NYMEX Light Sweet Crude Oil Future September 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	77.23	76.94	-0.29	-0.4%	74.66
High	77.53	79.81	2.28	2.9%	78.07
Low	75.78	76.53	0.75	1.0%	73.53
Close	76.95	79.72	2.77	3.6%	76.95
Range	1.75	3.28	1.53	87.4%	4.54
ATR	1.89	1.99	0.10	5.3%	0.00
Volume	6,192	3,861	-2,331	-37.6%	38,876

Daily Pivots for day following 16-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	88.53	87.40	81.52
R3	85.25	84.12	80.62
R2	81.97	81.97	80.32
R1	80.84	80.84	80.02	81.41
PP	78.69	78.69	78.69	78.97
S1	77.56	77.56	79.42	78.13
S2	75.41	75.41	79.12
S3	72.13	74.28	78.82
S4	68.85	71.00	77.92

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	79.81	74.10	5.71	7.2%	2.34	2.9%	98%	True	False	4,913
10	80.95	72.43	8.52	10.7%	2.36	3.0%	86%	False	False	6,518
20	82.00	72.43	9.57	12.0%	1.75	2.2%	76%	False	False	5,343
40	87.30	72.43	14.87	18.7%	1.37	1.7%	49%	False	False	3,974
60	87.30	72.43	14.87	18.7%	1.28	1.6%	49%	False	False	3,508

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	0.28
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	93.75
2.618	88.40
1.618	85.12
1.000	83.09
0.618	81.84
HIGH	79.81
0.618	78.56
0.500	78.17
0.382	77.78
LOW	76.53
0.618	74.50
1.000	73.25
1.618	71.22
2.618	67.94
4.250	62.59

Fisher Pivots for day following 16-Feb-2010
Pivot	1 day	3 day
R1	79.20	79.08
PP	78.69	78.44
S1	78.17	77.80

Download as Excel Spreadsheet

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

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