NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 75.74 74.36 -1.38 -1.8% 72.24
High 75.76 77.83 2.07 2.7% 76.13
Low 73.09 74.06 0.97 1.3% 71.10
Close 74.50 77.42 2.92 3.9% 74.50
Range 2.67 3.77 1.10 41.2% 5.03
ATR 2.37 2.47 0.10 4.2% 0.00
Volume 221,849 139,389 -82,460 -37.2% 884,411
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 87.75 86.35 79.49
R3 83.98 82.58 78.46
R2 80.21 80.21 78.11
R1 78.81 78.81 77.77 79.51
PP 76.44 76.44 76.44 76.79
S1 75.04 75.04 77.07 75.74
S2 72.67 72.67 76.73
S3 68.90 71.27 76.38
S4 65.13 67.50 75.35
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.00 86.78 77.27
R3 83.97 81.75 75.88
R2 78.94 78.94 75.42
R1 76.72 76.72 74.96 77.83
PP 73.91 73.91 73.91 74.47
S1 71.69 71.69 74.04 72.80
S2 68.88 68.88 73.58
S3 63.85 66.66 73.12
S4 58.82 61.63 71.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.83 71.72 6.11 7.9% 2.79 3.6% 93% True False 165,089
10 78.54 69.80 8.74 11.3% 2.93 3.8% 87% False False 145,967
20 79.94 69.80 10.14 13.1% 2.52 3.3% 75% False False 111,144
40 84.96 69.80 15.16 19.6% 2.12 2.7% 50% False False 71,022
60 84.96 69.80 15.16 19.6% 2.10 2.7% 50% False False 53,048
80 84.96 69.80 15.16 19.6% 2.11 2.7% 50% False False 41,419
100 84.96 68.38 16.58 21.4% 2.02 2.6% 55% False False 34,156
120 84.96 68.38 16.58 21.4% 1.85 2.4% 55% False False 28,882
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.85
2.618 87.70
1.618 83.93
1.000 81.60
0.618 80.16
HIGH 77.83
0.618 76.39
0.500 75.95
0.382 75.50
LOW 74.06
0.618 71.73
1.000 70.29
1.618 67.96
2.618 64.19
4.250 58.04
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 76.93 76.77
PP 76.44 76.11
S1 75.95 75.46

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

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