NYMEX Light Sweet Crude Oil Future July 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 79.06 79.08 0.02 0.0% 77.43
High 80.22 79.08 -1.14 -1.4% 77.49
Low 78.76 74.62 -4.14 -5.3% 74.64
Close 79.18 75.30 -3.88 -4.9% 75.08
Range 1.46 4.46 3.00 205.5% 2.85
ATR 1.85 2.05 0.19 10.4% 0.00
Volume 12,357 9,261 -3,096 -25.1% 45,014
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 89.71 86.97 77.75
R3 85.25 82.51 76.53
R2 80.79 80.79 76.12
R1 78.05 78.05 75.71 77.19
PP 76.33 76.33 76.33 75.91
S1 73.59 73.59 74.89 72.73
S2 71.87 71.87 74.48
S3 67.41 69.13 74.07
S4 62.95 64.67 72.85
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 80.22 74.62 5.60 7.4% 2.65 3.5% 12% False True 9,013
10 80.22 74.62 5.60 7.4% 2.15 2.9% 12% False True 8,699
20 86.41 74.62 11.79 15.7% 1.92 2.5% 6% False True 7,544
40 86.41 74.62 11.79 15.7% 1.71 2.3% 6% False True 5,526
60 86.41 74.62 11.79 15.7% 1.70 2.3% 6% False True 4,742
80 86.41 74.62 11.79 15.7% 1.68 2.2% 6% False True 4,422
100 86.41 70.06 16.35 21.7% 1.65 2.2% 32% False False 4,026
120 86.41 70.06 16.35 21.7% 1.65 2.2% 32% False False 3,876
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 0.42
Widest range in 130 trading days
Fibonacci Retracements and Extensions
4.250 98.04
2.618 90.76
1.618 86.30
1.000 83.54
0.618 81.84
HIGH 79.08
0.618 77.38
0.500 76.85
0.382 76.32
LOW 74.62
0.618 71.86
1.000 70.16
1.618 67.40
2.618 62.94
4.250 55.67
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 76.85 77.42
PP 76.33 76.71
S1 75.82 76.01

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

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