NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 81.58 82.40 0.82 1.0% 81.13
High 82.88 83.20 0.32 0.4% 84.16
Low 80.12 82.00 1.88 2.3% 80.51
Close 82.74 82.96 0.22 0.3% 82.12
Range 2.76 1.20 -1.56 -56.5% 3.65
ATR 1.84 1.80 -0.05 -2.5% 0.00
Volume 11,371 8,100 -3,271 -28.8% 56,384
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.32 85.84 83.62
R3 85.12 84.64 83.29
R2 83.92 83.92 83.18
R1 83.44 83.44 83.07 83.68
PP 82.72 82.72 82.72 82.84
S1 82.24 82.24 82.85 82.48
S2 81.52 81.52 82.74
S3 80.32 81.04 82.63
S4 79.12 79.84 82.30
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 80.12 4.04 4.9% 1.57 1.9% 70% False False 12,179
10 84.50 80.12 4.38 5.3% 1.69 2.0% 65% False False 10,859
20 84.50 78.62 5.88 7.1% 1.73 2.1% 74% False False 9,875
40 84.50 72.04 12.46 15.0% 1.80 2.2% 88% False False 8,018
60 86.58 72.04 14.54 17.5% 1.55 1.9% 75% False False 6,235
80 86.58 72.04 14.54 17.5% 1.43 1.7% 75% False False 5,284
100 86.58 72.04 14.54 17.5% 1.28 1.5% 75% False False 4,643
120 86.58 71.29 15.29 18.4% 1.21 1.5% 76% False False 4,140
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.30
2.618 86.34
1.618 85.14
1.000 84.40
0.618 83.94
HIGH 83.20
0.618 82.74
0.500 82.60
0.382 82.46
LOW 82.00
0.618 81.26
1.000 80.80
1.618 80.06
2.618 78.86
4.250 76.90
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 82.84 82.58
PP 82.72 82.20
S1 82.60 81.82

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

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