NYMEX Light Sweet Crude Oil Future September 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	83.89	82.87	-1.02	-1.2%	83.70
High	83.96	84.61	0.65	0.8%	84.73
Low	83.13	82.38	-0.75	-0.9%	82.37
Close	83.89	82.87	-1.02	-1.2%	82.87
Range	0.83	2.23	1.40	168.7%	2.36
ATR	1.71	1.75	0.04	2.2%	0.00
Volume	8,333	8,041	-292	-3.5%	45,670

Daily Pivots for day following 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.98	88.65	84.10
R3	87.75	86.42	83.48
R2	85.52	85.52	83.28
R1	84.19	84.19	83.07	83.99
PP	83.29	83.29	83.29	83.18
S1	81.96	81.96	82.67	81.76
S2	81.06	81.06	82.46
S3	78.83	79.73	82.26
S4	76.60	77.50	81.64

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.40	89.00	84.17
R3	88.04	86.64	83.52
R2	85.68	85.68	83.30
R1	84.28	84.28	83.09	83.80
PP	83.32	83.32	83.32	83.09
S1	81.92	81.92	82.65	81.44
S2	80.96	80.96	82.44
S3	78.60	79.56	82.22
S4	76.24	77.20	81.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.73	82.37	2.36	2.8%	1.55	1.9%	21%	False	False	9,134
10	84.73	79.86	4.87	5.9%	1.60	1.9%	62%	False	False	8,608
20	84.73	75.78	8.95	10.8%	1.71	2.1%	79%	False	False	7,484
40	84.73	72.43	12.30	14.8%	1.65	2.0%	85%	False	False	6,333
60	87.30	72.43	14.87	17.9%	1.42	1.7%	70%	False	False	5,057
80	87.30	72.43	14.87	17.9%	1.35	1.6%	70%	False	False	4,415

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	0.40
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	94.09
2.618	90.45
1.618	88.22
1.000	86.84
0.618	85.99
HIGH	84.61
0.618	83.76
0.500	83.50
0.382	83.23
LOW	82.38
0.618	81.00
1.000	80.15
1.618	78.77
2.618	76.54
4.250	72.90

Fisher Pivots for day following 12-Mar-2010
Pivot	1 day	3 day
R1	83.50	83.56
PP	83.29	83.33
S1	83.08	83.10

Download as Excel Spreadsheet

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

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