NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 73.95 72.81 -1.14 -1.5% 73.70
High 74.72 73.17 -1.55 -2.1% 79.15
Low 70.28 71.57 1.29 1.8% 70.28
Close 71.95 72.76 0.81 1.1% 71.95
Range 4.44 1.60 -2.84 -64.0% 8.87
ATR 2.30 2.25 -0.05 -2.2% 0.00
Volume 73,186 93,186 20,000 27.3% 216,801
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 77.30 76.63 73.64
R3 75.70 75.03 73.20
R2 74.10 74.10 73.05
R1 73.43 73.43 72.91 72.97
PP 72.50 72.50 72.50 72.27
S1 71.83 71.83 72.61 71.37
S2 70.90 70.90 72.47
S3 69.30 70.23 72.32
S4 67.70 68.63 71.88
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 12.2% 3.04 4.2% 28% False False 55,694
10 79.15 70.28 8.87 12.2% 2.50 3.4% 28% False False 44,550
20 85.43 70.28 15.15 20.8% 2.24 3.1% 16% False False 36,411
40 85.43 70.28 15.15 20.8% 1.87 2.6% 16% False False 24,127
60 85.43 70.28 15.15 20.8% 1.90 2.6% 16% False False 18,988
80 85.43 70.28 15.15 20.8% 1.85 2.5% 16% False False 15,586
100 85.43 68.84 16.59 22.8% 1.69 2.3% 24% False False 13,179
120 85.43 68.84 16.59 22.8% 1.50 2.1% 24% False False 11,386
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.97
2.618 77.36
1.618 75.76
1.000 74.77
0.618 74.16
HIGH 73.17
0.618 72.56
0.500 72.37
0.382 72.18
LOW 71.57
0.618 70.58
1.000 69.97
1.618 68.98
2.618 67.38
4.250 64.77
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 72.63 74.18
PP 72.50 73.70
S1 72.37 73.23

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

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