NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 81.01 81.55 0.54 0.7% 81.85
High 81.30 81.80 0.50 0.6% 82.17
Low 79.53 79.56 0.03 0.0% 78.62
Close 81.01 80.18 -0.83 -1.0% 81.01
Range 1.77 2.24 0.47 26.6% 3.55
ATR 1.92 1.94 0.02 1.2% 0.00
Volume 5,635 9,222 3,587 63.7% 42,116
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.23 85.95 81.41
R3 84.99 83.71 80.80
R2 82.75 82.75 80.59
R1 81.47 81.47 80.39 80.99
PP 80.51 80.51 80.51 80.28
S1 79.23 79.23 79.97 78.75
S2 78.27 78.27 79.77
S3 76.03 76.99 79.56
S4 73.79 74.75 78.95
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 91.25 89.68 82.96
R3 87.70 86.13 81.99
R2 84.15 84.15 81.66
R1 82.58 82.58 81.34 81.59
PP 80.60 80.60 80.60 80.11
S1 79.03 79.03 80.68 78.04
S2 77.05 77.05 80.36
S3 73.50 75.48 80.03
S4 69.95 71.93 79.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.80 78.62 3.18 4.0% 1.94 2.4% 49% True False 8,527
10 82.17 76.49 5.68 7.1% 1.85 2.3% 65% False False 6,838
20 82.17 72.04 10.13 12.6% 2.09 2.6% 80% False False 6,728
40 86.58 72.04 14.54 18.1% 1.61 2.0% 56% False False 5,138
60 86.58 72.04 14.54 18.1% 1.39 1.7% 56% False False 4,099
80 86.58 72.04 14.54 18.1% 1.22 1.5% 56% False False 3,651
100 86.58 72.04 14.54 18.1% 1.15 1.4% 56% False False 3,270
120 86.58 70.69 15.89 19.8% 1.09 1.4% 60% False False 2,965
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 True
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.32
2.618 87.66
1.618 85.42
1.000 84.04
0.618 83.18
HIGH 81.80
0.618 80.94
0.500 80.68
0.382 80.42
LOW 79.56
0.618 78.18
1.000 77.32
1.618 75.94
2.618 73.70
4.250 70.04
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 80.68 80.21
PP 80.51 80.20
S1 80.35 80.19

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

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