NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 77.23 76.94 -0.29 -0.4% 74.66
High 77.53 79.81 2.28 2.9% 78.07
Low 75.78 76.53 0.75 1.0% 73.53
Close 76.95 79.72 2.77 3.6% 76.95
Range 1.75 3.28 1.53 87.4% 4.54
ATR 1.89 1.99 0.10 5.3% 0.00
Volume 6,192 3,861 -2,331 -37.6% 38,876
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 88.53 87.40 81.52
R3 85.25 84.12 80.62
R2 81.97 81.97 80.32
R1 80.84 80.84 80.02 81.41
PP 78.69 78.69 78.69 78.97
S1 77.56 77.56 79.42 78.13
S2 75.41 75.41 79.12
S3 72.13 74.28 78.82
S4 68.85 71.00 77.92
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.80 87.92 79.45
R3 85.26 83.38 78.20
R2 80.72 80.72 77.78
R1 78.84 78.84 77.37 79.78
PP 76.18 76.18 76.18 76.66
S1 74.30 74.30 76.53 75.24
S2 71.64 71.64 76.12
S3 67.10 69.76 75.70
S4 62.56 65.22 74.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.81 74.10 5.71 7.2% 2.34 2.9% 98% True False 4,913
10 80.95 72.43 8.52 10.7% 2.36 3.0% 86% False False 6,518
20 82.00 72.43 9.57 12.0% 1.75 2.2% 76% False False 5,343
40 87.30 72.43 14.87 18.7% 1.37 1.7% 49% False False 3,974
60 87.30 72.43 14.87 18.7% 1.28 1.6% 49% False False 3,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.75
2.618 88.40
1.618 85.12
1.000 83.09
0.618 81.84
HIGH 79.81
0.618 78.56
0.500 78.17
0.382 77.78
LOW 76.53
0.618 74.50
1.000 73.25
1.618 71.22
2.618 67.94
4.250 62.59
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 79.20 79.08
PP 78.69 78.44
S1 78.17 77.80

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

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