NYMEX Light Sweet Crude Oil Future September 2010

Trading Metrics calculated at close of trading on 23-Feb-2010

Day Change Summary
	Previous	Current
	22-Feb-2010	23-Feb-2010	Change	Change %	Previous Week
Open	82.14	80.84	-1.30	-1.6%	76.94
High	82.41	82.07	-0.34	-0.4%	81.84
Low	81.55	80.30	-1.25	-1.5%	76.53
Close	82.15	80.84	-1.31	-1.6%	81.81
Range	0.86	1.77	0.91	105.8%	5.31
ATR	1.84	1.84	0.00	0.0%	0.00
Volume	8,106	10,281	2,175	26.8%	18,238

Daily Pivots for day following 23-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	86.38	85.38	81.81
R3	84.61	83.61	81.33
R2	82.84	82.84	81.16
R1	81.84	81.84	81.00	81.73
PP	81.07	81.07	81.07	81.01
S1	80.07	80.07	80.68	79.96
S2	79.30	79.30	80.52
S3	77.53	78.30	80.35
S4	75.76	76.53	79.87

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	82.41	79.10	3.31	4.1%	1.49	1.8%	53%	False	False	6,552
10	82.41	74.10	8.31	10.3%	1.91	2.4%	81%	False	False	5,733
20	82.41	72.43	9.98	12.3%	1.84	2.3%	84%	False	False	5,914
40	87.30	72.43	14.87	18.4%	1.43	1.8%	57%	False	False	4,439
60	87.30	72.43	14.87	18.4%	1.33	1.7%	57%	False	False	3,899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.59
2.618	86.70
1.618	84.93
1.000	83.84
0.618	83.16
HIGH	82.07
0.618	81.39
0.500	81.19
0.382	80.98
LOW	80.30
0.618	79.21
1.000	78.53
1.618	77.44
2.618	75.67
4.250	72.78

Fisher Pivots for day following 23-Feb-2010
Pivot	1 day	3 day
R1	81.19	81.33
PP	81.07	81.17
S1	80.96	81.00

Download as Excel Spreadsheet

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

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