NYMEX Light Sweet Crude Oil Future October 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 80.86 82.80 1.94 2.4% 82.42
High 82.92 82.89 -0.03 0.0% 82.70
Low 80.69 82.37 1.68 2.1% 79.20
Close 81.64 82.80 1.16 1.4% 81.56
Range 2.23 0.52 -1.71 -76.7% 3.50
ATR 1.83 1.79 -0.04 -2.3% 0.00
Volume 3,741 4,180 439 11.7% 19,742
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 84.25 84.04 83.09
R3 83.73 83.52 82.94
R2 83.21 83.21 82.90
R1 83.00 83.00 82.85 83.06
PP 82.69 82.69 82.69 82.72
S1 82.48 82.48 82.75 82.54
S2 82.17 82.17 82.70
S3 81.65 81.96 82.66
S4 81.13 81.44 82.51
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 82.92 79.20 3.72 4.5% 1.80 2.2% 97% False False 4,202
10 82.92 79.20 3.72 4.5% 1.69 2.0% 97% False False 4,121
20 82.92 73.17 9.75 11.8% 1.64 2.0% 99% False False 4,075
40 87.29 73.17 14.12 17.1% 1.35 1.6% 68% False False 3,396
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 85.10
2.618 84.25
1.618 83.73
1.000 83.41
0.618 83.21
HIGH 82.89
0.618 82.69
0.500 82.63
0.382 82.57
LOW 82.37
0.618 82.05
1.000 81.85
1.618 81.53
2.618 81.01
4.250 80.16
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 82.74 82.38
PP 82.69 81.96
S1 82.63 81.54

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

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