NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 81.88 83.18 1.30 1.6% 81.55
High 82.34 83.60 1.26 1.5% 83.60
Low 81.37 82.27 0.90 1.1% 79.56
Close 81.88 83.18 1.30 1.6% 83.18
Range 0.97 1.33 0.36 37.1% 4.04
ATR 1.86 1.85 -0.01 -0.6% 0.00
Volume 12,994 12,648 -346 -2.7% 47,643
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.01 86.42 83.91
R3 85.68 85.09 83.55
R2 84.35 84.35 83.42
R1 83.76 83.76 83.30 83.85
PP 83.02 83.02 83.02 83.06
S1 82.43 82.43 83.06 82.52
S2 81.69 81.69 82.94
S3 80.36 81.10 82.81
S4 79.03 79.77 82.45
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 94.23 92.75 85.40
R3 90.19 88.71 84.29
R2 86.15 86.15 83.92
R1 84.67 84.67 83.55 85.41
PP 82.11 82.11 82.11 82.49
S1 80.63 80.63 82.81 81.37
S2 78.07 78.07 82.44
S3 74.03 76.59 82.07
S4 69.99 72.55 80.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.60 79.56 4.04 4.9% 1.66 2.0% 90% True False 9,528
10 83.60 78.62 4.98 6.0% 1.67 2.0% 92% True False 8,975
20 83.60 72.04 11.56 13.9% 1.90 2.3% 96% True False 7,604
40 86.58 72.04 14.54 17.5% 1.69 2.0% 77% False False 5,935
60 86.58 72.04 14.54 17.5% 1.43 1.7% 77% False False 4,529
80 86.58 72.04 14.54 17.5% 1.27 1.5% 77% False False 4,002
100 86.58 72.04 14.54 17.5% 1.18 1.4% 77% False False 3,603
120 86.58 70.69 15.89 19.1% 1.11 1.3% 79% False False 3,235
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.25
2.618 87.08
1.618 85.75
1.000 84.93
0.618 84.42
HIGH 83.60
0.618 83.09
0.500 82.94
0.382 82.78
LOW 82.27
0.618 81.45
1.000 80.94
1.618 80.12
2.618 78.79
4.250 76.62
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 83.10 82.89
PP 83.02 82.60
S1 82.94 82.31

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

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