NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 76.63 78.69 2.06 2.7% 75.75
High 79.04 79.66 0.62 0.8% 76.92
Low 76.12 78.21 2.09 2.7% 74.08
Close 78.91 78.64 -0.27 -0.3% 74.53
Range 2.92 1.45 -1.47 -50.3% 2.84
ATR 1.99 1.95 -0.04 -1.9% 0.00
Volume 26,395 40,729 14,334 54.3% 169,695
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.19 82.36 79.44
R3 81.74 80.91 79.04
R2 80.29 80.29 78.91
R1 79.46 79.46 78.77 79.15
PP 78.84 78.84 78.84 78.68
S1 78.01 78.01 78.51 77.70
S2 77.39 77.39 78.37
S3 75.94 76.56 78.24
S4 74.49 75.11 77.84
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 79.66 74.08 5.58 7.1% 2.10 2.7% 82% True False 32,404
10 79.85 74.08 5.77 7.3% 2.05 2.6% 79% False False 32,623
20 85.95 74.08 11.87 15.1% 1.93 2.5% 38% False False 31,725
40 85.95 74.08 11.87 15.1% 1.82 2.3% 38% False False 26,108
60 85.95 74.08 11.87 15.1% 1.94 2.5% 38% False False 23,300
80 85.95 74.08 11.87 15.1% 1.95 2.5% 38% False False 21,219
100 85.95 69.40 16.55 21.0% 1.96 2.5% 56% False False 19,259
120 85.95 69.40 16.55 21.0% 1.94 2.5% 56% False False 17,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.82
2.618 83.46
1.618 82.01
1.000 81.11
0.618 80.56
HIGH 79.66
0.618 79.11
0.500 78.94
0.382 78.76
LOW 78.21
0.618 77.31
1.000 76.76
1.618 75.86
2.618 74.41
4.250 72.05
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 78.94 78.07
PP 78.84 77.50
S1 78.74 76.93

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

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