NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 72.56 74.46 1.90 2.6% 73.70
High 75.00 75.72 0.72 1.0% 79.15
Low 72.20 73.43 1.23 1.7% 70.28
Close 74.71 75.34 0.63 0.8% 71.95
Range 2.80 2.29 -0.51 -18.2% 8.87
ATR 2.29 2.29 0.00 0.0% 0.00
Volume 62,871 71,174 8,303 13.2% 216,801
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.70 80.81 76.60
R3 79.41 78.52 75.97
R2 77.12 77.12 75.76
R1 76.23 76.23 75.55 76.68
PP 74.83 74.83 74.83 75.05
S1 73.94 73.94 75.13 74.39
S2 72.54 72.54 74.92
S3 70.25 71.65 74.71
S4 67.96 69.36 74.08
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 78.07 70.28 7.79 10.3% 3.15 4.2% 65% False False 69,770
10 79.15 70.28 8.87 11.8% 2.66 3.5% 57% False False 51,849
20 82.11 70.28 11.83 15.7% 2.28 3.0% 43% False False 41,144
40 85.43 70.28 15.15 20.1% 1.93 2.6% 33% False False 26,752
60 85.43 70.28 15.15 20.1% 1.93 2.6% 33% False False 21,048
80 85.43 70.28 15.15 20.1% 1.88 2.5% 33% False False 17,122
100 85.43 68.84 16.59 22.0% 1.74 2.3% 39% False False 14,469
120 85.43 68.84 16.59 22.0% 1.53 2.0% 39% False False 12,466
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.45
2.618 81.72
1.618 79.43
1.000 78.01
0.618 77.14
HIGH 75.72
0.618 74.85
0.500 74.58
0.382 74.30
LOW 73.43
0.618 72.01
1.000 71.14
1.618 69.72
2.618 67.43
4.250 63.70
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 75.09 74.78
PP 74.83 74.21
S1 74.58 73.65

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

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