NYMEX Light Sweet Crude Oil Future November 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	81.92	83.08	1.16	1.4%	82.70
High	83.19	83.13	-0.06	-0.1%	82.94
Low	81.73	82.63	0.90	1.1%	79.48
Close	81.92	83.08	1.16	1.4%	81.85
Range	1.46	0.50	-0.96	-65.8%	3.46
ATR	1.48	1.46	-0.02	-1.3%	0.00
Volume	2,851	4,830	1,979	69.4%	19,035

Daily Pivots for day following 03-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	84.45	84.26	83.36
R3	83.95	83.76	83.22
R2	83.45	83.45	83.17
R1	83.26	83.26	83.13	83.33
PP	82.95	82.95	82.95	82.98
S1	82.76	82.76	83.03	82.83
S2	82.45	82.45	82.99
S3	81.95	82.26	82.94
S4	81.45	81.76	82.81

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	91.80	90.29	83.75
R3	88.34	86.83	82.80
R2	84.88	84.88	82.48
R1	83.37	83.37	82.17	82.40
PP	81.42	81.42	81.42	80.94
S1	79.91	79.91	81.53	78.94
S2	77.96	77.96	81.22
S3	74.50	76.45	80.90
S4	71.04	72.99	79.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.19	79.48	3.71	4.5%	1.47	1.8%	97%	False	False	3,661
10	83.19	79.48	3.71	4.5%	1.30	1.6%	97%	False	False	3,970

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	0.22
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	85.26
2.618	84.44
1.618	83.94
1.000	83.63
0.618	83.44
HIGH	83.13
0.618	82.94
0.500	82.88
0.382	82.82
LOW	82.63
0.618	82.32
1.000	82.13
1.618	81.82
2.618	81.32
4.250	80.51

Fisher Pivots for day following 03-Mar-2010
Pivot	1 day	3 day
R1	83.01	82.66
PP	82.95	82.24
S1	82.88	81.82

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