NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 74.79 77.53 2.74 3.7% 77.43
High 77.10 79.51 2.41 3.1% 77.49
Low 74.79 76.69 1.90 2.5% 74.64
Close 76.66 79.44 2.78 3.6% 75.08
Range 2.31 2.82 0.51 22.1% 2.85
ATR 1.81 1.88 0.07 4.1% 0.00
Volume 8,812 6,504 -2,308 -26.2% 45,014
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 87.01 86.04 80.99
R3 84.19 83.22 80.22
R2 81.37 81.37 79.96
R1 80.40 80.40 79.70 80.89
PP 78.55 78.55 78.55 78.79
S1 77.58 77.58 79.18 78.07
S2 75.73 75.73 78.92
S3 72.91 74.76 78.66
S4 70.09 71.94 77.89
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 79.51 74.64 4.87 6.1% 2.18 2.7% 99% True False 8,682
10 80.77 74.64 6.13 7.7% 1.94 2.4% 78% False False 8,064
20 86.41 74.64 11.77 14.8% 1.76 2.2% 41% False False 6,990
40 86.41 74.64 11.77 14.8% 1.65 2.1% 41% False False 5,225
60 86.41 74.64 11.77 14.8% 1.64 2.1% 41% False False 4,477
80 86.41 72.94 13.47 17.0% 1.65 2.1% 48% False False 4,226
100 86.41 70.06 16.35 20.6% 1.63 2.1% 57% False False 3,928
120 86.41 70.06 16.35 20.6% 1.62 2.0% 57% False False 3,743
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 0.43
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 91.50
2.618 86.89
1.618 84.07
1.000 82.33
0.618 81.25
HIGH 79.51
0.618 78.43
0.500 78.10
0.382 77.77
LOW 76.69
0.618 74.95
1.000 73.87
1.618 72.13
2.618 69.31
4.250 64.71
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 78.99 78.65
PP 78.55 77.86
S1 78.10 77.08

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

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