NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 75.83 76.53 0.70 0.9% 73.28
High 77.08 76.53 -0.55 -0.7% 77.08
Low 74.77 74.22 -0.55 -0.7% 72.08
Close 76.73 75.57 -1.16 -1.5% 75.57
Range 2.31 2.31 0.00 0.0% 5.00
ATR 2.29 2.30 0.02 0.7% 0.00
Volume 41,666 52,787 11,121 26.7% 253,158
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.37 81.28 76.84
R3 80.06 78.97 76.21
R2 77.75 77.75 75.99
R1 76.66 76.66 75.78 76.05
PP 75.44 75.44 75.44 75.14
S1 74.35 74.35 75.36 73.74
S2 73.13 73.13 75.15
S3 70.82 72.04 74.93
S4 68.51 69.73 74.30
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.91 87.74 78.32
R3 84.91 82.74 76.95
R2 79.91 79.91 76.49
R1 77.74 77.74 76.03 78.83
PP 74.91 74.91 74.91 75.45
S1 72.74 72.74 75.11 73.83
S2 69.91 69.91 74.65
S3 64.91 67.74 74.20
S4 59.91 62.74 72.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.08 72.08 5.00 6.6% 2.24 3.0% 70% False False 50,631
10 79.66 70.75 8.91 11.8% 2.71 3.6% 54% False False 44,356
20 81.45 70.75 10.70 14.2% 2.32 3.1% 45% False False 38,724
40 85.95 70.75 15.20 20.1% 1.99 2.6% 32% False False 30,237
60 85.95 70.75 15.20 20.1% 2.01 2.7% 32% False False 27,336
80 85.95 70.75 15.20 20.1% 2.06 2.7% 32% False False 24,303
100 85.95 69.40 16.55 21.9% 2.03 2.7% 37% False False 22,063
120 85.95 69.40 16.55 21.9% 1.99 2.6% 37% False False 19,996
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.48
Fibonacci Retracements and Extensions
4.250 86.35
2.618 82.58
1.618 80.27
1.000 78.84
0.618 77.96
HIGH 76.53
0.618 75.65
0.500 75.38
0.382 75.10
LOW 74.22
0.618 72.79
1.000 71.91
1.618 70.48
2.618 68.17
4.250 64.40
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 75.51 75.55
PP 75.44 75.53
S1 75.38 75.52

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

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