NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 19-Feb-2010

Day Change Summary
	Previous	Current
	18-Feb-2010	19-Feb-2010	Change	Change %	Previous Week
Open	81.36	81.81	0.45	0.6%	76.94
High	81.50	81.84	0.34	0.4%	81.84
Low	79.10	80.25	1.15	1.5%	76.53
Close	81.36	81.81	0.45	0.6%	81.81
Range	2.40	1.59	-0.81	-33.8%	5.31
ATR	1.94	1.91	-0.02	-1.3%	0.00
Volume	4,570	6,271	1,701	37.2%	18,238

Daily Pivots for day following 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.07	85.53	82.68
R3	84.48	83.94	82.25
R2	82.89	82.89	82.10
R1	82.35	82.35	81.96	82.61
PP	81.30	81.30	81.30	81.43
S1	80.76	80.76	81.66	81.02
S2	79.71	79.71	81.52
S3	78.12	79.17	81.37
S4	76.53	77.58	80.94

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	95.99	94.21	84.73
R3	90.68	88.90	83.27
R2	85.37	85.37	82.78
R1	83.59	83.59	82.30	84.48
PP	80.06	80.06	80.06	80.51
S1	78.28	78.28	81.32	79.17
S2	74.75	74.75	80.84
S3	69.44	72.97	80.35
S4	64.13	67.66	78.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.84	75.78	6.06	7.4%	1.97	2.4%	100%	True	False	4,886
10	81.84	72.43	9.41	11.5%	2.16	2.6%	100%	True	False	6,388
20	81.84	72.43	9.41	11.5%	1.86	2.3%	100%	True	False	5,490
40	87.30	72.43	14.87	18.2%	1.45	1.8%	63%	False	False	4,078
60	87.30	72.43	14.87	18.2%	1.32	1.6%	63%	False	False	3,661

Crabel Price Patterns
NR	True
NR4	False
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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.60
2.618	86.00
1.618	84.41
1.000	83.43
0.618	82.82
HIGH	81.84
0.618	81.23
0.500	81.05
0.382	80.86
LOW	80.25
0.618	79.27
1.000	78.66
1.618	77.68
2.618	76.09
4.250	73.49

Fisher Pivots for day following 19-Feb-2010
Pivot	1 day	3 day
R1	81.56	81.36
PP	81.30	80.92
S1	81.05	80.47

Download as Excel Spreadsheet

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

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