NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 77.63 77.19 -0.44 -0.6% 74.24
High 77.72 77.23 -0.49 -0.6% 77.72
Low 75.65 75.42 -0.23 -0.3% 73.16
Close 77.63 76.54 -1.09 -1.4% 76.54
Range 2.07 1.81 -0.26 -12.6% 4.56
ATR 1.91 1.94 0.02 1.1% 0.00
Volume 3,607 4,266 659 18.3% 37,891
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.83 80.99 77.54
R3 80.02 79.18 77.04
R2 78.21 78.21 76.87
R1 77.37 77.37 76.71 76.89
PP 76.40 76.40 76.40 76.15
S1 75.56 75.56 76.37 75.08
S2 74.59 74.59 76.21
S3 72.78 73.75 76.04
S4 70.97 71.94 75.54
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.49 87.57 79.05
R3 84.93 83.01 77.79
R2 80.37 80.37 77.38
R1 78.45 78.45 76.96 79.41
PP 75.81 75.81 75.81 76.29
S1 73.89 73.89 76.12 74.85
S2 71.25 71.25 75.70
S3 66.69 69.33 75.29
S4 62.13 64.77 74.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.72 73.16 4.56 6.0% 1.88 2.5% 74% False False 7,578
10 80.45 72.04 8.41 11.0% 2.34 3.1% 54% False False 6,617
20 82.43 72.04 10.39 13.6% 1.80 2.3% 43% False False 5,645
40 86.58 72.04 14.54 19.0% 1.38 1.8% 31% False False 3,782
60 86.58 72.04 14.54 19.0% 1.21 1.6% 31% False False 3,321
80 86.58 72.04 14.54 19.0% 1.13 1.5% 31% False False 3,017
100 86.58 70.69 15.89 20.8% 1.05 1.4% 37% False False 2,741
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.92
2.618 81.97
1.618 80.16
1.000 79.04
0.618 78.35
HIGH 77.23
0.618 76.54
0.500 76.33
0.382 76.11
LOW 75.42
0.618 74.30
1.000 73.61
1.618 72.49
2.618 70.68
4.250 67.73
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 76.47 76.48
PP 76.40 76.42
S1 76.33 76.36

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

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