NYMEX Light Sweet Crude Oil Future May 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 76.11 78.10 1.99 2.6% 75.27
High 78.50 79.15 0.65 0.8% 76.31
Low 75.50 77.62 2.12 2.8% 73.47
Close 78.34 78.05 -0.29 -0.4% 73.95
Range 3.00 1.53 -1.47 -49.0% 2.84
ATR 1.97 1.94 -0.03 -1.6% 0.00
Volume 25,394 38,268 12,874 50.7% 177,268
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.86 81.99 78.89
R3 81.33 80.46 78.47
R2 79.80 79.80 78.33
R1 78.93 78.93 78.19 78.60
PP 78.27 78.27 78.27 78.11
S1 77.40 77.40 77.91 77.07
S2 76.74 76.74 77.77
S3 75.21 75.87 77.63
S4 73.68 74.34 77.21
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 79.15 73.47 5.68 7.3% 2.16 2.8% 81% True False 33,928
10 79.25 73.47 5.78 7.4% 2.06 2.6% 79% False False 33,810
20 85.43 73.47 11.96 15.3% 1.94 2.5% 38% False False 28,782
40 85.43 73.47 11.96 15.3% 1.79 2.3% 38% False False 19,901
60 85.43 73.47 11.96 15.3% 1.84 2.4% 38% False False 15,688
80 85.43 73.47 11.96 15.3% 1.75 2.2% 38% False False 13,059
100 85.43 68.84 16.59 21.3% 1.61 2.1% 56% False False 11,130
120 85.43 68.84 16.59 21.3% 1.45 1.9% 56% False False 9,652
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 0.47
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.65
2.618 83.16
1.618 81.63
1.000 80.68
0.618 80.10
HIGH 79.15
0.618 78.57
0.500 78.39
0.382 78.20
LOW 77.62
0.618 76.67
1.000 76.09
1.618 75.14
2.618 73.61
4.250 71.12
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 78.39 77.49
PP 78.27 76.94
S1 78.16 76.38

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

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