NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 73.79 74.65 0.86 1.2% 72.84
High 74.97 75.69 0.72 1.0% 78.04
Low 72.60 73.38 0.78 1.1% 69.50
Close 74.52 75.28 0.76 1.0% 71.19
Range 2.37 2.31 -0.06 -2.5% 8.54
ATR 2.39 2.38 -0.01 -0.2% 0.00
Volume 429,845 422,056 -7,789 -1.8% 1,894,136
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.71 80.81 76.55
R3 79.40 78.50 75.92
R2 77.09 77.09 75.70
R1 76.19 76.19 75.49 76.64
PP 74.78 74.78 74.78 75.01
S1 73.88 73.88 75.07 74.33
S2 72.47 72.47 74.86
S3 70.16 71.57 74.64
S4 67.85 69.26 74.01
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 75.69 69.50 6.19 8.2% 2.71 3.6% 93% True False 463,514
10 78.04 69.50 8.54 11.3% 2.77 3.7% 68% False False 398,072
20 80.75 69.50 11.25 14.9% 2.37 3.2% 51% False False 340,457
40 84.45 69.50 14.95 19.9% 2.09 2.8% 39% False False 211,823
60 84.45 69.50 14.95 19.9% 2.17 2.9% 39% False False 158,100
80 84.45 69.50 14.95 19.9% 2.20 2.9% 39% False False 122,728
100 84.45 67.46 16.99 22.6% 2.15 2.9% 46% False False 99,978
120 84.45 67.46 16.99 22.6% 2.09 2.8% 46% False False 84,278
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.51
2.618 81.74
1.618 79.43
1.000 78.00
0.618 77.12
HIGH 75.69
0.618 74.81
0.500 74.54
0.382 74.26
LOW 73.38
0.618 71.95
1.000 71.07
1.618 69.64
2.618 67.33
4.250 63.56
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 75.03 74.69
PP 74.78 74.10
S1 74.54 73.51

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

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