NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 24-Mar-2010
Day Change Summary
Previous Current
23-Mar-2010 24-Mar-2010 Change Change % Previous Week
Open 82.40 81.81 -0.59 -0.7% 81.13
High 83.20 82.52 -0.68 -0.8% 84.16
Low 82.00 81.14 -0.86 -1.0% 80.51
Close 82.96 81.81 -1.15 -1.4% 82.12
Range 1.20 1.38 0.18 15.0% 3.65
ATR 1.80 1.80 0.00 0.1% 0.00
Volume 8,100 11,220 3,120 38.5% 56,384
Daily Pivots for day following 24-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.96 85.27 82.57
R3 84.58 83.89 82.19
R2 83.20 83.20 82.06
R1 82.51 82.51 81.94 82.50
PP 81.82 81.82 81.82 81.82
S1 81.13 81.13 81.68 81.12
S2 80.44 80.44 81.56
S3 79.06 79.75 81.43
S4 77.68 78.37 81.05
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 83.90 80.12 3.78 4.6% 1.63 2.0% 45% False False 12,229
10 84.42 80.12 4.30 5.3% 1.64 2.0% 39% False False 10,758
20 84.50 78.62 5.88 7.2% 1.71 2.1% 54% False False 9,918
40 84.50 72.04 12.46 15.2% 1.83 2.2% 78% False False 8,184
60 86.58 72.04 14.54 17.8% 1.55 1.9% 67% False False 6,398
80 86.58 72.04 14.54 17.8% 1.45 1.8% 67% False False 5,409
100 86.58 72.04 14.54 17.8% 1.28 1.6% 67% False False 4,738
120 86.58 71.93 14.65 17.9% 1.22 1.5% 67% False False 4,231
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.39
2.618 86.13
1.618 84.75
1.000 83.90
0.618 83.37
HIGH 82.52
0.618 81.99
0.500 81.83
0.382 81.67
LOW 81.14
0.618 80.29
1.000 79.76
1.618 78.91
2.618 77.53
4.250 75.28
Fisher Pivots for day following 24-Mar-2010
Pivot 1 day 3 day
R1 81.83 81.76
PP 81.82 81.71
S1 81.82 81.66

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

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