NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 79.50 80.37 0.87 1.1% 80.96
High 81.71 81.95 0.24 0.3% 81.51
Low 79.11 80.24 1.13 1.4% 77.84
Close 80.44 81.64 1.20 1.5% 80.37
Range 2.60 1.71 -0.89 -34.2% 3.67
ATR 2.28 2.24 -0.04 -1.8% 0.00
Volume 45,362 43,262 -2,100 -4.6% 209,049
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.41 85.73 82.58
R3 84.70 84.02 82.11
R2 82.99 82.99 81.95
R1 82.31 82.31 81.80 82.65
PP 81.28 81.28 81.28 81.45
S1 80.60 80.60 81.48 80.94
S2 79.57 79.57 81.33
S3 77.86 78.89 81.17
S4 76.15 77.18 80.70
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 81.95 77.84 4.11 5.0% 2.39 2.9% 92% True False 44,782
10 81.95 77.69 4.26 5.2% 2.18 2.7% 93% True False 43,442
20 81.95 70.75 11.20 13.7% 2.41 2.9% 97% True False 44,413
40 85.95 70.75 15.20 18.6% 2.16 2.6% 72% False False 37,732
60 85.95 70.75 15.20 18.6% 2.04 2.5% 72% False False 31,946
80 85.95 70.75 15.20 18.6% 2.05 2.5% 72% False False 28,305
100 85.95 70.75 15.20 18.6% 2.05 2.5% 72% False False 25,575
120 85.95 69.40 16.55 20.3% 2.04 2.5% 74% False False 23,311
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.45
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.22
2.618 86.43
1.618 84.72
1.000 83.66
0.618 83.01
HIGH 81.95
0.618 81.30
0.500 81.10
0.382 80.89
LOW 80.24
0.618 79.18
1.000 78.53
1.618 77.47
2.618 75.76
4.250 72.97
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 81.46 81.23
PP 81.28 80.81
S1 81.10 80.40

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

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