NYMEX Light Sweet Crude Oil Future September 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 83.49 83.70 0.21 0.3% 81.70
High 83.78 84.24 0.46 0.5% 83.78
Low 82.54 82.98 0.44 0.5% 79.86
Close 83.49 83.96 0.47 0.6% 83.49
Range 1.24 1.26 0.02 1.6% 3.92
ATR 1.82 1.78 -0.04 -2.2% 0.00
Volume 8,168 9,464 1,296 15.9% 40,414
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.51 86.99 84.65
R3 86.25 85.73 84.31
R2 84.99 84.99 84.19
R1 84.47 84.47 84.08 84.73
PP 83.73 83.73 83.73 83.86
S1 83.21 83.21 83.84 83.47
S2 82.47 82.47 83.73
S3 81.21 81.95 83.61
S4 79.95 80.69 83.27
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 94.14 92.73 85.65
R3 90.22 88.81 84.57
R2 86.30 86.30 84.21
R1 84.89 84.89 83.85 85.60
PP 82.38 82.38 82.38 82.73
S1 80.97 80.97 83.13 81.68
S2 78.46 78.46 82.77
S3 74.54 77.05 82.41
S4 70.62 73.13 81.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.24 80.28 3.96 4.7% 1.46 1.7% 93% True False 8,285
10 84.24 78.88 5.36 6.4% 1.70 2.0% 95% True False 8,095
20 84.24 73.53 10.71 12.8% 1.77 2.1% 97% True False 7,308
40 87.30 72.43 14.87 17.7% 1.63 1.9% 78% False False 5,784
60 87.30 72.43 14.87 17.7% 1.39 1.7% 78% False False 4,672
80 87.30 72.43 14.87 17.7% 1.34 1.6% 78% False False 4,101
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 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.60
2.618 87.54
1.618 86.28
1.000 85.50
0.618 85.02
HIGH 84.24
0.618 83.76
0.500 83.61
0.382 83.46
LOW 82.98
0.618 82.20
1.000 81.72
1.618 80.94
2.618 79.68
4.250 77.63
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 83.84 83.62
PP 83.73 83.29
S1 83.61 82.95

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

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