NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 81.50 79.61 -1.89 -2.3% 79.33
High 81.58 81.66 0.08 0.1% 81.59
Low 79.90 78.62 -1.28 -1.6% 76.49
Close 81.50 79.61 -1.89 -2.3% 81.53
Range 1.68 3.04 1.36 81.0% 5.10
ATR 1.85 1.93 0.09 4.6% 0.00
Volume 10,375 7,061 -3,314 -31.9% 17,051
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.08 87.39 81.28
R3 86.04 84.35 80.45
R2 83.00 83.00 80.17
R1 81.31 81.31 79.89 81.13
PP 79.96 79.96 79.96 79.88
S1 78.27 78.27 79.33 78.09
S2 76.92 76.92 79.05
S3 73.88 75.23 78.77
S4 70.84 72.19 77.94
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 78.62 3.55 4.5% 1.62 2.0% 28% False True 8,338
10 82.17 75.42 6.75 8.5% 1.84 2.3% 62% False False 6,140
20 82.17 72.04 10.13 12.7% 2.05 2.6% 75% False False 6,511
40 86.58 72.04 14.54 18.3% 1.54 1.9% 52% False False 4,798
60 86.58 72.04 14.54 18.3% 1.38 1.7% 52% False False 3,990
80 86.58 72.04 14.54 18.3% 1.21 1.5% 52% False False 3,517
100 86.58 72.04 14.54 18.3% 1.13 1.4% 52% False False 3,151
120 86.58 70.69 15.89 20.0% 1.06 1.3% 56% False False 2,867
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 94.58
2.618 89.62
1.618 86.58
1.000 84.70
0.618 83.54
HIGH 81.66
0.618 80.50
0.500 80.14
0.382 79.78
LOW 78.62
0.618 76.74
1.000 75.58
1.618 73.70
2.618 70.66
4.250 65.70
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 80.14 80.14
PP 79.96 79.96
S1 79.79 79.79

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

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