NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 75.47 77.47 2.00 2.7% 74.60
High 77.88 78.54 0.66 0.8% 75.82
Low 74.88 76.98 2.10 2.8% 72.89
Close 77.72 77.43 -0.29 -0.4% 73.35
Range 3.00 1.56 -1.44 -48.0% 2.93
ATR 2.05 2.01 -0.03 -1.7% 0.00
Volume 63,158 89,994 26,836 42.5% 410,774
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.33 81.44 78.29
R3 80.77 79.88 77.86
R2 79.21 79.21 77.72
R1 78.32 78.32 77.57 77.99
PP 77.65 77.65 77.65 77.48
S1 76.76 76.76 77.29 76.43
S2 76.09 76.09 77.14
S3 74.53 75.20 77.00
S4 72.97 73.64 76.57
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 82.81 81.01 74.96
R3 79.88 78.08 74.16
R2 76.95 76.95 73.89
R1 75.15 75.15 73.62 74.59
PP 74.02 74.02 74.02 73.74
S1 72.22 72.22 73.08 71.66
S2 71.09 71.09 72.81
S3 68.16 69.29 72.54
S4 65.23 66.36 71.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.54 72.89 5.65 7.3% 2.18 2.8% 80% True False 77,596
10 78.79 72.89 5.90 7.6% 2.13 2.7% 77% False False 77,678
20 84.96 72.89 12.07 15.6% 2.02 2.6% 38% False False 64,965
40 84.96 72.89 12.07 15.6% 1.86 2.4% 38% False False 42,973
60 84.96 72.89 12.07 15.6% 1.97 2.5% 38% False False 32,149
80 84.96 72.89 12.07 15.6% 1.94 2.5% 38% False False 25,657
100 84.96 68.38 16.58 21.4% 1.86 2.4% 55% False False 21,312
120 84.96 68.38 16.58 21.4% 1.72 2.2% 55% False False 18,158
Crabel Price Patterns
NR True
NR4 True
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 0.51
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.17
2.618 82.62
1.618 81.06
1.000 80.10
0.618 79.50
HIGH 78.54
0.618 77.94
0.500 77.76
0.382 77.58
LOW 76.98
0.618 76.02
1.000 75.42
1.618 74.46
2.618 72.90
4.250 70.35
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 77.76 76.87
PP 77.65 76.31
S1 77.54 75.75

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

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