NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 80.37 81.69 1.32 1.6% 80.96
High 81.95 81.81 -0.14 -0.2% 81.51
Low 80.24 80.60 0.36 0.4% 77.84
Close 81.64 81.10 -0.54 -0.7% 80.37
Range 1.71 1.21 -0.50 -29.2% 3.67
ATR 2.24 2.17 -0.07 -3.3% 0.00
Volume 43,262 53,914 10,652 24.6% 209,049
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 84.80 84.16 81.77
R3 83.59 82.95 81.43
R2 82.38 82.38 81.32
R1 81.74 81.74 81.21 81.46
PP 81.17 81.17 81.17 81.03
S1 80.53 80.53 80.99 80.25
S2 79.96 79.96 80.88
S3 78.75 79.32 80.77
S4 77.54 78.11 80.43
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 78.65 3.30 4.1% 2.00 2.5% 74% False False 46,062
10 81.95 77.84 4.11 5.1% 2.02 2.5% 79% False False 45,589
20 81.95 70.75 11.20 13.8% 2.39 3.0% 92% False False 45,073
40 85.95 70.75 15.20 18.7% 2.16 2.7% 68% False False 38,399
60 85.95 70.75 15.20 18.7% 2.01 2.5% 68% False False 32,429
80 85.95 70.75 15.20 18.7% 2.05 2.5% 68% False False 28,743
100 85.95 70.75 15.20 18.7% 2.04 2.5% 68% False False 25,990
120 85.95 69.40 16.55 20.4% 2.04 2.5% 71% False False 23,561
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.95
2.618 84.98
1.618 83.77
1.000 83.02
0.618 82.56
HIGH 81.81
0.618 81.35
0.500 81.21
0.382 81.06
LOW 80.60
0.618 79.85
1.000 79.39
1.618 78.64
2.618 77.43
4.250 75.46
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 81.21 80.91
PP 81.17 80.72
S1 81.14 80.53

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

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