NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 75.34 74.31 -1.03 -1.4% 75.75
High 76.27 76.65 0.38 0.5% 76.92
Low 74.08 74.19 0.11 0.1% 74.08
Close 74.53 76.11 1.58 2.1% 74.53
Range 2.19 2.46 0.27 12.3% 2.84
ATR 1.87 1.91 0.04 2.2% 0.00
Volume 30,007 28,900 -1,107 -3.7% 169,695
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.03 82.03 77.46
R3 80.57 79.57 76.79
R2 78.11 78.11 76.56
R1 77.11 77.11 76.34 77.61
PP 75.65 75.65 75.65 75.90
S1 74.65 74.65 75.88 75.15
S2 73.19 73.19 75.66
S3 70.73 72.19 75.43
S4 68.27 69.73 74.76
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.70 81.95 76.09
R3 80.86 79.11 75.31
R2 78.02 78.02 75.05
R1 76.27 76.27 74.79 75.73
PP 75.18 75.18 75.18 74.90
S1 73.43 73.43 74.27 72.89
S2 72.34 72.34 74.01
S3 69.50 70.59 73.75
S4 66.66 67.75 72.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.82 74.08 2.74 3.6% 1.96 2.6% 74% False False 31,858
10 81.06 74.08 6.98 9.2% 2.04 2.7% 29% False False 32,800
20 85.95 74.08 11.87 15.6% 1.84 2.4% 17% False False 30,388
40 85.95 74.08 11.87 15.6% 1.82 2.4% 17% False False 25,621
60 85.95 74.08 11.87 15.6% 1.90 2.5% 17% False False 22,717
80 85.95 71.98 13.97 18.4% 1.96 2.6% 30% False False 20,709
100 85.95 69.40 16.55 21.7% 1.94 2.6% 41% False False 18,962
120 85.95 69.40 16.55 21.7% 1.93 2.5% 41% False False 17,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.11
2.618 83.09
1.618 80.63
1.000 79.11
0.618 78.17
HIGH 76.65
0.618 75.71
0.500 75.42
0.382 75.13
LOW 74.19
0.618 72.67
1.000 71.73
1.618 70.21
2.618 67.75
4.250 63.74
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 75.88 75.86
PP 75.65 75.61
S1 75.42 75.37

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

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