NYMEX Light Sweet Crude Oil Future June 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 80.98 79.09 -1.89 -2.3% 80.96
High 81.00 80.68 -0.32 -0.4% 81.51
Low 77.84 78.65 0.81 1.0% 77.84
Close 78.90 80.37 1.47 1.9% 80.37
Range 3.16 2.03 -1.13 -35.8% 3.67
ATR 2.26 2.24 -0.02 -0.7% 0.00
Volume 47,513 31,320 -16,193 -34.1% 209,049
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.99 85.21 81.49
R3 83.96 83.18 80.93
R2 81.93 81.93 80.74
R1 81.15 81.15 80.56 81.54
PP 79.90 79.90 79.90 80.10
S1 79.12 79.12 80.18 79.51
S2 77.87 77.87 80.00
S3 75.84 77.09 79.81
S4 73.81 75.06 79.25
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 90.92 89.31 82.39
R3 87.25 85.64 81.38
R2 83.58 83.58 81.04
R1 81.97 81.97 80.71 80.94
PP 79.91 79.91 79.91 79.39
S1 78.30 78.30 80.03 77.27
S2 76.24 76.24 79.70
S3 72.57 74.63 79.36
S4 68.90 70.96 78.35
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 4.6% 2.03 2.5% 69% False False 41,809
10 81.51 74.22 7.29 9.1% 2.20 2.7% 84% False False 40,772
20 81.51 70.75 10.76 13.4% 2.45 3.0% 89% False False 41,425
40 85.95 70.75 15.20 18.9% 2.07 2.6% 63% False False 35,154
60 85.95 70.75 15.20 18.9% 2.01 2.5% 63% False False 30,651
80 85.95 70.75 15.20 18.9% 2.04 2.5% 63% False False 27,020
100 85.95 70.75 15.20 18.9% 2.04 2.5% 63% False False 24,488
120 85.95 69.40 16.55 20.6% 2.03 2.5% 66% False False 22,357
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.31
2.618 85.99
1.618 83.96
1.000 82.71
0.618 81.93
HIGH 80.68
0.618 79.90
0.500 79.67
0.382 79.43
LOW 78.65
0.618 77.40
1.000 76.62
1.618 75.37
2.618 73.34
4.250 70.02
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 80.14 80.07
PP 79.90 79.77
S1 79.67 79.47

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

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