NYMEX Light Sweet Crude Oil Future April 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	78.33	79.84	1.51	1.9%	80.30
High	80.05	80.62	0.57	0.7%	80.78
Low	77.82	78.06	0.24	0.3%	77.05
Close	79.66	78.70	-0.96	-1.2%	79.66
Range	2.23	2.56	0.33	14.8%	3.73
ATR	2.36	2.38	0.01	0.6%	0.00
Volume	346,025	319,038	-26,987	-7.8%	1,505,812

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.81	85.31	80.11
R3	84.25	82.75	79.40
R2	81.69	81.69	79.17
R1	80.19	80.19	78.93	79.66
PP	79.13	79.13	79.13	78.86
S1	77.63	77.63	78.47	77.10
S2	76.57	76.57	78.23
S3	74.01	75.07	78.00
S4	71.45	72.51	77.29

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.35	88.74	81.71
R3	86.62	85.01	80.69
R2	82.89	82.89	80.34
R1	81.28	81.28	80.00	80.22
PP	79.16	79.16	79.16	78.64
S1	77.55	77.55	79.32	76.49
S2	75.43	75.43	78.98
S3	71.70	73.82	78.63
S4	67.97	70.09	77.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.62	77.05	3.57	4.5%	2.49	3.2%	46%	True	False	302,043
10	80.78	74.06	6.72	8.5%	2.38	3.0%	69%	False	False	249,710
20	80.78	69.80	10.98	14.0%	2.59	3.3%	81%	False	False	194,182
40	84.96	69.80	15.16	19.3%	2.22	2.8%	59%	False	False	125,702
60	84.96	69.80	15.16	19.3%	2.09	2.7%	59%	False	False	90,638
80	84.96	69.80	15.16	19.3%	2.10	2.7%	59%	False	False	70,212
100	84.96	69.80	15.16	19.3%	2.06	2.6%	59%	False	False	57,269
120	84.96	68.38	16.58	21.1%	1.95	2.5%	62%	False	False	48,352

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	0.56
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.50
2.618	87.32
1.618	84.76
1.000	83.18
0.618	82.20
HIGH	80.62
0.618	79.64
0.500	79.34
0.382	79.04
LOW	78.06
0.618	76.48
1.000	75.50
1.618	73.92
2.618	71.36
4.250	67.18

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	79.34	78.84
PP	79.13	78.79
S1	78.91	78.75

Download as Excel Spreadsheet

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

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