NYMEX Light Sweet Crude Oil Future September 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 81.70 81.38 -0.32 -0.4% 82.14
High 82.04 82.65 0.61 0.7% 82.41
Low 79.86 80.28 0.42 0.5% 78.88
Close 80.47 81.38 0.91 1.1% 81.29
Range 2.18 2.37 0.19 8.7% 3.53
ATR 1.90 1.93 0.03 1.8% 0.00
Volume 8,452 7,125 -1,327 -15.7% 39,184
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 88.55 87.33 82.68
R3 86.18 84.96 82.03
R2 83.81 83.81 81.81
R1 82.59 82.59 81.60 82.57
PP 81.44 81.44 81.44 81.42
S1 80.22 80.22 81.16 80.20
S2 79.07 79.07 80.95
S3 76.70 77.85 80.73
S4 74.33 75.48 80.08
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 91.45 89.90 83.23
R3 87.92 86.37 82.26
R2 84.39 84.39 81.94
R1 82.84 82.84 81.61 81.85
PP 80.86 80.86 80.86 80.37
S1 79.31 79.31 80.97 78.32
S2 77.33 77.33 80.64
S3 73.80 75.78 80.32
S4 70.27 72.25 79.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.65 78.88 3.77 4.6% 2.07 2.5% 66% True False 7,274
10 82.65 78.88 3.77 4.6% 1.78 2.2% 66% True False 6,913
20 82.65 72.43 10.22 12.6% 2.07 2.5% 88% True False 6,716
40 87.30 72.43 14.87 18.3% 1.61 2.0% 60% False False 5,212
60 87.30 72.43 14.87 18.3% 1.38 1.7% 60% False False 4,293
80 87.30 72.43 14.87 18.3% 1.31 1.6% 60% False False 3,827
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.72
2.618 88.85
1.618 86.48
1.000 85.02
0.618 84.11
HIGH 82.65
0.618 81.74
0.500 81.47
0.382 81.19
LOW 80.28
0.618 78.82
1.000 77.91
1.618 76.45
2.618 74.08
4.250 70.21
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 81.47 81.33
PP 81.44 81.27
S1 81.41 81.22

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

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