NYMEX Light Sweet Crude Oil Future April 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	80.30	80.03	-0.27	-0.3%	74.36
High	80.78	80.39	-0.39	-0.5%	80.34
Low	79.65	78.22	-1.43	-1.8%	74.06
Close	80.31	78.86	-1.45	-1.8%	80.06
Range	1.13	2.17	1.04	92.0%	6.28
ATR	2.32	2.31	-0.01	-0.5%	0.00
Volume	314,632	238,956	-75,676	-24.1%	672,254

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.67	84.43	80.05
R3	83.50	82.26	79.46
R2	81.33	81.33	79.26
R1	80.09	80.09	79.06	79.63
PP	79.16	79.16	79.16	78.92
S1	77.92	77.92	78.66	77.46
S2	76.99	76.99	78.46
S3	74.82	75.75	78.26
S4	72.65	73.58	77.67

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	80.78	76.71	4.07	5.2%	1.95	2.5%	53%	False	False	217,290
10	80.78	71.72	9.06	11.5%	2.37	3.0%	79%	False	False	191,189
20	80.78	69.80	10.98	13.9%	2.46	3.1%	83%	False	False	146,474
40	84.96	69.80	15.16	19.2%	2.10	2.7%	60%	False	False	95,577
60	84.96	69.80	15.16	19.2%	2.10	2.7%	60%	False	False	70,497
80	84.96	69.80	15.16	19.2%	2.10	2.7%	60%	False	False	54,601
100	84.96	69.55	15.41	19.5%	2.04	2.6%	60%	False	False	44,771
120	84.96	68.38	16.58	21.0%	1.89	2.4%	63%	False	False	37,845

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	0.61
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.61
2.618	86.07
1.618	83.90
1.000	82.56
0.618	81.73
HIGH	80.39
0.618	79.56
0.500	79.31
0.382	79.05
LOW	78.22
0.618	76.88
1.000	76.05
1.618	74.71
2.618	72.54
4.250	69.00

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	79.31	79.44
PP	79.16	79.25
S1	79.01	79.05

Download as Excel Spreadsheet

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

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