NYMEX Light Sweet Crude Oil Future October 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 81.56 80.75 -0.81 -1.0% 82.42
High 81.70 82.29 0.59 0.7% 82.70
Low 80.10 80.15 0.05 0.1% 79.20
Close 81.56 80.75 -0.81 -1.0% 81.56
Range 1.60 2.14 0.54 33.8% 3.50
ATR 1.78 1.80 0.03 1.5% 0.00
Volume 3,833 6,899 3,066 80.0% 19,742
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.48 86.26 81.93
R3 85.34 84.12 81.34
R2 83.20 83.20 81.14
R1 81.98 81.98 80.95 81.82
PP 81.06 81.06 81.06 80.99
S1 79.84 79.84 80.55 79.68
S2 78.92 78.92 80.36
S3 76.78 77.70 80.16
S4 74.64 75.56 79.57
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 91.65 90.11 83.49
R3 88.15 86.61 82.52
R2 84.65 84.65 82.20
R1 83.11 83.11 81.88 82.13
PP 81.15 81.15 81.15 80.67
S1 79.61 79.61 81.24 78.63
S2 77.65 77.65 80.92
S3 74.15 76.11 80.60
S4 70.65 72.61 79.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.29 79.20 3.09 3.8% 1.94 2.4% 50% True False 4,104
10 82.70 78.78 3.92 4.9% 1.59 2.0% 50% False False 3,855
20 82.70 73.17 9.53 11.8% 1.59 2.0% 80% False False 4,107
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.39
2.618 87.89
1.618 85.75
1.000 84.43
0.618 83.61
HIGH 82.29
0.618 81.47
0.500 81.22
0.382 80.97
LOW 80.15
0.618 78.83
1.000 78.01
1.618 76.69
2.618 74.55
4.250 71.06
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 81.22 80.75
PP 81.06 80.75
S1 80.91 80.75

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

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