NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 80.00 80.98 0.98 1.2% 75.65
High 81.10 81.00 -0.10 -0.1% 81.04
Low 79.15 77.84 -1.31 -1.7% 75.24
Close 80.78 78.90 -1.88 -2.3% 80.85
Range 1.95 3.16 1.21 62.1% 5.80
ATR 2.19 2.26 0.07 3.2% 0.00
Volume 42,150 47,513 5,363 12.7% 145,886
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 88.73 86.97 80.64
R3 85.57 83.81 79.77
R2 82.41 82.41 79.48
R1 80.65 80.65 79.19 79.95
PP 79.25 79.25 79.25 78.90
S1 77.49 77.49 78.61 76.79
S2 76.09 76.09 78.32
S3 72.93 74.33 78.03
S4 69.77 71.17 77.16
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 77.84 3.67 4.7% 2.04 2.6% 29% False True 45,116
10 81.51 74.22 7.29 9.2% 2.22 2.8% 64% False False 41,806
20 81.51 70.75 10.76 13.6% 2.42 3.1% 76% False False 41,658
40 85.95 70.75 15.20 19.3% 2.05 2.6% 54% False False 34,585
60 85.95 70.75 15.20 19.3% 2.02 2.6% 54% False False 30,375
80 85.95 70.75 15.20 19.3% 2.05 2.6% 54% False False 26,783
100 85.95 70.75 15.20 19.3% 2.04 2.6% 54% False False 24,345
120 85.95 69.40 16.55 21.0% 2.02 2.6% 57% False False 22,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 94.43
2.618 89.27
1.618 86.11
1.000 84.16
0.618 82.95
HIGH 81.00
0.618 79.79
0.500 79.42
0.382 79.05
LOW 77.84
0.618 75.89
1.000 74.68
1.618 72.73
2.618 69.57
4.250 64.41
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 79.42 79.49
PP 79.25 79.29
S1 79.07 79.10

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

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