NYMEX Light Sweet Crude Oil Future September 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 79.91 80.21 0.30 0.4% 82.14
High 81.44 81.46 0.02 0.0% 82.41
Low 78.88 79.79 0.91 1.2% 78.88
Close 79.91 81.29 1.38 1.7% 81.29
Range 2.56 1.67 -0.89 -34.8% 3.53
ATR 1.90 1.88 -0.02 -0.9% 0.00
Volume 6,910 5,423 -1,487 -21.5% 39,184
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.86 85.24 82.21
R3 84.19 83.57 81.75
R2 82.52 82.52 81.60
R1 81.90 81.90 81.44 82.21
PP 80.85 80.85 80.85 81.00
S1 80.23 80.23 81.14 80.54
S2 79.18 79.18 80.98
S3 77.51 78.56 80.83
S4 75.84 76.89 80.37
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 91.45 89.90 83.23
R3 87.92 86.37 82.26
R2 84.39 84.39 81.94
R1 82.84 82.84 81.61 81.85
PP 80.86 80.86 80.86 80.37
S1 79.31 79.31 80.97 78.32
S2 77.33 77.33 80.64
S3 73.80 75.78 80.32
S4 70.27 72.25 79.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.41 78.88 3.53 4.3% 1.68 2.1% 68% False False 7,836
10 82.41 75.78 6.63 8.2% 1.83 2.2% 83% False False 6,361
20 82.41 72.43 9.98 12.3% 1.99 2.4% 89% False False 6,315
40 87.30 72.43 14.87 18.3% 1.53 1.9% 60% False False 4,883
60 87.30 72.43 14.87 18.3% 1.34 1.7% 60% False False 4,126
80 87.30 72.43 14.87 18.3% 1.29 1.6% 60% False False 3,691
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.56
2.618 85.83
1.618 84.16
1.000 83.13
0.618 82.49
HIGH 81.46
0.618 80.82
0.500 80.63
0.382 80.43
LOW 79.79
0.618 78.76
1.000 78.12
1.618 77.09
2.618 75.42
4.250 72.69
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 81.07 80.97
PP 80.85 80.65
S1 80.63 80.33

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

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