NYMEX Light Sweet Crude Oil Future September 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 80.84 81.79 0.95 1.2% 76.94
High 82.07 81.78 -0.29 -0.4% 81.84
Low 80.30 80.22 -0.08 -0.1% 76.53
Close 80.84 81.79 0.95 1.2% 81.81
Range 1.77 1.56 -0.21 -11.9% 5.31
ATR 1.84 1.82 -0.02 -1.1% 0.00
Volume 10,281 8,464 -1,817 -17.7% 18,238
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.94 85.43 82.65
R3 84.38 83.87 82.22
R2 82.82 82.82 82.08
R1 82.31 82.31 81.93 82.57
PP 81.26 81.26 81.26 81.40
S1 80.75 80.75 81.65 81.01
S2 79.70 79.70 81.50
S3 78.14 79.19 81.36
S4 76.58 77.63 80.93
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 4.0% 1.64 2.0% 81% False False 7,538
10 82.41 75.42 6.99 8.5% 1.80 2.2% 91% False False 6,180
20 82.41 72.43 9.98 12.2% 1.90 2.3% 94% False False 6,130
40 87.30 72.43 14.87 18.2% 1.44 1.8% 63% False False 4,617
60 87.30 72.43 14.87 18.2% 1.36 1.7% 63% False False 4,025
80 87.30 72.43 14.87 18.2% 1.27 1.6% 63% False False 3,602
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.41
2.618 85.86
1.618 84.30
1.000 83.34
0.618 82.74
HIGH 81.78
0.618 81.18
0.500 81.00
0.382 80.82
LOW 80.22
0.618 79.26
1.000 78.66
1.618 77.70
2.618 76.14
4.250 73.59
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 81.53 81.63
PP 81.26 81.47
S1 81.00 81.32

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

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