NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 81.90 83.54 1.64 2.0% 84.54
High 82.30 83.60 1.30 1.6% 85.35
Low 81.28 82.95 1.67 2.1% 83.08
Close 81.90 83.54 1.64 2.0% 83.39
Range 1.02 0.65 -0.37 -36.3% 2.27
ATR 1.41 1.43 0.02 1.5% 0.00
Volume 4,838 1,963 -2,875 -59.4% 20,481
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.31 85.08 83.90
R3 84.66 84.43 83.72
R2 84.01 84.01 83.66
R1 83.78 83.78 83.60 83.87
PP 83.36 83.36 83.36 83.41
S1 83.13 83.13 83.48 83.22
S2 82.71 82.71 83.42
S3 82.06 82.48 83.36
S4 81.41 81.83 83.18
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 90.75 89.34 84.64
R3 88.48 87.07 84.01
R2 86.21 86.21 83.81
R1 84.80 84.80 83.60 84.37
PP 83.94 83.94 83.94 83.73
S1 82.53 82.53 83.18 82.10
S2 81.67 81.67 82.97
S3 79.40 80.26 82.77
S4 77.13 77.99 82.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.35 81.28 4.07 4.9% 1.09 1.3% 56% False False 3,933
10 85.35 81.28 4.07 4.9% 0.97 1.2% 56% False False 4,512
20 85.35 79.48 5.87 7.0% 1.12 1.3% 69% False False 4,117
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 0.19
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.36
2.618 85.30
1.618 84.65
1.000 84.25
0.618 84.00
HIGH 83.60
0.618 83.35
0.500 83.28
0.382 83.20
LOW 82.95
0.618 82.55
1.000 82.30
1.618 81.90
2.618 81.25
4.250 80.19
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 83.45 83.39
PP 83.36 83.23
S1 83.28 83.08

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

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