NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 72.18 71.68 -0.50 -0.7% 72.84
High 72.39 74.15 1.76 2.4% 78.04
Low 70.77 71.32 0.55 0.8% 69.50
Close 71.89 73.75 1.86 2.6% 71.19
Range 1.62 2.83 1.21 74.7% 8.54
ATR 2.35 2.39 0.03 1.4% 0.00
Volume 596,142 345,638 -250,504 -42.0% 1,894,136
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.56 80.49 75.31
R3 78.73 77.66 74.53
R2 75.90 75.90 74.27
R1 74.83 74.83 74.01 75.37
PP 73.07 73.07 73.07 73.34
S1 72.00 72.00 73.49 72.54
S2 70.24 70.24 73.23
S3 67.41 69.17 72.97
S4 64.58 66.34 72.19
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 98.53 93.40 75.89
R3 89.99 84.86 73.54
R2 81.45 81.45 72.76
R1 76.32 76.32 71.97 74.62
PP 72.91 72.91 72.91 72.06
S1 67.78 67.78 70.41 66.08
S2 64.37 64.37 69.62
S3 55.83 59.24 68.84
S4 47.29 50.70 66.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.04 69.50 8.54 11.6% 3.03 4.1% 50% False False 444,647
10 78.04 69.50 8.54 11.6% 2.71 3.7% 50% False False 374,121
20 82.82 69.50 13.32 18.1% 2.38 3.2% 32% False False 312,605
40 84.45 69.50 14.95 20.3% 2.05 2.8% 28% False False 194,557
60 84.45 69.50 14.95 20.3% 2.17 2.9% 28% False False 144,577
80 84.45 69.50 14.95 20.3% 2.20 3.0% 28% False False 112,403
100 84.45 67.46 16.99 23.0% 2.12 2.9% 37% False False 91,599
120 84.45 67.46 16.99 23.0% 2.09 2.8% 37% False False 77,235
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 False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.18
2.618 81.56
1.618 78.73
1.000 76.98
0.618 75.90
HIGH 74.15
0.618 73.07
0.500 72.74
0.382 72.40
LOW 71.32
0.618 69.57
1.000 68.49
1.618 66.74
2.618 63.91
4.250 59.29
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 73.41 73.11
PP 73.07 72.47
S1 72.74 71.83

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

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