NYMEX Light Sweet Crude Oil Future August 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 83.50 81.13 -2.37 -2.8% 83.00
High 84.42 82.32 -2.10 -2.5% 84.50
Low 82.20 80.51 -1.69 -2.1% 81.99
Close 82.58 81.13 -1.45 -1.8% 82.58
Range 2.22 1.81 -0.41 -18.5% 2.51
ATR 1.77 1.79 0.02 1.2% 0.00
Volume 12,991 9,345 -3,646 -28.1% 50,948
Daily Pivots for day following 15-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.75 85.75 82.13
R3 84.94 83.94 81.63
R2 83.13 83.13 81.46
R1 82.13 82.13 81.30 82.04
PP 81.32 81.32 81.32 81.27
S1 80.32 80.32 80.96 80.23
S2 79.51 79.51 80.80
S3 77.70 78.51 80.63
S4 75.89 76.70 80.13
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.55 89.08 83.96
R3 88.04 86.57 83.27
R2 85.53 85.53 83.04
R1 84.06 84.06 82.81 83.54
PP 83.02 83.02 83.02 82.77
S1 81.55 81.55 82.35 81.03
S2 80.51 80.51 82.12
S3 78.00 79.04 81.89
S4 75.49 76.53 81.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.50 80.51 3.99 4.9% 1.63 2.0% 16% False True 10,240
10 84.50 80.09 4.41 5.4% 1.56 1.9% 24% False False 9,871
20 84.50 76.49 8.01 9.9% 1.71 2.1% 58% False False 8,355
40 84.50 72.04 12.46 15.4% 1.75 2.2% 73% False False 7,000
60 86.58 72.04 14.54 17.9% 1.49 1.8% 63% False False 5,306
80 86.58 72.04 14.54 17.9% 1.34 1.6% 63% False False 4,579
100 86.58 72.04 14.54 17.9% 1.25 1.5% 63% False False 4,084
120 86.58 70.69 15.89 19.6% 1.16 1.4% 66% False False 3,677
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.01
2.618 87.06
1.618 85.25
1.000 84.13
0.618 83.44
HIGH 82.32
0.618 81.63
0.500 81.42
0.382 81.20
LOW 80.51
0.618 79.39
1.000 78.70
1.618 77.58
2.618 75.77
4.250 72.82
Fisher Pivots for day following 15-Mar-2010
Pivot 1 day 3 day
R1 81.42 82.47
PP 81.32 82.02
S1 81.23 81.58

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

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