NYMEX Light Sweet Crude Oil Future May 2010

Trading Metrics calculated at close of trading on 29-Mar-2010

Day Change Summary
	Previous	Current
	26-Mar-2010	29-Mar-2010	Change	Change %	Previous Week
Open	80.13	80.24	0.11	0.1%	80.86
High	81.46	82.78	1.32	1.6%	82.20
Low	79.54	80.18	0.64	0.8%	78.86
Close	80.00	82.17	2.17	2.7%	80.00
Range	1.92	2.60	0.68	35.4%	3.34
ATR	2.00	2.05	0.06	2.8%	0.00
Volume	296,271	324,607	28,336	9.6%	1,544,629

Daily Pivots for day following 29-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.51	88.44	83.60
R3	86.91	85.84	82.89
R2	84.31	84.31	82.65
R1	83.24	83.24	82.41	83.78
PP	81.71	81.71	81.71	81.98
S1	80.64	80.64	81.93	81.18
S2	79.11	79.11	81.69
S3	76.51	78.04	81.46
S4	73.91	75.44	80.74

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.37	88.53	81.84
R3	87.03	85.19	80.92
R2	83.69	83.69	80.61
R1	81.85	81.85	80.31	81.10
PP	80.35	80.35	80.35	79.98
S1	78.51	78.51	79.69	77.76
S2	77.01	77.01	79.39
S3	73.67	75.17	79.08
S4	70.33	71.83	78.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.78	79.54	3.24	3.9%	1.78	2.2%	81%	True	False	308,346
10	83.36	78.86	4.50	5.5%	1.94	2.4%	74%	False	False	256,012
20	83.47	78.67	4.80	5.8%	1.91	2.3%	73%	False	False	186,885
40	83.47	70.28	13.19	16.1%	2.23	2.7%	90%	False	False	124,715
60	85.43	70.28	15.15	18.4%	2.08	2.5%	78%	False	False	91,719
80	85.43	70.28	15.15	18.4%	1.99	2.4%	78%	False	False	71,594
100	85.43	70.28	15.15	18.4%	1.97	2.4%	78%	False	False	58,529
120	85.43	70.28	15.15	18.4%	1.89	2.3%	78%	False	False	49,551

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	93.83
2.618	89.59
1.618	86.99
1.000	85.38
0.618	84.39
HIGH	82.78
0.618	81.79
0.500	81.48
0.382	81.17
LOW	80.18
0.618	78.57
1.000	77.58
1.618	75.97
2.618	73.37
4.250	69.13

Fisher Pivots for day following 29-Mar-2010
Pivot	1 day	3 day
R1	81.94	81.83
PP	81.71	81.50
S1	81.48	81.16

Download as Excel Spreadsheet

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

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