NYMEX Light Sweet Crude Oil Future July 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 80.17 81.17 1.00 1.2% 75.97
High 81.38 81.45 0.07 0.1% 81.40
Low 79.63 79.59 -0.04 -0.1% 75.73
Close 80.17 81.17 1.00 1.2% 81.22
Range 1.75 1.86 0.11 6.3% 5.67
ATR 2.07 2.06 -0.02 -0.7% 0.00
Volume 13,216 12,597 -619 -4.7% 34,927
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.32 85.60 82.19
R3 84.46 83.74 81.68
R2 82.60 82.60 81.51
R1 81.88 81.88 81.34 82.10
PP 80.74 80.74 80.74 80.85
S1 80.02 80.02 81.00 80.24
S2 78.88 78.88 80.83
S3 77.02 78.16 80.66
S4 75.16 76.30 80.15
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 78.25 3.61 4.4% 1.81 2.2% 81% False False 10,597
10 81.86 74.57 7.29 9.0% 2.00 2.5% 91% False False 10,538
20 81.86 71.64 10.22 12.6% 2.20 2.7% 93% False False 10,560
40 86.41 71.64 14.77 18.2% 1.84 2.3% 65% False False 8,014
60 86.41 71.64 14.77 18.2% 1.80 2.2% 65% False False 6,606
80 86.41 71.64 14.77 18.2% 1.77 2.2% 65% False False 5,730
100 86.41 71.64 14.77 18.2% 1.73 2.1% 65% False False 5,193
120 86.41 70.06 16.35 20.1% 1.69 2.1% 68% False False 4,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.36
2.618 86.32
1.618 84.46
1.000 83.31
0.618 82.60
HIGH 81.45
0.618 80.74
0.500 80.52
0.382 80.30
LOW 79.59
0.618 78.44
1.000 77.73
1.618 76.58
2.618 74.72
4.250 71.69
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 80.95 81.02
PP 80.74 80.87
S1 80.52 80.73

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

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