NYMEX Light Sweet Crude Oil Future August 2010

Trading Metrics calculated at close of trading on 19-Mar-2010

Day Change Summary
	Previous	Current
	18-Mar-2010	19-Mar-2010	Change	Change %	Previous Week
Open	83.52	83.32	-0.20	-0.2%	81.13
High	83.90	83.52	-0.38	-0.5%	84.16
Low	83.21	81.39	-1.82	-2.2%	80.51
Close	83.68	82.12	-1.56	-1.9%	82.12
Range	0.69	2.13	1.44	208.7%	3.65
ATR	1.73	1.77	0.04	2.3%	0.00
Volume	10,581	19,877	9,296	87.9%	56,384

Daily Pivots for day following 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.73	87.56	83.29
R3	86.60	85.43	82.71
R2	84.47	84.47	82.51
R1	83.30	83.30	82.32	82.82
PP	82.34	82.34	82.34	82.11
S1	81.17	81.17	81.92	80.69
S2	80.21	80.21	81.73
S3	78.08	79.04	81.53
S4	75.95	76.91	80.95

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	93.21	91.32	84.13
R3	89.56	87.67	83.12
R2	85.91	85.91	82.79
R1	84.02	84.02	82.45	84.97
PP	82.26	82.26	82.26	82.74
S1	80.37	80.37	81.79	81.32
S2	78.61	78.61	81.45
S3	74.96	76.72	81.12
S4	71.31	73.07	80.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.16	80.51	3.65	4.4%	1.61	2.0%	44%	False	False	11,276
10	84.50	80.51	3.99	4.9%	1.58	1.9%	40%	False	False	10,733
20	84.50	78.62	5.88	7.2%	1.62	2.0%	60%	False	False	9,854
40	84.50	72.04	12.46	15.2%	1.78	2.2%	81%	False	False	7,776
60	86.58	72.04	14.54	17.7%	1.54	1.9%	69%	False	False	5,950
80	86.58	72.04	14.54	17.7%	1.39	1.7%	69%	False	False	5,098
100	86.58	72.04	14.54	17.7%	1.27	1.5%	69%	False	False	4,482
120	86.58	70.69	15.89	19.3%	1.18	1.4%	72%	False	False	4,005

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	92.57
2.618	89.10
1.618	86.97
1.000	85.65
0.618	84.84
HIGH	83.52
0.618	82.71
0.500	82.46
0.382	82.20
LOW	81.39
0.618	80.07
1.000	79.26
1.618	77.94
2.618	75.81
4.250	72.34

Fisher Pivots for day following 19-Mar-2010
Pivot	1 day	3 day
R1	82.46	82.78
PP	82.34	82.56
S1	82.23	82.34

Download as Excel Spreadsheet

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

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