NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 78.88 79.64 0.76 1.0% 80.30
High 80.95 81.23 0.28 0.3% 80.78
Low 78.26 79.44 1.18 1.5% 77.05
Close 79.68 80.87 1.19 1.5% 79.66
Range 2.69 1.79 -0.90 -33.5% 3.73
ATR 2.40 2.36 -0.04 -1.8% 0.00
Volume 298,718 301,698 2,980 1.0% 1,505,812
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.88 85.17 81.85
R3 84.09 83.38 81.36
R2 82.30 82.30 81.20
R1 81.59 81.59 81.03 81.95
PP 80.51 80.51 80.51 80.69
S1 79.80 79.80 80.71 80.16
S2 78.72 78.72 80.54
S3 76.93 78.01 80.38
S4 75.14 76.22 79.89
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 90.35 88.74 81.71
R3 86.62 85.01 80.69
R2 82.89 82.89 80.34
R1 81.28 81.28 80.00 80.22
PP 79.16 79.16 79.16 78.64
S1 77.55 77.55 79.32 76.49
S2 75.43 75.43 78.98
S3 71.70 73.82 78.63
S4 67.97 70.09 77.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.23 77.05 4.18 5.2% 2.51 3.1% 91% True False 310,960
10 81.23 76.71 4.52 5.6% 2.32 2.9% 92% True False 279,341
20 81.23 69.80 11.43 14.1% 2.54 3.1% 97% True False 217,732
40 84.96 69.80 15.16 18.7% 2.26 2.8% 73% False False 139,871
60 84.96 69.80 15.16 18.7% 2.11 2.6% 73% False False 100,069
80 84.96 69.80 15.16 18.7% 2.10 2.6% 73% False False 77,533
100 84.96 69.80 15.16 18.7% 2.07 2.6% 73% False False 63,206
120 84.96 68.38 16.58 20.5% 1.97 2.4% 75% False False 53,331
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.56
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 88.84
2.618 85.92
1.618 84.13
1.000 83.02
0.618 82.34
HIGH 81.23
0.618 80.55
0.500 80.34
0.382 80.12
LOW 79.44
0.618 78.33
1.000 77.65
1.618 76.54
2.618 74.75
4.250 71.83
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 80.69 80.46
PP 80.51 80.05
S1 80.34 79.65

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

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