NYMEX Light Sweet Crude Oil Future September 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	79.94	81.36	1.42	1.8%	74.66
High	80.12	81.50	1.38	1.7%	78.07
Low	79.31	79.10	-0.21	-0.3%	73.53
Close	79.94	81.36	1.42	1.8%	76.95
Range	0.81	2.40	1.59	196.3%	4.54
ATR	1.90	1.94	0.04	1.9%	0.00
Volume	3,536	4,570	1,034	29.2%	38,876

Daily Pivots for day following 18-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.85	87.01	82.68
R3	85.45	84.61	82.02
R2	83.05	83.05	81.80
R1	82.21	82.21	81.58	82.56
PP	80.65	80.65	80.65	80.83
S1	79.81	79.81	81.14	80.16
S2	78.25	78.25	80.92
S3	75.85	77.41	80.70
S4	73.45	75.01	80.04

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	81.50	75.78	5.72	7.0%	2.05	2.5%	98%	True	False	4,292
10	81.50	72.43	9.07	11.1%	2.37	2.9%	98%	True	False	6,164
20	81.50	72.43	9.07	11.1%	1.83	2.3%	98%	True	False	5,466
40	87.30	72.43	14.87	18.3%	1.41	1.7%	60%	False	False	4,022
60	87.30	72.43	14.87	18.3%	1.30	1.6%	60%	False	False	3,583

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.70
2.618	87.78
1.618	85.38
1.000	83.90
0.618	82.98
HIGH	81.50
0.618	80.58
0.500	80.30
0.382	80.02
LOW	79.10
0.618	77.62
1.000	76.70
1.618	75.22
2.618	72.82
4.250	68.90

Fisher Pivots for day following 18-Feb-2010
Pivot	1 day	3 day
R1	81.01	80.58
PP	80.65	79.80
S1	80.30	79.02

Download as Excel Spreadsheet

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

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