NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 81.32 81.01 -0.31 -0.4% 80.38
High 81.47 82.47 1.00 1.2% 82.47
Low 80.14 80.89 0.75 0.9% 78.44
Close 80.63 81.92 1.29 1.6% 81.92
Range 1.33 1.58 0.25 18.8% 4.03
ATR 2.23 2.20 -0.03 -1.2% 0.00
Volume 76,361 102,209 25,848 33.8% 443,042
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.50 85.79 82.79
R3 84.92 84.21 82.35
R2 83.34 83.34 82.21
R1 82.63 82.63 82.06 82.99
PP 81.76 81.76 81.76 81.94
S1 81.05 81.05 81.78 81.41
S2 80.18 80.18 81.63
S3 78.60 79.47 81.49
S4 77.02 77.89 81.05
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.03 91.51 84.14
R3 89.00 87.48 83.03
R2 84.97 84.97 82.66
R1 83.45 83.45 82.29 84.21
PP 80.94 80.94 80.94 81.33
S1 79.42 79.42 81.55 80.18
S2 76.91 76.91 81.18
S3 72.88 75.39 80.81
S4 68.85 71.36 79.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.47 78.44 4.03 4.9% 1.98 2.4% 86% True False 88,608
10 82.47 77.44 5.03 6.1% 2.06 2.5% 89% True False 79,051
20 82.47 70.28 12.19 14.9% 2.33 2.8% 95% True False 72,308
40 85.43 70.28 15.15 18.5% 2.19 2.7% 77% False False 51,366
60 85.43 70.28 15.15 18.5% 2.02 2.5% 77% False False 37,923
80 85.43 70.28 15.15 18.5% 1.98 2.4% 77% False False 30,366
100 85.43 70.28 15.15 18.5% 1.90 2.3% 77% False False 25,362
120 85.43 68.84 16.59 20.3% 1.75 2.1% 79% False False 21,704
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.19
2.618 86.61
1.618 85.03
1.000 84.05
0.618 83.45
HIGH 82.47
0.618 81.87
0.500 81.68
0.382 81.49
LOW 80.89
0.618 79.91
1.000 79.31
1.618 78.33
2.618 76.75
4.250 74.18
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 81.84 81.66
PP 81.76 81.40
S1 81.68 81.14

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

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