NYMEX Light Sweet Crude Oil Future May 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 81.01 82.27 1.26 1.6% 80.38
High 82.47 82.82 0.35 0.4% 82.47
Low 80.89 81.22 0.33 0.4% 78.44
Close 81.92 82.31 0.39 0.5% 81.92
Range 1.58 1.60 0.02 1.3% 4.03
ATR 2.20 2.16 -0.04 -2.0% 0.00
Volume 102,209 98,684 -3,525 -3.4% 443,042
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.92 86.21 83.19
R3 85.32 84.61 82.75
R2 83.72 83.72 82.60
R1 83.01 83.01 82.46 83.37
PP 82.12 82.12 82.12 82.29
S1 81.41 81.41 82.16 81.77
S2 80.52 80.52 82.02
S3 78.92 79.81 81.87
S4 77.32 78.21 81.43
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 82.82 78.67 4.15 5.0% 1.79 2.2% 88% True False 87,509
10 82.82 77.44 5.38 6.5% 2.11 2.6% 91% True False 83,256
20 82.82 71.57 11.25 13.7% 2.19 2.7% 95% True False 73,583
40 85.43 70.28 15.15 18.4% 2.21 2.7% 79% False False 53,138
60 85.43 70.28 15.15 18.4% 2.01 2.4% 79% False False 39,320
80 85.43 70.28 15.15 18.4% 1.97 2.4% 79% False False 31,532
100 85.43 70.28 15.15 18.4% 1.91 2.3% 79% False False 26,325
120 85.43 68.84 16.59 20.2% 1.76 2.1% 81% False False 22,495
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 3 trading days
Fibonacci Retracements and Extensions
4.250 89.62
2.618 87.01
1.618 85.41
1.000 84.42
0.618 83.81
HIGH 82.82
0.618 82.21
0.500 82.02
0.382 81.83
LOW 81.22
0.618 80.23
1.000 79.62
1.618 78.63
2.618 77.03
4.250 74.42
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 82.21 82.03
PP 82.12 81.76
S1 82.02 81.48

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

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