NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 74.46 75.43 0.97 1.3% 73.70
High 75.72 76.59 0.87 1.1% 79.15
Low 73.43 74.28 0.85 1.2% 70.28
Close 75.34 76.23 0.89 1.2% 71.95
Range 2.29 2.31 0.02 0.9% 8.87
ATR 2.29 2.29 0.00 0.1% 0.00
Volume 71,174 67,340 -3,834 -5.4% 216,801
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.63 81.74 77.50
R3 80.32 79.43 76.87
R2 78.01 78.01 76.65
R1 77.12 77.12 76.44 77.57
PP 75.70 75.70 75.70 75.92
S1 74.81 74.81 76.02 75.26
S2 73.39 73.39 75.81
S3 71.08 72.50 75.59
S4 68.77 70.19 74.96
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 76.59 70.28 6.31 8.3% 2.69 3.5% 94% True False 73,551
10 79.15 70.28 8.87 11.6% 2.74 3.6% 67% False False 53,827
20 81.95 70.28 11.67 15.3% 2.29 3.0% 51% False False 43,372
40 85.43 70.28 15.15 19.9% 1.96 2.6% 39% False False 28,143
60 85.43 70.28 15.15 19.9% 1.95 2.6% 39% False False 22,032
80 85.43 70.28 15.15 19.9% 1.90 2.5% 39% False False 17,893
100 85.43 68.84 16.59 21.8% 1.76 2.3% 45% False False 15,130
120 85.43 68.84 16.59 21.8% 1.54 2.0% 45% False False 13,011
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.41
2.618 82.64
1.618 80.33
1.000 78.90
0.618 78.02
HIGH 76.59
0.618 75.71
0.500 75.44
0.382 75.16
LOW 74.28
0.618 72.85
1.000 71.97
1.618 70.54
2.618 68.23
4.250 64.46
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 75.97 75.62
PP 75.70 75.01
S1 75.44 74.40

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

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