NYMEX Light Sweet Crude Oil Future September 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 81.38 81.35 -0.03 0.0% 82.14
High 82.65 82.80 0.15 0.2% 82.41
Low 80.28 81.33 1.05 1.3% 78.88
Close 81.38 82.55 1.17 1.4% 81.29
Range 2.37 1.47 -0.90 -38.0% 3.53
ATR 1.93 1.90 -0.03 -1.7% 0.00
Volume 7,125 6,148 -977 -13.7% 39,184
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.64 86.06 83.36
R3 85.17 84.59 82.95
R2 83.70 83.70 82.82
R1 83.12 83.12 82.68 83.41
PP 82.23 82.23 82.23 82.37
S1 81.65 81.65 82.42 81.94
S2 80.76 80.76 82.28
S3 79.29 80.18 82.15
S4 77.82 78.71 81.74
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 82.80 78.88 3.92 4.7% 2.05 2.5% 94% True False 6,811
10 82.80 78.88 3.92 4.7% 1.84 2.2% 94% True False 7,175
20 82.80 72.43 10.37 12.6% 2.03 2.5% 98% True False 6,732
40 87.30 72.43 14.87 18.0% 1.64 2.0% 68% False False 5,336
60 87.30 72.43 14.87 18.0% 1.40 1.7% 68% False False 4,340
80 87.30 72.43 14.87 18.0% 1.33 1.6% 68% False False 3,858
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 0.39
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.05
2.618 86.65
1.618 85.18
1.000 84.27
0.618 83.71
HIGH 82.80
0.618 82.24
0.500 82.07
0.382 81.89
LOW 81.33
0.618 80.42
1.000 79.86
1.618 78.95
2.618 77.48
4.250 75.08
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 82.39 82.14
PP 82.23 81.74
S1 82.07 81.33

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

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