NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 80.67 79.50 -1.17 -1.5% 80.96
High 81.30 81.71 0.41 0.5% 81.51
Low 78.84 79.11 0.27 0.3% 77.84
Close 79.48 80.44 0.96 1.2% 80.37
Range 2.46 2.60 0.14 5.7% 3.67
ATR 2.26 2.28 0.02 1.1% 0.00
Volume 56,453 45,362 -11,091 -19.6% 209,049
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.22 86.93 81.87
R3 85.62 84.33 81.16
R2 83.02 83.02 80.92
R1 81.73 81.73 80.68 82.38
PP 80.42 80.42 80.42 80.74
S1 79.13 79.13 80.20 79.78
S2 77.82 77.82 79.96
S3 75.22 76.53 79.73
S4 72.62 73.93 79.01
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 81.71 77.84 3.87 4.8% 2.44 3.0% 67% True False 44,559
10 81.71 77.69 4.02 5.0% 2.13 2.6% 68% True False 42,239
20 81.71 70.75 10.96 13.6% 2.47 3.1% 88% True False 43,570
40 85.95 70.75 15.20 18.9% 2.15 2.7% 64% False False 36,979
60 85.95 70.75 15.20 18.9% 2.03 2.5% 64% False False 31,604
80 85.95 70.75 15.20 18.9% 2.04 2.5% 64% False False 27,930
100 85.95 70.75 15.20 18.9% 2.06 2.6% 64% False False 25,281
120 85.95 69.40 16.55 20.6% 2.03 2.5% 67% False False 23,063
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 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.76
2.618 88.52
1.618 85.92
1.000 84.31
0.618 83.32
HIGH 81.71
0.618 80.72
0.500 80.41
0.382 80.10
LOW 79.11
0.618 77.50
1.000 76.51
1.618 74.90
2.618 72.30
4.250 68.06
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 80.43 80.35
PP 80.42 80.27
S1 80.41 80.18

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

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