NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 77.47 77.56 0.09 0.1% 74.60
High 78.54 77.56 -0.98 -1.2% 75.82
Low 76.98 72.83 -4.15 -5.4% 72.89
Close 77.43 73.54 -3.89 -5.0% 73.35
Range 1.56 4.73 3.17 203.2% 2.93
ATR 2.01 2.20 0.19 9.7% 0.00
Volume 89,994 120,781 30,787 34.2% 410,774
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 88.83 85.92 76.14
R3 84.10 81.19 74.84
R2 79.37 79.37 74.41
R1 76.46 76.46 73.97 75.55
PP 74.64 74.64 74.64 74.19
S1 71.73 71.73 73.11 70.82
S2 69.91 69.91 72.67
S3 65.18 67.00 72.24
S4 60.45 62.27 70.94
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 72.83 5.71 7.8% 2.82 3.8% 12% False True 81,494
10 78.54 72.83 5.71 7.8% 2.33 3.2% 12% False True 82,413
20 84.96 72.83 12.13 16.5% 2.13 2.9% 6% False True 69,156
40 84.96 72.83 12.13 16.5% 1.93 2.6% 6% False True 45,565
60 84.96 72.83 12.13 16.5% 1.99 2.7% 6% False True 34,021
80 84.96 72.83 12.13 16.5% 1.98 2.7% 6% False True 27,116
100 84.96 68.38 16.58 22.5% 1.88 2.6% 31% False False 22,491
120 84.96 68.38 16.58 22.5% 1.75 2.4% 31% False False 19,147
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 0.44
Widest range in 151 trading days
Fibonacci Retracements and Extensions
4.250 97.66
2.618 89.94
1.618 85.21
1.000 82.29
0.618 80.48
HIGH 77.56
0.618 75.75
0.500 75.20
0.382 74.64
LOW 72.83
0.618 69.91
1.000 68.10
1.618 65.18
2.618 60.45
4.250 52.73
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 75.20 75.69
PP 74.64 74.97
S1 74.09 74.26

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

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