NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 25-Feb-2010

Day Change Summary
	Previous	Current
	24-Feb-2010	25-Feb-2010	Change	Change %	Previous Week
Open	80.59	80.19	-0.40	-0.5%	77.38
High	82.28	81.73	-0.55	-0.7%	82.15
Low	80.57	79.20	-1.37	-1.7%	75.97
Close	82.05	80.19	-1.86	-2.3%	82.06
Range	1.71	2.53	0.82	48.0%	6.18
ATR	1.71	1.79	0.08	4.8%	0.00
Volume	3,017	2,359	-658	-21.8%	14,771

Daily Pivots for day following 25-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	87.96	86.61	81.58
R3	85.43	84.08	80.89
R2	82.90	82.90	80.65
R1	81.55	81.55	80.42	81.46
PP	80.37	80.37	80.37	80.33
S1	79.02	79.02	79.96	78.93
S2	77.84	77.84	79.73
S3	75.31	76.49	79.49
S4	72.78	73.96	78.80

Weekly Pivots for week ending 19-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	98.60	96.51	85.46
R3	92.42	90.33	83.76
R2	86.24	86.24	83.19
R1	84.15	84.15	82.63	85.20
PP	80.06	80.06	80.06	80.58
S1	77.97	77.97	81.49	79.02
S2	73.88	73.88	80.93
S3	67.70	71.79	80.36
S4	61.52	65.61	78.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.70	79.20	3.50	4.4%	1.65	2.1%	28%	False	True	3,726
10	82.70	75.97	6.73	8.4%	1.71	2.1%	63%	False	False	3,351
20	82.70	73.17	9.53	11.9%	1.48	1.8%	74%	False	False	3,902

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	92.48
2.618	88.35
1.618	85.82
1.000	84.26
0.618	83.29
HIGH	81.73
0.618	80.76
0.500	80.47
0.382	80.17
LOW	79.20
0.618	77.64
1.000	76.67
1.618	75.11
2.618	72.58
4.250	68.45

Fisher Pivots for day following 25-Feb-2010
Pivot	1 day	3 day
R1	80.47	80.75
PP	80.37	80.56
S1	80.28	80.38

Download as Excel Spreadsheet

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

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