NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 78.51 78.46 -0.05 -0.1% 73.28
High 79.13 80.50 1.37 1.7% 77.08
Low 77.93 77.69 -0.24 -0.3% 72.08
Close 78.71 80.27 1.56 2.0% 75.57
Range 1.20 2.81 1.61 134.2% 5.00
ATR 2.30 2.33 0.04 1.6% 0.00
Volume 31,237 32,443 1,206 3.9% 253,158
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 87.92 86.90 81.82
R3 85.11 84.09 81.04
R2 82.30 82.30 80.79
R1 81.28 81.28 80.53 81.79
PP 79.49 79.49 79.49 79.74
S1 78.47 78.47 80.01 78.98
S2 76.68 76.68 79.75
S3 73.87 75.66 79.50
S4 71.06 72.85 78.72
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.91 87.74 78.32
R3 84.91 82.74 76.95
R2 79.91 79.91 76.49
R1 77.74 77.74 76.03 78.83
PP 74.91 74.91 74.91 75.45
S1 72.74 72.74 75.11 73.83
S2 69.91 69.91 74.65
S3 64.91 67.74 74.20
S4 59.91 62.74 72.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.50 74.22 6.28 7.8% 2.41 3.0% 96% True False 38,497
10 80.50 70.75 9.75 12.1% 2.77 3.4% 98% True False 44,557
20 80.50 70.75 9.75 12.1% 2.41 3.0% 98% True False 38,590
40 85.95 70.75 15.20 18.9% 2.04 2.5% 63% False False 30,981
60 85.95 70.75 15.20 18.9% 2.05 2.6% 63% False False 28,307
80 85.95 70.75 15.20 18.9% 2.07 2.6% 63% False False 24,889
100 85.95 69.40 16.55 20.6% 2.03 2.5% 66% False False 22,704
120 85.95 69.40 16.55 20.6% 2.01 2.5% 66% False False 20,646
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.44
2.618 87.86
1.618 85.05
1.000 83.31
0.618 82.24
HIGH 80.50
0.618 79.43
0.500 79.10
0.382 78.76
LOW 77.69
0.618 75.95
1.000 74.88
1.618 73.14
2.618 70.33
4.250 65.75
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 79.88 79.47
PP 79.49 78.67
S1 79.10 77.87

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

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