NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 81.22 81.52 0.30 0.4% 75.97
High 81.40 81.86 0.46 0.6% 81.40
Low 79.44 80.99 1.55 2.0% 75.73
Close 81.22 81.52 0.30 0.4% 81.22
Range 1.96 0.87 -1.09 -55.6% 5.67
ATR 2.18 2.09 -0.09 -4.3% 0.00
Volume 10,250 9,234 -1,016 -9.9% 34,927
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 84.07 83.66 82.00
R3 83.20 82.79 81.76
R2 82.33 82.33 81.68
R1 81.92 81.92 81.60 81.96
PP 81.46 81.46 81.46 81.47
S1 81.05 81.05 81.44 81.09
S2 80.59 80.59 81.36
S3 79.72 80.18 81.28
S4 78.85 79.31 81.04
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 96.46 94.51 84.34
R3 90.79 88.84 82.78
R2 85.12 85.12 82.26
R1 83.17 83.17 81.74 84.15
PP 79.45 79.45 79.45 79.94
S1 77.50 77.50 80.70 78.48
S2 73.78 73.78 80.18
S3 68.11 71.83 79.66
S4 62.44 66.16 78.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.86 75.73 6.13 7.5% 1.98 2.4% 94% True False 8,832
10 81.86 72.67 9.19 11.3% 1.97 2.4% 96% True False 10,979
20 81.86 71.64 10.22 12.5% 2.14 2.6% 97% True False 10,115
40 86.41 71.64 14.77 18.1% 1.84 2.3% 67% False False 7,498
60 86.41 71.64 14.77 18.1% 1.80 2.2% 67% False False 6,283
80 86.41 71.64 14.77 18.1% 1.76 2.2% 67% False False 5,486
100 86.41 70.45 15.96 19.6% 1.74 2.1% 69% False False 4,961
120 86.41 70.06 16.35 20.1% 1.69 2.1% 70% False False 4,662
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.26
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 85.56
2.618 84.14
1.618 83.27
1.000 82.73
0.618 82.40
HIGH 81.86
0.618 81.53
0.500 81.43
0.382 81.32
LOW 80.99
0.618 80.45
1.000 80.12
1.618 79.58
2.618 78.71
4.250 77.29
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 81.49 81.03
PP 81.46 80.54
S1 81.43 80.06

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

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