NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 81.04 81.53 0.49 0.6% 79.33
High 81.06 81.59 0.53 0.7% 81.59
Low 78.66 80.06 1.40 1.8% 76.49
Close 81.04 81.53 0.49 0.6% 81.53
Range 2.40 1.53 -0.87 -36.3% 5.10
ATR 1.97 1.94 -0.03 -1.6% 0.00
Volume 3,623 5,210 1,587 43.8% 17,051
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.65 85.12 82.37
R3 84.12 83.59 81.95
R2 82.59 82.59 81.81
R1 82.06 82.06 81.67 82.30
PP 81.06 81.06 81.06 81.18
S1 80.53 80.53 81.39 80.77
S2 79.53 79.53 81.25
S3 78.00 79.00 81.11
S4 76.47 77.47 80.69
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 95.17 93.45 84.34
R3 90.07 88.35 82.93
R2 84.97 84.97 82.47
R1 83.25 83.25 82.00 84.11
PP 79.87 79.87 79.87 80.30
S1 78.15 78.15 81.06 79.01
S2 74.77 74.77 80.60
S3 69.67 73.05 80.13
S4 64.57 67.95 78.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.59 75.42 6.17 7.6% 1.95 2.4% 99% True False 4,263
10 81.59 72.04 9.55 11.7% 2.13 2.6% 99% True False 6,232
20 81.59 72.04 9.55 11.7% 1.94 2.4% 99% True False 5,697
40 86.58 72.04 14.54 17.8% 1.50 1.8% 65% False False 3,998
60 86.58 72.04 14.54 17.8% 1.32 1.6% 65% False False 3,512
80 86.58 72.04 14.54 17.8% 1.18 1.4% 65% False False 3,139
100 86.58 70.69 15.89 19.5% 1.10 1.3% 68% False False 2,835
120 86.58 70.69 15.89 19.5% 1.01 1.2% 68% False False 2,598
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 False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.09
2.618 85.60
1.618 84.07
1.000 83.12
0.618 82.54
HIGH 81.59
0.618 81.01
0.500 80.83
0.382 80.64
LOW 80.06
0.618 79.11
1.000 78.53
1.618 77.58
2.618 76.05
4.250 73.56
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 81.30 81.06
PP 81.06 80.59
S1 80.83 80.13

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

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