NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 79.09 80.67 1.58 2.0% 80.96
High 80.68 81.30 0.62 0.8% 81.51
Low 78.65 78.84 0.19 0.2% 77.84
Close 80.37 79.48 -0.89 -1.1% 80.37
Range 2.03 2.46 0.43 21.2% 3.67
ATR 2.24 2.26 0.02 0.7% 0.00
Volume 31,320 56,453 25,133 80.2% 209,049
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.25 85.83 80.83
R3 84.79 83.37 80.16
R2 82.33 82.33 79.93
R1 80.91 80.91 79.71 80.39
PP 79.87 79.87 79.87 79.62
S1 78.45 78.45 79.25 77.93
S2 77.41 77.41 79.03
S3 74.95 75.99 78.80
S4 72.49 73.53 78.13
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 90.92 89.31 82.39
R3 87.25 85.64 81.38
R2 83.58 83.58 81.04
R1 81.97 81.97 80.71 80.94
PP 79.91 79.91 79.91 79.39
S1 78.30 78.30 80.03 77.27
S2 76.24 76.24 79.70
S3 72.57 74.63 79.36
S4 68.90 70.96 78.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.30 77.84 3.46 4.4% 2.32 2.9% 47% True False 42,613
10 81.51 75.24 6.27 7.9% 2.21 2.8% 68% False False 41,138
20 81.51 70.75 10.76 13.5% 2.46 3.1% 81% False False 42,747
40 85.95 70.75 15.20 19.1% 2.11 2.7% 57% False False 36,216
60 85.95 70.75 15.20 19.1% 2.02 2.5% 57% False False 31,287
80 85.95 70.75 15.20 19.1% 2.05 2.6% 57% False False 27,541
100 85.95 70.75 15.20 19.1% 2.04 2.6% 57% False False 24,942
120 85.95 69.40 16.55 20.8% 2.04 2.6% 61% False False 22,748
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 True
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.76
2.618 87.74
1.618 85.28
1.000 83.76
0.618 82.82
HIGH 81.30
0.618 80.36
0.500 80.07
0.382 79.78
LOW 78.84
0.618 77.32
1.000 76.38
1.618 74.86
2.618 72.40
4.250 68.39
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 80.07 79.57
PP 79.87 79.54
S1 79.68 79.51

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

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