NYMEX Light Sweet Crude Oil Future March 2010

Trading Metrics calculated at close of trading on 11-Feb-2010

Day Change Summary
	Previous	Current
	10-Feb-2010	11-Feb-2010	Change	Change %	Previous Week
Open	73.79	74.65	0.86	1.2%	72.84
High	74.97	75.69	0.72	1.0%	78.04
Low	72.60	73.38	0.78	1.1%	69.50
Close	74.52	75.28	0.76	1.0%	71.19
Range	2.37	2.31	-0.06	-2.5%	8.54
ATR	2.39	2.38	-0.01	-0.2%	0.00
Volume	429,845	422,056	-7,789	-1.8%	1,894,136

Daily Pivots for day following 11-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.71	80.81	76.55
R3	79.40	78.50	75.92
R2	77.09	77.09	75.70
R1	76.19	76.19	75.49	76.64
PP	74.78	74.78	74.78	75.01
S1	73.88	73.88	75.07	74.33
S2	72.47	72.47	74.86
S3	70.16	71.57	74.64
S4	67.85	69.26	74.01

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	75.69	69.50	6.19	8.2%	2.71	3.6%	93%	True	False	463,514
10	78.04	69.50	8.54	11.3%	2.77	3.7%	68%	False	False	398,072
20	80.75	69.50	11.25	14.9%	2.37	3.2%	51%	False	False	340,457
40	84.45	69.50	14.95	19.9%	2.09	2.8%	39%	False	False	211,823
60	84.45	69.50	14.95	19.9%	2.17	2.9%	39%	False	False	158,100
80	84.45	69.50	14.95	19.9%	2.20	2.9%	39%	False	False	122,728
100	84.45	67.46	16.99	22.6%	2.15	2.9%	46%	False	False	99,978
120	84.45	67.46	16.99	22.6%	2.09	2.8%	46%	False	False	84,278

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	0.61
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.51
2.618	81.74
1.618	79.43
1.000	78.00
0.618	77.12
HIGH	75.69
0.618	74.81
0.500	74.54
0.382	74.26
LOW	73.38
0.618	71.95
1.000	71.07
1.618	69.64
2.618	67.33
4.250	63.56

Fisher Pivots for day following 11-Feb-2010
Pivot	1 day	3 day
R1	75.03	74.69
PP	74.78	74.10
S1	74.54	73.51

Download as Excel Spreadsheet

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

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