NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 29-Mar-2010

Day Change Summary
	Previous	Current
	26-Mar-2010	29-Mar-2010	Change	Change %	Previous Week
Open	81.84	82.24	0.40	0.5%	83.25
High	81.85	84.35	2.50	3.1%	83.58
Low	81.52	82.24	0.72	0.9%	80.82
Close	81.81	83.70	1.89	2.3%	81.81
Range	0.33	2.11	1.78	539.4%	2.76
ATR	1.53	1.60	0.07	4.7%	0.00
Volume	3,884	4,094	210	5.4%	19,473

Daily Pivots for day following 29-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.76	88.84	84.86
R3	87.65	86.73	84.28
R2	85.54	85.54	84.09
R1	84.62	84.62	83.89	85.08
PP	83.43	83.43	83.43	83.66
S1	82.51	82.51	83.51	82.97
S2	81.32	81.32	83.31
S3	79.21	80.40	83.12
S4	77.10	78.29	82.54

Weekly Pivots for week ending 26-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.35	88.84	83.33
R3	87.59	86.08	82.57
R2	84.83	84.83	82.32
R1	83.32	83.32	82.06	82.70
PP	82.07	82.07	82.07	81.76
S1	80.56	80.56	81.56	79.94
S2	79.31	79.31	81.30
S3	76.55	77.80	81.05
S4	73.79	75.04	80.29

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.35	81.52	2.83	3.4%	1.09	1.3%	77%	True	False	3,320
10	84.60	80.82	3.78	4.5%	1.11	1.3%	76%	False	False	4,268
20	85.00	80.69	4.31	5.1%	1.19	1.4%	70%	False	False	4,522
40	85.00	73.17	11.83	14.1%	1.39	1.7%	89%	False	False	4,314

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	93.32
2.618	89.87
1.618	87.76
1.000	86.46
0.618	85.65
HIGH	84.35
0.618	83.54
0.500	83.30
0.382	83.05
LOW	82.24
0.618	80.94
1.000	80.13
1.618	78.83
2.618	76.72
4.250	73.27

Fisher Pivots for day following 29-Mar-2010
Pivot	1 day	3 day
R1	83.57	83.45
PP	83.43	83.19
S1	83.30	82.94

Download as Excel Spreadsheet

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

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