NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 73.70 76.11 2.41 3.3% 75.27
High 76.08 78.50 2.42 3.2% 76.31
Low 73.61 75.50 1.89 2.6% 73.47
Close 75.52 78.34 2.82 3.7% 73.95
Range 2.47 3.00 0.53 21.5% 2.84
ATR 1.89 1.97 0.08 4.2% 0.00
Volume 31,517 25,394 -6,123 -19.4% 177,268
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.45 85.39 79.99
R3 83.45 82.39 79.17
R2 80.45 80.45 78.89
R1 79.39 79.39 78.62 79.92
PP 77.45 77.45 77.45 77.71
S1 76.39 76.39 78.07 76.92
S2 74.45 74.45 77.79
S3 71.45 73.39 77.52
S4 68.45 70.39 76.69
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.10 81.36 75.51
R3 80.26 78.52 74.73
R2 77.42 77.42 74.47
R1 75.68 75.68 74.21 75.13
PP 74.58 74.58 74.58 74.30
S1 72.84 72.84 73.69 72.29
S2 71.74 71.74 73.43
S3 68.90 70.00 73.17
S4 66.06 67.16 72.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.50 73.47 5.03 6.4% 2.28 2.9% 97% True False 32,254
10 80.37 73.47 6.90 8.8% 2.11 2.7% 71% False False 33,492
20 85.43 73.47 11.96 15.3% 1.91 2.4% 41% False False 27,644
40 85.43 73.47 11.96 15.3% 1.81 2.3% 41% False False 19,293
60 85.43 73.47 11.96 15.3% 1.82 2.3% 41% False False 15,182
80 85.43 72.75 12.68 16.2% 1.76 2.2% 44% False False 12,614
100 85.43 68.84 16.59 21.2% 1.60 2.0% 57% False False 10,788
120 85.43 68.84 16.59 21.2% 1.44 1.8% 57% False False 9,344
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 36 trading days
Fibonacci Retracements and Extensions
4.250 91.25
2.618 86.35
1.618 83.35
1.000 81.50
0.618 80.35
HIGH 78.50
0.618 77.35
0.500 77.00
0.382 76.65
LOW 75.50
0.618 73.65
1.000 72.50
1.618 70.65
2.618 67.65
4.250 62.75
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 77.89 77.56
PP 77.45 76.77
S1 77.00 75.99

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

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