NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 16-Feb-2010

Day Change Summary
	Previous	Current
	12-Feb-2010	16-Feb-2010	Change	Change %	Previous Week
Open	75.74	74.36	-1.38	-1.8%	72.24
High	75.76	77.83	2.07	2.7%	76.13
Low	73.09	74.06	0.97	1.3%	71.10
Close	74.50	77.42	2.92	3.9%	74.50
Range	2.67	3.77	1.10	41.2%	5.03
ATR	2.37	2.47	0.10	4.2%	0.00
Volume	221,849	139,389	-82,460	-37.2%	884,411

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.75	86.35	79.49
R3	83.98	82.58	78.46
R2	80.21	80.21	78.11
R1	78.81	78.81	77.77	79.51
PP	76.44	76.44	76.44	76.79
S1	75.04	75.04	77.07	75.74
S2	72.67	72.67	76.73
S3	68.90	71.27	76.38
S4	65.13	67.50	75.35

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.00	86.78	77.27
R3	83.97	81.75	75.88
R2	78.94	78.94	75.42
R1	76.72	76.72	74.96	77.83
PP	73.91	73.91	73.91	74.47
S1	71.69	71.69	74.04	72.80
S2	68.88	68.88	73.58
S3	63.85	66.66	73.12
S4	58.82	61.63	71.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.83	71.72	6.11	7.9%	2.79	3.6%	93%	True	False	165,089
10	78.54	69.80	8.74	11.3%	2.93	3.8%	87%	False	False	145,967
20	79.94	69.80	10.14	13.1%	2.52	3.3%	75%	False	False	111,144
40	84.96	69.80	15.16	19.6%	2.12	2.7%	50%	False	False	71,022
60	84.96	69.80	15.16	19.6%	2.10	2.7%	50%	False	False	53,048
80	84.96	69.80	15.16	19.6%	2.11	2.7%	50%	False	False	41,419
100	84.96	68.38	16.58	21.4%	2.02	2.6%	55%	False	False	34,156
120	84.96	68.38	16.58	21.4%	1.85	2.4%	55%	False	False	28,882

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	93.85
2.618	87.70
1.618	83.93
1.000	81.60
0.618	80.16
HIGH	77.83
0.618	76.39
0.500	75.95
0.382	75.50
LOW	74.06
0.618	71.73
1.000	70.29
1.618	67.96
2.618	64.19
4.250	58.04

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	76.93	76.77
PP	76.44	76.11
S1	75.95	75.46

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols