NYMEX Light Sweet Crude Oil Future September 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	82.45	83.16	0.71	0.9%	83.70
High	82.79	83.40	0.61	0.7%	84.73
Low	80.86	81.08	0.22	0.3%	82.37
Close	81.42	83.16	1.74	2.1%	82.87
Range	1.93	2.32	0.39	20.2%	2.36
ATR	1.77	1.81	0.04	2.2%	0.00
Volume	10,458	5,321	-5,137	-49.1%	45,670

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.51	88.65	84.44
R3	87.19	86.33	83.80
R2	84.87	84.87	83.59
R1	84.01	84.01	83.37	84.32
PP	82.55	82.55	82.55	82.70
S1	81.69	81.69	82.95	82.00
S2	80.23	80.23	82.73
S3	77.91	79.37	82.52
S4	75.59	77.05	81.88

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	4.7%	1.85	2.2%	59%	False	False	8,571
10	84.73	80.86	3.87	4.7%	1.57	1.9%	59%	False	False	8,628
20	84.73	78.88	5.85	7.0%	1.67	2.0%	73%	False	False	7,771
40	84.73	72.43	12.30	14.8%	1.71	2.1%	87%	False	False	6,557
60	87.30	72.43	14.87	17.9%	1.47	1.8%	72%	False	False	5,239
80	87.30	72.43	14.87	17.9%	1.38	1.7%	72%	False	False	4,574

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	0.31
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	93.26
2.618	89.47
1.618	87.15
1.000	85.72
0.618	84.83
HIGH	83.40
0.618	82.51
0.500	82.24
0.382	81.97
LOW	81.08
0.618	79.65
1.000	78.76
1.618	77.33
2.618	75.01
4.250	71.22

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	82.85	83.02
PP	82.55	82.88
S1	82.24	82.74

Download as Excel Spreadsheet

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

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