NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 80.58 81.79 1.21 1.5% 79.84
High 82.07 82.41 0.34 0.4% 82.07
Low 80.47 80.75 0.28 0.3% 78.06
Close 81.50 81.87 0.37 0.5% 81.50
Range 1.60 1.66 0.06 3.8% 4.01
ATR 2.26 2.21 -0.04 -1.9% 0.00
Volume 278,889 299,634 20,745 7.4% 1,505,253
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.66 85.92 82.78
R3 85.00 84.26 82.33
R2 83.34 83.34 82.17
R1 82.60 82.60 82.02 82.97
PP 81.68 81.68 81.68 81.86
S1 80.94 80.94 81.72 81.31
S2 80.02 80.02 81.57
S3 78.36 79.28 81.41
S4 76.70 77.62 80.96
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 92.57 91.05 83.71
R3 88.56 87.04 82.60
R2 84.55 84.55 82.24
R1 83.03 83.03 81.87 83.79
PP 80.54 80.54 80.54 80.93
S1 79.02 79.02 81.13 79.78
S2 76.53 76.53 80.76
S3 72.52 75.01 80.40
S4 68.51 71.00 79.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.41 78.26 4.15 5.1% 1.83 2.2% 87% True False 297,169
10 82.41 77.05 5.36 6.5% 2.16 2.6% 90% True False 299,606
20 82.41 71.10 11.31 13.8% 2.24 2.7% 95% True False 243,368
40 84.96 69.80 15.16 18.5% 2.27 2.8% 80% False False 158,801
60 84.96 69.80 15.16 18.5% 2.07 2.5% 80% False False 113,814
80 84.96 69.80 15.16 18.5% 2.09 2.5% 80% False False 88,289
100 84.96 69.80 15.16 18.5% 2.07 2.5% 80% False False 71,937
120 84.96 68.38 16.58 20.3% 1.97 2.4% 81% False False 60,618
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 0.42
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.47
2.618 86.76
1.618 85.10
1.000 84.07
0.618 83.44
HIGH 82.41
0.618 81.78
0.500 81.58
0.382 81.38
LOW 80.75
0.618 79.72
1.000 79.09
1.618 78.06
2.618 76.40
4.250 73.70
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 81.77 81.60
PP 81.68 81.33
S1 81.58 81.06

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

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