NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 80.62 78.75 -1.87 -2.3% 80.66
High 80.65 80.38 -0.27 -0.3% 81.15
Low 77.44 78.24 0.80 1.0% 77.44
Close 78.53 80.01 1.48 1.9% 80.01
Range 3.21 2.14 -1.07 -33.3% 3.71
ATR 2.31 2.30 -0.01 -0.5% 0.00
Volume 88,746 71,581 -17,165 -19.3% 347,471
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.96 85.13 81.19
R3 83.82 82.99 80.60
R2 81.68 81.68 80.40
R1 80.85 80.85 80.21 81.27
PP 79.54 79.54 79.54 79.75
S1 78.71 78.71 79.81 79.13
S2 77.40 77.40 79.62
S3 75.26 76.57 79.42
S4 73.12 74.43 78.83
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 90.66 89.05 82.05
R3 86.95 85.34 81.03
R2 83.24 83.24 80.69
R1 81.63 81.63 80.35 80.58
PP 79.53 79.53 79.53 79.01
S1 77.92 77.92 79.67 76.87
S2 75.82 75.82 79.33
S3 72.11 74.21 78.99
S4 68.40 70.50 77.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.15 77.44 3.71 4.6% 2.14 2.7% 69% False False 69,494
10 81.15 73.62 7.53 9.4% 2.32 2.9% 85% False False 63,536
20 81.15 70.28 10.87 13.6% 2.53 3.2% 90% False False 58,682
40 85.43 70.28 15.15 18.9% 2.13 2.7% 64% False False 41,740
60 85.43 70.28 15.15 18.9% 2.00 2.5% 64% False False 31,543
80 85.43 70.28 15.15 18.9% 1.98 2.5% 64% False False 25,209
100 85.43 70.28 15.15 18.9% 1.86 2.3% 64% False False 21,100
120 85.43 68.84 16.59 20.7% 1.70 2.1% 67% False False 18,117
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.48
2.618 85.98
1.618 83.84
1.000 82.52
0.618 81.70
HIGH 80.38
0.618 79.56
0.500 79.31
0.382 79.06
LOW 78.24
0.618 76.92
1.000 76.10
1.618 74.78
2.618 72.64
4.250 69.15
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 79.78 79.71
PP 79.54 79.40
S1 79.31 79.10

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

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