NYMEX Light Sweet Crude Oil Future July 2010

Trading Metrics calculated at close of trading on 26-Mar-2010

Day Change Summary
	Previous	Current
	25-Mar-2010	26-Mar-2010	Change	Change %	Previous Week
Open	81.13	81.00	-0.13	-0.2%	81.52
High	82.36	82.34	-0.02	0.0%	82.92
Low	81.13	80.50	-0.63	-0.8%	79.70
Close	81.46	80.96	-0.50	-0.6%	80.96
Range	1.23	1.84	0.61	49.6%	3.22
ATR	1.87	1.86	0.00	-0.1%	0.00
Volume	26,916	31,972	5,056	18.8%	131,933

Daily Pivots for day following 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.79	85.71	81.97
R3	84.95	83.87	81.47
R2	83.11	83.11	81.30
R1	82.03	82.03	81.13	81.65
PP	81.27	81.27	81.27	81.08
S1	80.19	80.19	80.79	79.81
S2	79.43	79.43	80.62
S3	77.59	78.35	80.45
S4	75.75	76.51	79.95

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.85	89.13	82.73
R3	87.63	85.91	81.85
R2	84.41	84.41	81.55
R1	82.69	82.69	81.26	81.94
PP	81.19	81.19	81.19	80.82
S1	79.47	79.47	80.66	78.72
S2	77.97	77.97	80.37
S3	74.75	76.25	80.07
S4	71.53	73.03	79.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.92	79.70	3.22	4.0%	1.73	2.1%	39%	False	False	26,386
10	84.00	79.70	4.30	5.3%	1.76	2.2%	29%	False	False	25,243
20	84.14	79.24	4.90	6.1%	1.74	2.1%	35%	False	False	22,292
40	84.14	71.64	12.50	15.4%	2.01	2.5%	75%	False	False	16,557
60	86.41	71.64	14.77	18.2%	1.85	2.3%	63%	False	False	13,124
80	86.41	71.64	14.77	18.2%	1.79	2.2%	63%	False	False	10,727
100	86.41	71.64	14.77	18.2%	1.77	2.2%	63%	False	False	9,198
120	86.41	71.64	14.77	18.2%	1.75	2.2%	63%	False	False	8,198

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	90.16
2.618	87.16
1.618	85.32
1.000	84.18
0.618	83.48
HIGH	82.34
0.618	81.64
0.500	81.42
0.382	81.20
LOW	80.50
0.618	79.36
1.000	78.66
1.618	77.52
2.618	75.68
4.250	72.68

Fisher Pivots for day following 26-Mar-2010
Pivot	1 day	3 day
R1	81.42	81.43
PP	81.27	81.27
S1	81.11	81.12

Download as Excel Spreadsheet

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

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