NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 78.83 80.30 1.47 1.9% 74.36
High 80.34 80.78 0.44 0.5% 80.34
Low 78.10 79.65 1.55 2.0% 74.06
Close 80.06 80.31 0.25 0.3% 80.06
Range 2.24 1.13 -1.11 -49.6% 6.28
ATR 2.41 2.32 -0.09 -3.8% 0.00
Volume 228,169 314,632 86,463 37.9% 672,254
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.64 83.10 80.93
R3 82.51 81.97 80.62
R2 81.38 81.38 80.52
R1 80.84 80.84 80.41 81.11
PP 80.25 80.25 80.25 80.38
S1 79.71 79.71 80.21 79.98
S2 79.12 79.12 80.10
S3 77.99 78.58 80.00
S4 76.86 77.45 79.69
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 96.99 94.81 83.51
R3 90.71 88.53 81.79
R2 84.43 84.43 81.21
R1 82.25 82.25 80.64 83.34
PP 78.15 78.15 78.15 78.70
S1 75.97 75.97 79.48 77.06
S2 71.87 71.87 78.91
S3 65.59 69.69 78.33
S4 59.31 63.41 76.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.78 74.06 6.72 8.4% 2.27 2.8% 93% True False 197,377
10 80.78 71.10 9.68 12.1% 2.32 2.9% 95% True False 187,129
20 80.78 69.80 10.98 13.7% 2.42 3.0% 96% True False 139,210
40 84.96 69.80 15.16 18.9% 2.11 2.6% 69% False False 89,983
60 84.96 69.80 15.16 18.9% 2.10 2.6% 69% False False 66,703
80 84.96 69.80 15.16 18.9% 2.09 2.6% 69% False False 51,690
100 84.96 68.94 16.02 19.9% 2.02 2.5% 71% False False 42,413
120 84.96 68.38 16.58 20.6% 1.89 2.3% 72% False False 35,875
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 0.62
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 85.58
2.618 83.74
1.618 82.61
1.000 81.91
0.618 81.48
HIGH 80.78
0.618 80.35
0.500 80.22
0.382 80.08
LOW 79.65
0.618 78.95
1.000 78.52
1.618 77.82
2.618 76.69
4.250 74.85
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 80.28 79.79
PP 80.25 79.27
S1 80.22 78.75

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

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