NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 77.73 78.83 1.10 1.4% 74.36
High 79.65 80.34 0.69 0.9% 80.34
Low 76.71 78.10 1.39 1.8% 74.06
Close 79.42 80.06 0.64 0.8% 80.06
Range 2.94 2.24 -0.70 -23.8% 6.28
ATR 2.43 2.41 -0.01 -0.5% 0.00
Volume 139,976 228,169 88,193 63.0% 672,254
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.22 85.38 81.29
R3 83.98 83.14 80.68
R2 81.74 81.74 80.47
R1 80.90 80.90 80.27 81.32
PP 79.50 79.50 79.50 79.71
S1 78.66 78.66 79.85 79.08
S2 77.26 77.26 79.65
S3 75.02 76.42 79.44
S4 72.78 74.18 78.83
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 96.99 94.81 83.51
R3 90.71 88.53 81.79
R2 84.43 84.43 81.21
R1 82.25 82.25 80.64 83.34
PP 78.15 78.15 78.15 78.70
S1 75.97 75.97 79.48 77.06
S2 71.87 71.87 78.91
S3 65.59 69.69 78.33
S4 59.31 63.41 76.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.34 73.09 7.25 9.1% 2.58 3.2% 96% True False 178,820
10 80.34 69.80 10.54 13.2% 2.65 3.3% 97% True False 171,860
20 80.34 69.80 10.54 13.2% 2.49 3.1% 97% True False 127,136
40 84.96 69.80 15.16 18.9% 2.14 2.7% 68% False False 82,546
60 84.96 69.80 15.16 18.9% 2.12 2.6% 68% False False 61,584
80 84.96 69.80 15.16 18.9% 2.12 2.6% 68% False False 47,820
100 84.96 68.40 16.56 20.7% 2.02 2.5% 70% False False 39,346
120 84.96 68.38 16.58 20.7% 1.88 2.3% 70% False False 33,279
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.86
2.618 86.20
1.618 83.96
1.000 82.58
0.618 81.72
HIGH 80.34
0.618 79.48
0.500 79.22
0.382 78.96
LOW 78.10
0.618 76.72
1.000 75.86
1.618 74.48
2.618 72.24
4.250 68.58
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 79.78 79.55
PP 79.50 79.04
S1 79.22 78.53

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

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