NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 73.76 75.77 2.01 2.7% 74.79
High 74.06 76.01 1.95 2.6% 80.22
Low 72.67 74.04 1.37 1.9% 71.64
Close 73.78 75.77 1.99 2.7% 72.97
Range 1.39 1.97 0.58 41.7% 8.58
ATR 2.12 2.13 0.01 0.4% 0.00
Volume 21,558 8,668 -12,890 -59.8% 47,505
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 81.18 80.45 76.85
R3 79.21 78.48 76.31
R2 77.24 77.24 76.13
R1 76.51 76.51 75.95 76.76
PP 75.27 75.27 75.27 75.40
S1 74.54 74.54 75.59 74.79
S2 73.30 73.30 75.41
S3 71.33 72.57 75.23
S4 69.36 70.60 74.69
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 100.68 95.41 77.69
R3 92.10 86.83 75.33
R2 83.52 83.52 74.54
R1 78.25 78.25 73.76 76.60
PP 74.94 74.94 74.94 74.12
S1 69.67 69.67 72.18 68.02
S2 66.36 66.36 71.40
S3 57.78 61.09 70.61
S4 49.20 52.51 68.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.22 71.64 8.58 11.3% 2.64 3.5% 48% False False 12,483
10 80.22 71.64 8.58 11.3% 2.41 3.2% 48% False False 10,582
20 84.96 71.64 13.32 17.6% 2.09 2.8% 31% False False 8,750
40 86.41 71.64 14.77 19.5% 1.72 2.3% 28% False False 6,238
60 86.41 71.64 14.77 19.5% 1.73 2.3% 28% False False 5,261
80 86.41 71.64 14.77 19.5% 1.74 2.3% 28% False False 4,808
100 86.41 70.06 16.35 21.6% 1.68 2.2% 35% False False 4,362
120 86.41 70.06 16.35 21.6% 1.65 2.2% 35% False False 4,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.38
2.618 81.17
1.618 79.20
1.000 77.98
0.618 77.23
HIGH 76.01
0.618 75.26
0.500 75.03
0.382 74.79
LOW 74.04
0.618 72.82
1.000 72.07
1.618 70.85
2.618 68.88
4.250 65.67
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 75.52 75.12
PP 75.27 74.47
S1 75.03 73.83

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

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