NYMEX Light Sweet Crude Oil Future July 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 75.92 74.79 -1.13 -1.5% 77.43
High 76.82 77.10 0.28 0.4% 77.49
Low 74.64 74.79 0.15 0.2% 74.64
Close 75.08 76.66 1.58 2.1% 75.08
Range 2.18 2.31 0.13 6.0% 2.85
ATR 1.77 1.81 0.04 2.2% 0.00
Volume 8,133 8,812 679 8.3% 45,014
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.11 82.20 77.93
R3 80.80 79.89 77.30
R2 78.49 78.49 77.08
R1 77.58 77.58 76.87 78.04
PP 76.18 76.18 76.18 76.41
S1 75.27 75.27 76.45 75.73
S2 73.87 73.87 76.24
S3 71.56 72.96 76.02
S4 69.25 70.65 75.39
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.29 82.53 76.65
R3 81.44 79.68 75.86
R2 78.59 78.59 75.60
R1 76.83 76.83 75.34 76.29
PP 75.74 75.74 75.74 75.46
S1 73.98 73.98 74.82 73.44
S2 72.89 72.89 74.56
S3 70.04 71.13 74.30
S4 67.19 68.28 73.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.17 74.64 2.53 3.3% 1.84 2.4% 80% False False 8,865
10 81.53 74.64 6.89 9.0% 1.88 2.5% 29% False False 8,054
20 86.41 74.64 11.77 15.4% 1.67 2.2% 17% False False 6,802
40 86.41 74.64 11.77 15.4% 1.62 2.1% 17% False False 5,131
60 86.41 74.64 11.77 15.4% 1.61 2.1% 17% False False 4,437
80 86.41 72.49 13.92 18.2% 1.64 2.1% 30% False False 4,179
100 86.41 70.06 16.35 21.3% 1.62 2.1% 40% False False 3,902
120 86.41 70.06 16.35 21.3% 1.62 2.1% 40% False False 3,709
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 0.42
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.92
2.618 83.15
1.618 80.84
1.000 79.41
0.618 78.53
HIGH 77.10
0.618 76.22
0.500 75.95
0.382 75.67
LOW 74.79
0.618 73.36
1.000 72.48
1.618 71.05
2.618 68.74
4.250 64.97
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 76.42 76.40
PP 76.18 76.13
S1 75.95 75.87

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

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