NYMEX Light Sweet Crude Oil Future June 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 81.50 82.56 1.06 1.3% 80.67
High 82.89 83.22 0.33 0.4% 82.89
Low 81.36 81.71 0.35 0.4% 78.84
Close 82.37 82.78 0.41 0.5% 82.37
Range 1.53 1.51 -0.02 -1.3% 4.05
ATR 2.14 2.10 -0.05 -2.1% 0.00
Volume 64,995 50,594 -14,401 -22.2% 263,986
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.10 86.45 83.61
R3 85.59 84.94 83.20
R2 84.08 84.08 83.06
R1 83.43 83.43 82.92 83.76
PP 82.57 82.57 82.57 82.73
S1 81.92 81.92 82.64 82.25
S2 81.06 81.06 82.50
S3 79.55 80.41 82.36
S4 78.04 78.90 81.95
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.52 91.99 84.60
R3 89.47 87.94 83.48
R2 85.42 85.42 83.11
R1 83.89 83.89 82.74 84.66
PP 81.37 81.37 81.37 81.75
S1 79.84 79.84 82.00 80.61
S2 77.32 77.32 81.63
S3 73.27 75.79 81.26
S4 69.22 71.74 80.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.22 79.11 4.11 5.0% 1.71 2.1% 89% True False 51,625
10 83.22 77.84 5.38 6.5% 2.02 2.4% 92% True False 47,119
20 83.22 72.08 11.14 13.5% 2.09 2.5% 96% True False 46,133
40 85.95 70.75 15.20 18.4% 2.15 2.6% 79% False False 39,608
60 85.95 70.75 15.20 18.4% 1.99 2.4% 79% False False 33,492
80 85.95 70.75 15.20 18.4% 2.02 2.4% 79% False False 29,852
100 85.95 70.75 15.20 18.4% 2.04 2.5% 79% False False 26,941
120 85.95 69.40 16.55 20.0% 2.02 2.4% 81% False False 24,318
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.64
2.618 87.17
1.618 85.66
1.000 84.73
0.618 84.15
HIGH 83.22
0.618 82.64
0.500 82.47
0.382 82.29
LOW 81.71
0.618 80.78
1.000 80.20
1.618 79.27
2.618 77.76
4.250 75.29
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 82.68 82.49
PP 82.57 82.20
S1 82.47 81.91

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

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