NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 83.70 83.48 -0.22 -0.3% 81.70
High 84.24 83.85 -0.39 -0.5% 83.78
Low 82.98 82.37 -0.61 -0.7% 79.86
Close 83.96 83.48 -0.48 -0.6% 83.49
Range 1.26 1.48 0.22 17.5% 3.92
ATR 1.78 1.76 -0.01 -0.8% 0.00
Volume 9,464 9,126 -338 -3.6% 40,414
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 87.67 87.06 84.29
R3 86.19 85.58 83.89
R2 84.71 84.71 83.75
R1 84.10 84.10 83.62 84.22
PP 83.23 83.23 83.23 83.30
S1 82.62 82.62 83.34 82.74
S2 81.75 81.75 83.21
S3 80.27 81.14 83.07
S4 78.79 79.66 82.67
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 94.14 92.73 85.65
R3 90.22 88.81 84.57
R2 86.30 86.30 84.21
R1 84.89 84.89 83.85 85.60
PP 82.38 82.38 82.38 82.73
S1 80.97 80.97 83.13 81.68
S2 78.46 78.46 82.77
S3 74.54 77.05 82.41
S4 70.62 73.13 81.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.24 81.33 2.91 3.5% 1.28 1.5% 74% False False 8,685
10 84.24 78.88 5.36 6.4% 1.67 2.0% 86% False False 7,980
20 84.24 74.10 10.14 12.1% 1.79 2.1% 93% False False 6,856
40 87.30 72.43 14.87 17.8% 1.65 2.0% 74% False False 5,976
60 87.30 72.43 14.87 17.8% 1.36 1.6% 74% False False 4,702
80 87.30 72.43 14.87 17.8% 1.33 1.6% 74% False False 4,179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 90.14
2.618 87.72
1.618 86.24
1.000 85.33
0.618 84.76
HIGH 83.85
0.618 83.28
0.500 83.11
0.382 82.94
LOW 82.37
0.618 81.46
1.000 80.89
1.618 79.98
2.618 78.50
4.250 76.08
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 83.36 83.42
PP 83.23 83.36
S1 83.11 83.31

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

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