NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 74.36 77.72 3.36 4.5% 72.24
High 77.83 78.22 0.39 0.5% 76.13
Low 74.06 76.93 2.87 3.9% 71.10
Close 77.42 77.73 0.31 0.4% 74.50
Range 3.77 1.29 -2.48 -65.8% 5.03
ATR 2.47 2.39 -0.08 -3.4% 0.00
Volume 139,389 164,720 25,331 18.2% 884,411
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.50 80.90 78.44
R3 80.21 79.61 78.08
R2 78.92 78.92 77.97
R1 78.32 78.32 77.85 78.62
PP 77.63 77.63 77.63 77.78
S1 77.03 77.03 77.61 77.33
S2 76.34 76.34 77.49
S3 75.05 75.74 77.38
S4 73.76 74.45 77.02
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 78.22 72.97 5.25 6.8% 2.48 3.2% 91% True False 169,708
10 78.54 69.80 8.74 11.2% 2.76 3.6% 91% False False 156,123
20 79.80 69.80 10.00 12.9% 2.47 3.2% 79% False False 116,908
40 84.96 69.80 15.16 19.5% 2.10 2.7% 52% False False 74,515
60 84.96 69.80 15.16 19.5% 2.10 2.7% 52% False False 55,703
80 84.96 69.80 15.16 19.5% 2.08 2.7% 52% False False 43,384
100 84.96 68.38 16.58 21.3% 2.01 2.6% 56% False False 35,779
120 84.96 68.38 16.58 21.3% 1.85 2.4% 56% False False 30,238
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.53
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 83.70
2.618 81.60
1.618 80.31
1.000 79.51
0.618 79.02
HIGH 78.22
0.618 77.73
0.500 77.58
0.382 77.42
LOW 76.93
0.618 76.13
1.000 75.64
1.618 74.84
2.618 73.55
4.250 71.45
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 77.68 77.04
PP 77.63 76.35
S1 77.58 75.66

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

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