NYMEX Light Sweet Crude Oil Future July 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 81.43 79.23 -2.20 -2.7% 81.52
High 81.43 81.05 -0.38 -0.5% 81.86
Low 78.24 79.16 0.92 1.2% 78.24
Close 79.27 80.71 1.44 1.8% 80.71
Range 3.19 1.89 -1.30 -40.8% 3.62
ATR 2.14 2.12 -0.02 -0.8% 0.00
Volume 14,830 10,367 -4,463 -30.1% 60,244
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.98 85.23 81.75
R3 84.09 83.34 81.23
R2 82.20 82.20 81.06
R1 81.45 81.45 80.88 81.83
PP 80.31 80.31 80.31 80.49
S1 79.56 79.56 80.54 79.94
S2 78.42 78.42 80.36
S3 76.53 77.67 80.19
S4 74.64 75.78 79.67
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 91.13 89.54 82.70
R3 87.51 85.92 81.71
R2 83.89 83.89 81.37
R1 82.30 82.30 81.04 81.29
PP 80.27 80.27 80.27 79.76
S1 78.68 78.68 80.38 77.67
S2 76.65 76.65 80.05
S3 73.03 75.06 79.71
S4 69.41 71.44 78.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.86 78.24 3.62 4.5% 1.91 2.4% 68% False False 12,048
10 81.86 74.65 7.21 8.9% 2.08 2.6% 84% False False 10,814
20 81.86 71.64 10.22 12.7% 2.28 2.8% 89% False False 10,822
40 86.41 71.64 14.77 18.3% 1.91 2.4% 61% False False 8,540
60 86.41 71.64 14.77 18.3% 1.81 2.2% 61% False False 6,873
80 86.41 71.64 14.77 18.3% 1.78 2.2% 61% False False 5,925
100 86.41 71.64 14.77 18.3% 1.76 2.2% 61% False False 5,379
120 86.41 70.06 16.35 20.3% 1.72 2.1% 65% False False 4,980
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.08
2.618 86.00
1.618 84.11
1.000 82.94
0.618 82.22
HIGH 81.05
0.618 80.33
0.500 80.11
0.382 79.88
LOW 79.16
0.618 77.99
1.000 77.27
1.618 76.10
2.618 74.21
4.250 71.13
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 80.51 80.42
PP 80.31 80.13
S1 80.11 79.85

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

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