NYMEX Light Sweet Crude Oil Future September 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 81.35 82.18 0.83 1.0% 82.14
High 82.80 82.60 -0.20 -0.2% 82.41
Low 81.33 81.66 0.33 0.4% 78.88
Close 82.55 82.18 -0.37 -0.4% 81.29
Range 1.47 0.94 -0.53 -36.1% 3.53
ATR 1.90 1.83 -0.07 -3.6% 0.00
Volume 6,148 10,521 4,373 71.1% 39,184
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 84.97 84.51 82.70
R3 84.03 83.57 82.44
R2 83.09 83.09 82.35
R1 82.63 82.63 82.27 82.65
PP 82.15 82.15 82.15 82.16
S1 81.69 81.69 82.09 81.71
S2 81.21 81.21 82.01
S3 80.27 80.75 81.92
S4 79.33 79.81 81.66
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 79.79 3.01 3.7% 1.73 2.1% 79% False False 7,533
10 82.80 78.88 3.92 4.8% 1.70 2.1% 84% False False 7,770
20 82.80 72.43 10.37 12.6% 2.03 2.5% 94% False False 6,967
40 87.30 72.43 14.87 18.1% 1.64 2.0% 66% False False 5,507
60 87.30 72.43 14.87 18.1% 1.39 1.7% 66% False False 4,461
80 87.30 72.43 14.87 18.1% 1.33 1.6% 66% False False 3,937
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 0.42
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.60
2.618 85.06
1.618 84.12
1.000 83.54
0.618 83.18
HIGH 82.60
0.618 82.24
0.500 82.13
0.382 82.02
LOW 81.66
0.618 81.08
1.000 80.72
1.618 80.14
2.618 79.20
4.250 77.67
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 82.16 81.97
PP 82.15 81.75
S1 82.13 81.54

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

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