NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 09-Feb-2010

Day Change Summary
	Previous	Current
	08-Feb-2010	09-Feb-2010	Change	Change %	Previous Week
Open	72.18	71.68	-0.50	-0.7%	72.84
High	72.39	74.15	1.76	2.4%	78.04
Low	70.77	71.32	0.55	0.8%	69.50
Close	71.89	73.75	1.86	2.6%	71.19
Range	1.62	2.83	1.21	74.7%	8.54
ATR	2.35	2.39	0.03	1.4%	0.00
Volume	596,142	345,638	-250,504	-42.0%	1,894,136

Daily Pivots for day following 09-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.56	80.49	75.31
R3	78.73	77.66	74.53
R2	75.90	75.90	74.27
R1	74.83	74.83	74.01	75.37
PP	73.07	73.07	73.07	73.34
S1	72.00	72.00	73.49	72.54
S2	70.24	70.24	73.23
S3	67.41	69.17	72.97
S4	64.58	66.34	72.19

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.53	93.40	75.89
R3	89.99	84.86	73.54
R2	81.45	81.45	72.76
R1	76.32	76.32	71.97	74.62
PP	72.91	72.91	72.91	72.06
S1	67.78	67.78	70.41	66.08
S2	64.37	64.37	69.62
S3	55.83	59.24	68.84
S4	47.29	50.70	66.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.04	69.50	8.54	11.6%	3.03	4.1%	50%	False	False	444,647
10	78.04	69.50	8.54	11.6%	2.71	3.7%	50%	False	False	374,121
20	82.82	69.50	13.32	18.1%	2.38	3.2%	32%	False	False	312,605
40	84.45	69.50	14.95	20.3%	2.05	2.8%	28%	False	False	194,557
60	84.45	69.50	14.95	20.3%	2.17	2.9%	28%	False	False	144,577
80	84.45	69.50	14.95	20.3%	2.20	3.0%	28%	False	False	112,403
100	84.45	67.46	16.99	23.0%	2.12	2.9%	37%	False	False	91,599
120	84.45	67.46	16.99	23.0%	2.09	2.8%	37%	False	False	77,235

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.18
2.618	81.56
1.618	78.73
1.000	76.98
0.618	75.90
HIGH	74.15
0.618	73.07
0.500	72.74
0.382	72.40
LOW	71.32
0.618	69.57
1.000	68.49
1.618	66.74
2.618	63.91
4.250	59.29

Fisher Pivots for day following 09-Feb-2010
Pivot	1 day	3 day
R1	73.41	73.11
PP	73.07	72.47
S1	72.74	71.83

Download as Excel Spreadsheet

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

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