NYMEX Light Sweet Crude Oil Future November 2010

Trading Metrics calculated at close of trading on 25-Mar-2010

Day Change Summary
	Previous	Current
	24-Mar-2010	25-Mar-2010	Change	Change %	Previous Week
Open	82.53	82.53	0.00	0.0%	81.90
High	82.75	83.34	0.59	0.7%	84.57
Low	81.98	82.25	0.27	0.3%	81.28
Close	82.53	82.53	0.00	0.0%	82.80
Range	0.77	1.09	0.32	41.6%	3.29
ATR	1.47	1.44	-0.03	-1.8%	0.00
Volume	3,002	3,335	333	11.1%	19,761

Daily Pivots for day following 25-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.98	85.34	83.13
R3	84.89	84.25	82.83
R2	83.80	83.80	82.73
R1	83.16	83.16	82.63	83.08
PP	82.71	82.71	82.71	82.66
S1	82.07	82.07	82.43	81.99
S2	81.62	81.62	82.33
S3	80.53	80.98	82.23
S4	79.44	79.89	81.93

Weekly Pivots for week ending 19-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	92.75	91.07	84.61
R3	89.46	87.78	83.70
R2	86.17	86.17	83.40
R1	84.49	84.49	83.10	85.33
PP	82.88	82.88	82.88	83.31
S1	81.20	81.20	82.50	82.04
S2	79.59	79.59	82.20
S3	76.30	77.91	81.90
S4	73.01	74.62	80.99

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.16	80.89	3.27	4.0%	1.48	1.8%	50%	False	False	3,371
10	84.88	80.89	3.99	4.8%	1.22	1.5%	41%	False	False	3,704
20	85.35	80.45	4.90	5.9%	1.18	1.4%	42%	False	False	4,135

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	0.17
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	87.97
2.618	86.19
1.618	85.10
1.000	84.43
0.618	84.01
HIGH	83.34
0.618	82.92
0.500	82.80
0.382	82.67
LOW	82.25
0.618	81.58
1.000	81.16
1.618	80.49
2.618	79.40
4.250	77.62

Fisher Pivots for day following 25-Mar-2010
Pivot	1 day	3 day
R1	82.80	82.80
PP	82.71	82.71
S1	82.62	82.62

Download as Excel Spreadsheet

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

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