NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 76.94 79.94 3.00 3.9% 74.66
High 79.81 80.12 0.31 0.4% 78.07
Low 76.53 79.31 2.78 3.6% 73.53
Close 79.72 79.94 0.22 0.3% 76.95
Range 3.28 0.81 -2.47 -75.3% 4.54
ATR 1.99 1.90 -0.08 -4.2% 0.00
Volume 3,861 3,536 -325 -8.4% 38,876
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.22 81.89 80.39
R3 81.41 81.08 80.16
R2 80.60 80.60 80.09
R1 80.27 80.27 80.01 80.35
PP 79.79 79.79 79.79 79.83
S1 79.46 79.46 79.87 79.54
S2 78.98 78.98 79.79
S3 78.17 78.65 79.72
S4 77.36 77.84 79.49
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 80.12 75.42 4.70 5.9% 1.96 2.5% 96% True False 4,822
10 80.95 72.43 8.52 10.7% 2.21 2.8% 88% False False 6,290
20 81.05 72.43 8.62 10.8% 1.73 2.2% 87% False False 5,402
40 87.30 72.43 14.87 18.6% 1.38 1.7% 51% False False 3,960
60 87.30 72.43 14.87 18.6% 1.28 1.6% 51% False False 3,546
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 0.28
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 83.56
2.618 82.24
1.618 81.43
1.000 80.93
0.618 80.62
HIGH 80.12
0.618 79.81
0.500 79.72
0.382 79.62
LOW 79.31
0.618 78.81
1.000 78.50
1.618 78.00
2.618 77.19
4.250 75.87
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 79.87 79.28
PP 79.79 78.61
S1 79.72 77.95

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

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