NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 79.57 81.04 1.47 1.8% 74.24
High 79.97 81.06 1.09 1.4% 77.72
Low 78.94 78.66 -0.28 -0.4% 73.16
Close 79.57 81.04 1.47 1.8% 76.54
Range 1.03 2.40 1.37 133.0% 4.56
ATR 1.94 1.97 0.03 1.7% 0.00
Volume 2,726 3,623 897 32.9% 37,891
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 87.45 86.65 82.36
R3 85.05 84.25 81.70
R2 82.65 82.65 81.48
R1 81.85 81.85 81.26 82.24
PP 80.25 80.25 80.25 80.45
S1 79.45 79.45 80.82 79.84
S2 77.85 77.85 80.60
S3 75.45 77.05 80.38
S4 73.05 74.65 79.72
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 81.06 75.42 5.64 7.0% 2.06 2.5% 100% True False 3,942
10 81.06 72.04 9.02 11.1% 2.38 2.9% 100% True False 6,189
20 81.06 72.04 9.02 11.1% 1.98 2.4% 100% True False 5,712
40 86.58 72.04 14.54 17.9% 1.50 1.9% 62% False False 3,930
60 86.58 72.04 14.54 17.9% 1.30 1.6% 62% False False 3,447
80 86.58 72.04 14.54 17.9% 1.17 1.4% 62% False False 3,094
100 86.58 70.69 15.89 19.6% 1.09 1.3% 65% False False 2,820
120 86.58 70.69 15.89 19.6% 1.00 1.2% 65% False False 2,565
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.26
2.618 87.34
1.618 84.94
1.000 83.46
0.618 82.54
HIGH 81.06
0.618 80.14
0.500 79.86
0.382 79.58
LOW 78.66
0.618 77.18
1.000 76.26
1.618 74.78
2.618 72.38
4.250 68.46
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 80.65 80.29
PP 80.25 79.53
S1 79.86 78.78

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

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