NYMEX Light Sweet Crude Oil Future August 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 80.53 81.50 0.97 1.2% 79.33
High 81.05 81.58 0.53 0.7% 81.59
Low 80.07 79.90 -0.17 -0.2% 76.49
Close 80.53 81.50 0.97 1.2% 81.53
Range 0.98 1.68 0.70 71.4% 5.10
ATR 1.86 1.85 -0.01 -0.7% 0.00
Volume 10,345 10,375 30 0.3% 17,051
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.03 85.45 82.42
R3 84.35 83.77 81.96
R2 82.67 82.67 81.81
R1 82.09 82.09 81.65 82.34
PP 80.99 80.99 80.99 81.12
S1 80.41 80.41 81.35 80.66
S2 79.31 79.31 81.19
S3 77.63 78.73 81.04
S4 75.95 77.05 80.58
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 82.17 78.66 3.51 4.3% 1.49 1.8% 81% False False 7,650
10 82.17 75.00 7.17 8.8% 1.72 2.1% 91% False False 6,298
20 82.17 72.04 10.13 12.4% 1.94 2.4% 93% False False 6,451
40 86.58 72.04 14.54 17.8% 1.48 1.8% 65% False False 4,638
60 86.58 72.04 14.54 17.8% 1.36 1.7% 65% False False 3,905
80 86.58 72.04 14.54 17.8% 1.18 1.4% 65% False False 3,443
100 86.58 71.93 14.65 18.0% 1.13 1.4% 65% False False 3,093
120 86.58 70.69 15.89 19.5% 1.04 1.3% 68% False False 2,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.17
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.72
2.618 85.98
1.618 84.30
1.000 83.26
0.618 82.62
HIGH 81.58
0.618 80.94
0.500 80.74
0.382 80.54
LOW 79.90
0.618 78.86
1.000 78.22
1.618 77.18
2.618 75.50
4.250 72.76
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 81.25 81.35
PP 80.99 81.19
S1 80.74 81.04

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

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