NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 80.11 80.30 0.19 0.2% 75.09
High 80.18 80.43 0.25 0.3% 78.42
Low 78.78 80.09 1.31 1.7% 74.19
Close 80.11 80.30 0.19 0.2% 77.38
Range 1.40 0.34 -1.06 -75.7% 4.23
ATR 1.87 1.76 -0.11 -5.8% 0.00
Volume 2,857 2,405 -452 -15.8% 25,127
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.29 81.14 80.49
R3 80.95 80.80 80.39
R2 80.61 80.61 80.36
R1 80.46 80.46 80.33 80.47
PP 80.27 80.27 80.27 80.28
S1 80.12 80.12 80.27 80.13
S2 79.93 79.93 80.24
S3 79.59 79.78 80.21
S4 79.25 79.44 80.11
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.35 87.60 79.71
R3 85.12 83.37 78.54
R2 80.89 80.89 78.16
R1 79.14 79.14 77.77 80.02
PP 76.66 76.66 76.66 77.10
S1 74.91 74.91 76.99 75.79
S2 72.43 72.43 76.60
S3 68.20 70.68 76.22
S4 63.97 66.45 75.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.43 75.97 4.46 5.6% 1.72 2.1% 97% True False 2,750
10 80.43 73.17 7.26 9.0% 1.58 2.0% 98% True False 4,029
20 81.89 73.17 8.72 10.9% 1.28 1.6% 82% False False 3,558
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.39
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.88
2.618 81.32
1.618 80.98
1.000 80.77
0.618 80.64
HIGH 80.43
0.618 80.30
0.500 80.26
0.382 80.22
LOW 80.09
0.618 79.88
1.000 79.75
1.618 79.54
2.618 79.20
4.250 78.65
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 80.29 79.60
PP 80.27 78.90
S1 80.26 78.20

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

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