NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 78.05 73.95 -4.10 -5.3% 73.70
High 78.07 74.72 -3.35 -4.3% 79.15
Low 73.43 70.28 -3.15 -4.3% 70.28
Close 74.14 71.95 -2.19 -3.0% 71.95
Range 4.64 4.44 -0.20 -4.3% 8.87
ATR 2.13 2.30 0.16 7.7% 0.00
Volume 48,436 73,186 24,750 51.1% 216,801
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.64 83.23 74.39
R3 81.20 78.79 73.17
R2 76.76 76.76 72.76
R1 74.35 74.35 72.36 73.34
PP 72.32 72.32 72.32 71.81
S1 69.91 69.91 71.54 68.90
S2 67.88 67.88 71.14
S3 63.44 65.47 70.73
S4 59.00 61.03 69.51
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 100.40 95.05 76.83
R3 91.53 86.18 74.39
R2 82.66 82.66 73.58
R1 77.31 77.31 72.76 75.55
PP 73.79 73.79 73.79 72.92
S1 68.44 68.44 71.14 66.68
S2 64.92 64.92 70.32
S3 56.05 59.57 69.51
S4 47.18 50.70 67.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.15 70.28 8.87 12.3% 3.22 4.5% 19% False True 43,360
10 79.15 70.28 8.87 12.3% 2.46 3.4% 19% False True 39,406
20 85.43 70.28 15.15 21.1% 2.23 3.1% 11% False True 32,694
40 85.43 70.28 15.15 21.1% 1.92 2.7% 11% False True 22,188
60 85.43 70.28 15.15 21.1% 1.90 2.6% 11% False True 17,515
80 85.43 70.28 15.15 21.1% 1.84 2.6% 11% False True 14,511
100 85.43 68.84 16.59 23.1% 1.67 2.3% 19% False False 12,277
120 85.43 68.84 16.59 23.1% 1.50 2.1% 19% False False 10,619
Crabel Price Patterns
NR True
NR4 False
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.59
2.618 86.34
1.618 81.90
1.000 79.16
0.618 77.46
HIGH 74.72
0.618 73.02
0.500 72.50
0.382 71.98
LOW 70.28
0.618 67.54
1.000 65.84
1.618 63.10
2.618 58.66
4.250 51.41
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 72.50 74.72
PP 72.32 73.79
S1 72.13 72.87

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

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