NYMEX Light Sweet Crude Oil Future August 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 81.11 82.29 1.18 1.5% 81.85
High 82.37 82.52 0.15 0.2% 82.17
Low 80.09 81.02 0.93 1.2% 78.62
Close 81.11 82.29 1.18 1.5% 81.01
Range 2.28 1.50 -0.78 -34.2% 3.55
ATR 1.97 1.93 -0.03 -1.7% 0.00
Volume 6,414 6,365 -49 -0.8% 42,116
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.44 85.87 83.12
R3 84.94 84.37 82.70
R2 83.44 83.44 82.57
R1 82.87 82.87 82.43 83.04
PP 81.94 81.94 81.94 82.03
S1 81.37 81.37 82.15 81.54
S2 80.44 80.44 82.02
S3 78.94 79.87 81.88
S4 77.44 78.37 81.47
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 82.52 78.62 3.90 4.7% 2.17 2.6% 94% True False 6,939
10 82.52 78.62 3.90 4.7% 1.83 2.2% 94% True False 7,295
20 82.52 72.04 10.48 12.7% 2.04 2.5% 98% True False 6,892
40 86.58 72.04 14.54 17.7% 1.68 2.0% 70% False False 5,409
60 86.58 72.04 14.54 17.7% 1.44 1.7% 70% False False 4,239
80 86.58 72.04 14.54 17.7% 1.25 1.5% 70% False False 3,760
100 86.58 72.04 14.54 17.7% 1.19 1.4% 70% False False 3,376
120 86.58 70.69 15.89 19.3% 1.11 1.3% 73% False False 3,051
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.37
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.90
2.618 86.45
1.618 84.95
1.000 84.02
0.618 83.45
HIGH 82.52
0.618 81.95
0.500 81.77
0.382 81.59
LOW 81.02
0.618 80.09
1.000 79.52
1.618 78.59
2.618 77.09
4.250 74.65
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 82.12 81.87
PP 81.94 81.46
S1 81.77 81.04

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

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