NYMEX Light Sweet Crude Oil Future June 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	79.09	80.67	1.58	2.0%	80.96
High	80.68	81.30	0.62	0.8%	81.51
Low	78.65	78.84	0.19	0.2%	77.84
Close	80.37	79.48	-0.89	-1.1%	80.37
Range	2.03	2.46	0.43	21.2%	3.67
ATR	2.24	2.26	0.02	0.7%	0.00
Volume	31,320	56,453	25,133	80.2%	209,049

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.25	85.83	80.83
R3	84.79	83.37	80.16
R2	82.33	82.33	79.93
R1	80.91	80.91	79.71	80.39
PP	79.87	79.87	79.87	79.62
S1	78.45	78.45	79.25	77.93
S2	77.41	77.41	79.03
S3	74.95	75.99	78.80
S4	72.49	73.53	78.13

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	90.92	89.31	82.39
R3	87.25	85.64	81.38
R2	83.58	83.58	81.04
R1	81.97	81.97	80.71	80.94
PP	79.91	79.91	79.91	79.39
S1	78.30	78.30	80.03	77.27
S2	76.24	76.24	79.70
S3	72.57	74.63	79.36
S4	68.90	70.96	78.35

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.30	77.84	3.46	4.4%	2.32	2.9%	47%	True	False	42,613
10	81.51	75.24	6.27	7.9%	2.21	2.8%	68%	False	False	41,138
20	81.51	70.75	10.76	13.5%	2.46	3.1%	81%	False	False	42,747
40	85.95	70.75	15.20	19.1%	2.11	2.7%	57%	False	False	36,216
60	85.95	70.75	15.20	19.1%	2.02	2.5%	57%	False	False	31,287
80	85.95	70.75	15.20	19.1%	2.05	2.6%	57%	False	False	27,541
100	85.95	70.75	15.20	19.1%	2.04	2.6%	57%	False	False	24,942
120	85.95	69.40	16.55	20.8%	2.04	2.6%	61%	False	False	22,748

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	0.49
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.76
2.618	87.74
1.618	85.28
1.000	83.76
0.618	82.82
HIGH	81.30
0.618	80.36
0.500	80.07
0.382	79.78
LOW	78.84
0.618	77.32
1.000	76.38
1.618	74.86
2.618	72.40
4.250	68.39

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	80.07	79.57
PP	79.87	79.54
S1	79.68	79.51

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols