NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 78.69 78.70 0.01 0.0% 75.75
High 79.66 78.70 -0.96 -1.2% 76.92
Low 78.21 74.04 -4.17 -5.3% 74.08
Close 78.64 74.74 -3.90 -5.0% 74.53
Range 1.45 4.66 3.21 221.4% 2.84
ATR 1.95 2.14 0.19 9.9% 0.00
Volume 40,729 32,813 -7,916 -19.4% 169,695
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.81 86.93 77.30
R3 85.15 82.27 76.02
R2 80.49 80.49 75.59
R1 77.61 77.61 75.17 76.72
PP 75.83 75.83 75.83 75.38
S1 72.95 72.95 74.31 72.06
S2 71.17 71.17 73.89
S3 66.51 68.29 73.46
S4 61.85 63.63 72.18
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 74.04 5.62 7.5% 2.74 3.7% 12% False True 31,768
10 79.66 74.04 5.62 7.5% 2.27 3.0% 12% False True 32,682
20 85.95 74.04 11.91 15.9% 2.05 2.7% 6% False True 31,998
40 85.95 74.04 11.91 15.9% 1.89 2.5% 6% False True 26,349
60 85.95 74.04 11.91 15.9% 1.96 2.6% 6% False True 23,637
80 85.95 74.04 11.91 15.9% 1.99 2.7% 6% False True 21,482
100 85.95 69.40 16.55 22.1% 1.98 2.6% 32% False False 19,469
120 85.95 69.40 16.55 22.1% 1.97 2.6% 32% False False 17,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 151 trading days
Fibonacci Retracements and Extensions
4.250 98.51
2.618 90.90
1.618 86.24
1.000 83.36
0.618 81.58
HIGH 78.70
0.618 76.92
0.500 76.37
0.382 75.82
LOW 74.04
0.618 71.16
1.000 69.38
1.618 66.50
2.618 61.84
4.250 54.24
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 76.37 76.85
PP 75.83 76.15
S1 75.28 75.44

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

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