.57
Close 80.08 81.97 1.89 2.4% 81.54
Range 2.23 2.73 0.50 22.4% 2.90
ATR 2.10 2.15 0.04 2.1% 0.00
Volume 131,484 141,848 10,364 7.9% 707,234
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 89.48 88.46 83.47
R3 86.75 85.73 82.72
R2 84.02 84.02 82.47
R1 83.00 83.00 82.22 83.51
PP 81.29 81.29 81.29 81.55
S1 80.27 80.27 81.72 80.78
S2 78.56 78.56 81.47
S3 75.83 77.54 81.22
S4 73.10 74.81 80.47
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 79.41 4.06 5.0% 2.16 2.6% 63% False False 152,413
10 83.47 79.41 4.06 5.0% 1.88 2.3% 63% False False 123,445
20 83.47 77.20 6.27 7.6% 2.05 2.5% 76% False False 95,718
40 83.47 70.28 13.19 16.1% 2.25 2.7% 89% False False 71,748
60 85.43 70.28 15.15 18.5% 2.05 2.5% 77% False False 52,720
80 85.43 70.28 15.15 18.5% 2.01 2.4% 77% False False 42,161
100 85.43 70.28 15.15 18.5% 1.96 2.4% 77% False False 34,814
120 85.43 68.84 16.59 20.2% 1.85 2.3% 79% False False 29,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 93.92
2.618 89.47
1.618 86.74
1.000 85.05
0.618 84.01
HIGH 82.32
0.618 81.28
0.500 80.96
0.382 80.63
LOW 79.59
0.618 77.90
1.000 76.86
1.618 75.17
2.618 72.44
4.250 67.99
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 81.63 81.79
PP 81.29 81.62
S1 80.96 81.44

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

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