NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 12-Feb-2010

Day Change Summary
	Previous	Current
	11-Feb-2010	12-Feb-2010	Change	Change %	Previous Week
Open	77.01	77.23	0.22	0.3%	74.66
High	78.07	77.53	-0.54	-0.7%	78.07
Low	76.04	75.78	-0.26	-0.3%	73.53
Close	78.02	76.95	-1.07	-1.4%	76.95
Range	2.03	1.75	-0.28	-13.8%	4.54
ATR	1.86	1.89	0.03	1.5%	0.00
Volume	3,302	6,192	2,890	87.5%	38,876

Daily Pivots for day following 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.00	81.23	77.91
R3	80.25	79.48	77.43
R2	78.50	78.50	77.27
R1	77.73	77.73	77.11	77.24
PP	76.75	76.75	76.75	76.51
S1	75.98	75.98	76.79	75.49
S2	75.00	75.00	76.63
S3	73.25	74.23	76.47
S4	71.50	72.48	75.99

Weekly Pivots for week ending 12-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	89.80	87.92	79.45
R3	85.26	83.38	78.20
R2	80.72	80.72	77.78
R1	78.84	78.84	77.37	79.78
PP	76.18	76.18	76.18	76.66
S1	74.30	74.30	76.53	75.24
S2	71.64	71.64	76.12
S3	67.10	69.76	75.70
S4	62.56	65.22	74.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.07	73.53	4.54	5.9%	1.91	2.5%	75%	False	False	7,775
10	80.95	72.43	8.52	11.1%	2.23	2.9%	53%	False	False	6,467
20	82.65	72.43	10.22	13.3%	1.64	2.1%	44%	False	False	5,278
40	87.30	72.43	14.87	19.3%	1.30	1.7%	30%	False	False	3,953
60	87.30	72.43	14.87	19.3%	1.23	1.6%	30%	False	False	3,465

Crabel Price Patterns
NR	True
NR4	True
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	0.24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.97
2.618	82.11
1.618	80.36
1.000	79.28
0.618	78.61
HIGH	77.53
0.618	76.86
0.500	76.66
0.382	76.45
LOW	75.78
0.618	74.70
1.000	74.03
1.618	72.95
2.618	71.20
4.250	68.34

Fisher Pivots for day following 12-Feb-2010
Pivot	1 day	3 day
R1	76.85	76.88
PP	76.75	76.81
S1	76.66	76.75

Download as Excel Spreadsheet

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

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