NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 82.14 80.84 -1.30 -1.6% 76.94
High 82.41 82.07 -0.34 -0.4% 81.84
Low 81.55 80.30 -1.25 -1.5% 76.53
Close 82.15 80.84 -1.31 -1.6% 81.81
Range 0.86 1.77 0.91 105.8% 5.31
ATR 1.84 1.84 0.00 0.0% 0.00
Volume 8,106 10,281 2,175 26.8% 18,238
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.38 85.38 81.81
R3 84.61 83.61 81.33
R2 82.84 82.84 81.16
R1 81.84 81.84 81.00 81.73
PP 81.07 81.07 81.07 81.01
S1 80.07 80.07 80.68 79.96
S2 79.30 79.30 80.52
S3 77.53 78.30 80.35
S4 75.76 76.53 79.87
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 95.99 94.21 84.73
R3 90.68 88.90 83.27
R2 85.37 85.37 82.78
R1 83.59 83.59 82.30 84.48
PP 80.06 80.06 80.06 80.51
S1 78.28 78.28 81.32 79.17
S2 74.75 74.75 80.84
S3 69.44 72.97 80.35
S4 64.13 67.66 78.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.41 79.10 3.31 4.1% 1.49 1.8% 53% False False 6,552
10 82.41 74.10 8.31 10.3% 1.91 2.4% 81% False False 5,733
20 82.41 72.43 9.98 12.3% 1.84 2.3% 84% False False 5,914
40 87.30 72.43 14.87 18.4% 1.43 1.8% 57% False False 4,439
60 87.30 72.43 14.87 18.4% 1.33 1.7% 57% False False 3,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.59
2.618 86.70
1.618 84.93
1.000 83.84
0.618 83.16
HIGH 82.07
0.618 81.39
0.500 81.19
0.382 80.98
LOW 80.30
0.618 79.21
1.000 78.53
1.618 77.44
2.618 75.67
4.250 72.78
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 81.19 81.33
PP 81.07 81.17
S1 80.96 81.00

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

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