NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 80.82 80.00 -0.82 -1.0% 75.65
High 81.14 81.10 -0.04 0.0% 81.04
Low 79.13 79.15 0.02 0.0% 75.24
Close 79.74 80.78 1.04 1.3% 80.85
Range 2.01 1.95 -0.06 -3.0% 5.80
ATR 2.21 2.19 -0.02 -0.8% 0.00
Volume 35,633 42,150 6,517 18.3% 145,886
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.19 85.44 81.85
R3 84.24 83.49 81.32
R2 82.29 82.29 81.14
R1 81.54 81.54 80.96 81.92
PP 80.34 80.34 80.34 80.53
S1 79.59 79.59 80.60 79.97
S2 78.39 78.39 80.42
S3 76.44 77.64 80.24
S4 74.49 75.69 79.71
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 96.44 94.45 84.04
R3 90.64 88.65 82.45
R2 84.84 84.84 81.91
R1 82.85 82.85 81.38 83.85
PP 79.04 79.04 79.04 79.54
S1 77.05 77.05 80.32 78.05
S2 73.24 73.24 79.79
S3 67.44 71.25 79.26
S4 61.64 65.45 77.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.51 77.69 3.82 4.7% 1.97 2.4% 81% False False 42,102
10 81.51 73.95 7.56 9.4% 2.13 2.6% 90% False False 41,750
20 81.51 70.75 10.76 13.3% 2.38 2.9% 93% False False 41,070
40 85.95 70.75 15.20 18.8% 2.00 2.5% 66% False False 33,564
60 85.95 70.75 15.20 18.8% 2.04 2.5% 66% False False 30,137
80 85.95 70.75 15.20 18.8% 2.05 2.5% 66% False False 26,395
100 85.95 70.75 15.20 18.8% 2.02 2.5% 66% False False 24,056
120 85.95 69.40 16.55 20.5% 2.01 2.5% 69% False False 21,891
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.39
2.618 86.21
1.618 84.26
1.000 83.05
0.618 82.31
HIGH 81.10
0.618 80.36
0.500 80.13
0.382 79.89
LOW 79.15
0.618 77.94
1.000 77.20
1.618 75.99
2.618 74.04
4.250 70.86
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 80.56 80.63
PP 80.34 80.47
S1 80.13 80.32

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

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