NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 84.15 83.52 -0.63 -0.7% 83.00
High 84.16 83.90 -0.26 -0.3% 84.50
Low 83.11 83.21 0.10 0.1% 81.99
Close 84.15 83.68 -0.47 -0.6% 82.58
Range 1.05 0.69 -0.36 -34.3% 2.51
ATR 1.79 1.73 -0.06 -3.4% 0.00
Volume 10,970 10,581 -389 -3.5% 50,948
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.67 85.36 84.06
R3 84.98 84.67 83.87
R2 84.29 84.29 83.81
R1 83.98 83.98 83.74 84.14
PP 83.60 83.60 83.60 83.67
S1 83.29 83.29 83.62 83.45
S2 82.91 82.91 83.55
S3 82.22 82.60 83.49
S4 81.53 81.91 83.30
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 84.42 80.51 3.91 4.7% 1.63 2.0% 81% False False 9,899
10 84.50 80.51 3.99 4.8% 1.50 1.8% 79% False False 10,010
20 84.50 78.62 5.88 7.0% 1.59 1.9% 86% False False 9,121
40 84.50 72.04 12.46 14.9% 1.78 2.1% 93% False False 7,416
60 86.58 72.04 14.54 17.4% 1.53 1.8% 80% False False 5,660
80 86.58 72.04 14.54 17.4% 1.37 1.6% 80% False False 4,865
100 86.58 72.04 14.54 17.4% 1.25 1.5% 80% False False 4,300
120 86.58 70.69 15.89 19.0% 1.17 1.4% 82% False False 3,870
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 86.83
2.618 85.71
1.618 85.02
1.000 84.59
0.618 84.33
HIGH 83.90
0.618 83.64
0.500 83.56
0.382 83.47
LOW 83.21
0.618 82.78
1.000 82.52
1.618 82.09
2.618 81.40
4.250 80.28
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 83.64 83.27
PP 83.60 82.86
S1 83.56 82.45

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

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