NYMEX Light Sweet Crude Oil Future May 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 74.98 78.15 3.17 4.2% 72.81
High 78.26 78.69 0.43 0.5% 76.59
Low 74.58 77.41 2.83 3.8% 71.57
Close 77.92 78.22 0.30 0.4% 75.03
Range 3.68 1.28 -2.40 -65.2% 5.02
ATR 2.41 2.33 -0.08 -3.3% 0.00
Volume 56,459 48,491 -7,968 -14.1% 382,710
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.95 81.36 78.92
R3 80.67 80.08 78.57
R2 79.39 79.39 78.45
R1 78.80 78.80 78.34 79.10
PP 78.11 78.11 78.11 78.25
S1 77.52 77.52 78.10 77.82
S2 76.83 76.83 77.99
S3 75.55 76.24 77.87
S4 74.27 74.96 77.52
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.46 87.26 77.79
R3 84.44 82.24 76.41
R2 79.42 79.42 75.95
R1 77.22 77.22 75.49 78.32
PP 74.40 74.40 74.40 74.95
S1 72.20 72.20 74.57 73.30
S2 69.38 69.38 74.11
S3 64.36 67.18 73.65
S4 59.34 62.16 72.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.69 73.43 5.26 6.7% 2.44 3.1% 91% True False 66,320
10 79.15 70.28 8.87 11.3% 2.72 3.5% 90% False False 64,755
20 80.37 70.28 10.09 12.9% 2.41 3.1% 79% False False 49,123
40 85.43 70.28 15.15 19.4% 2.03 2.6% 52% False False 32,151
60 85.43 70.28 15.15 19.4% 1.99 2.5% 52% False False 25,053
80 85.43 70.28 15.15 19.4% 1.93 2.5% 52% False False 20,113
100 85.43 68.84 16.59 21.2% 1.81 2.3% 57% False False 16,979
120 85.43 68.84 16.59 21.2% 1.61 2.1% 57% False False 14,570
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 0.51
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 84.13
2.618 82.04
1.618 80.76
1.000 79.97
0.618 79.48
HIGH 78.69
0.618 78.20
0.500 78.05
0.382 77.90
LOW 77.41
0.618 76.62
1.000 76.13
1.618 75.34
2.618 74.06
4.250 71.97
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 78.16 77.53
PP 78.11 76.84
S1 78.05 76.16

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

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