NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 84.40 84.48 0.08 0.1% 81.05
High 85.35 84.54 -0.81 -0.9% 84.26
Low 83.52 84.12 0.60 0.7% 80.45
Close 84.40 84.48 0.08 0.1% 84.06
Range 1.83 0.42 -1.41 -77.0% 3.81
ATR 1.42 1.35 -0.07 -5.0% 0.00
Volume 6,407 2,597 -3,810 -59.5% 25,679
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.64 85.48 84.71
R3 85.22 85.06 84.60
R2 84.80 84.80 84.56
R1 84.64 84.64 84.52 84.69
PP 84.38 84.38 84.38 84.41
S1 84.22 84.22 84.44 84.27
S2 83.96 83.96 84.40
S3 83.54 83.80 84.36
S4 83.12 83.38 84.25
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 94.35 93.02 86.16
R3 90.54 89.21 85.11
R2 86.73 86.73 84.76
R1 85.40 85.40 84.41 86.07
PP 82.92 82.92 82.92 83.26
S1 81.59 81.59 83.71 82.26
S2 79.11 79.11 83.36
S3 75.30 77.78 83.01
S4 71.49 73.97 81.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.35 83.08 2.27 2.7% 1.07 1.3% 62% False False 4,244
10 85.35 80.45 4.90 5.8% 1.13 1.3% 82% False False 4,566
20 85.35 76.87 8.48 10.0% 1.06 1.3% 90% False False 4,031
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 86.33
2.618 85.64
1.618 85.22
1.000 84.96
0.618 84.80
HIGH 84.54
0.618 84.38
0.500 84.33
0.382 84.28
LOW 84.12
0.618 83.86
1.000 83.70
1.618 83.44
2.618 83.02
4.250 82.34
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 84.43 84.39
PP 84.38 84.30
S1 84.33 84.22

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

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