NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 15-Mar-2010

Day Change Summary
	Previous	Current
	12-Mar-2010	15-Mar-2010	Change	Change %	Previous Week
Open	82.87	82.45	-0.42	-0.5%	83.70
High	84.61	82.79	-1.82	-2.2%	84.73
Low	82.38	80.86	-1.52	-1.8%	82.37
Close	82.87	81.42	-1.45	-1.7%	82.87
Range	2.23	1.93	-0.30	-13.5%	2.36
ATR	1.75	1.77	0.02	1.1%	0.00
Volume	8,041	10,458	2,417	30.1%	45,670

Daily Pivots for day following 15-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.48	86.38	82.48
R3	85.55	84.45	81.95
R2	83.62	83.62	81.77
R1	82.52	82.52	81.60	82.11
PP	81.69	81.69	81.69	81.48
S1	80.59	80.59	81.24	80.18
S2	79.76	79.76	81.07
S3	77.83	78.66	80.89
S4	75.90	76.73	80.36

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	80.86	3.87	4.8%	1.69	2.1%	14%	False	True	9,332
10	84.73	80.28	4.45	5.5%	1.57	1.9%	26%	False	False	8,809
20	84.73	76.53	8.20	10.1%	1.72	2.1%	60%	False	False	7,698
40	84.73	72.43	12.30	15.1%	1.68	2.1%	73%	False	False	6,488
60	87.30	72.43	14.87	18.3%	1.44	1.8%	60%	False	False	5,201
80	87.30	72.43	14.87	18.3%	1.35	1.7%	60%	False	False	4,523

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.99
2.618	87.84
1.618	85.91
1.000	84.72
0.618	83.98
HIGH	82.79
0.618	82.05
0.500	81.83
0.382	81.60
LOW	80.86
0.618	79.67
1.000	78.93
1.618	77.74
2.618	75.81
4.250	72.66

Fisher Pivots for day following 15-Mar-2010
Pivot	1 day	3 day
R1	81.83	82.74
PP	81.69	82.30
S1	81.56	81.86

Download as Excel Spreadsheet

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

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