NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 76.31 77.21 0.90 1.2% 74.79
High 76.60 77.50 0.90 1.2% 80.22
Low 74.57 75.24 0.67 0.9% 71.64
Close 76.31 77.21 0.90 1.2% 72.97
Range 2.03 2.26 0.23 11.3% 8.58
ATR 2.12 2.13 0.01 0.5% 0.00
Volume 15,629 6,803 -8,826 -56.5% 47,505
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.43 82.58 78.45
R3 81.17 80.32 77.83
R2 78.91 78.91 77.62
R1 78.06 78.06 77.42 78.34
PP 76.65 76.65 76.65 76.79
S1 75.80 75.80 77.00 76.08
S2 74.39 74.39 76.80
S3 72.13 73.54 76.59
S4 69.87 71.28 75.97
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 77.50 71.64 5.86 7.6% 2.31 3.0% 95% True False 12,645
10 80.22 71.64 8.58 11.1% 2.48 3.2% 65% False False 10,829
20 82.90 71.64 11.26 14.6% 2.08 2.7% 49% False False 9,208
40 86.41 71.64 14.77 19.1% 1.78 2.3% 38% False False 6,600
60 86.41 71.64 14.77 19.1% 1.75 2.3% 38% False False 5,536
80 86.41 71.64 14.77 19.1% 1.75 2.3% 38% False False 5,030
100 86.41 70.06 16.35 21.2% 1.71 2.2% 44% False False 4,554
120 86.41 70.06 16.35 21.2% 1.65 2.1% 44% False False 4,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 87.11
2.618 83.42
1.618 81.16
1.000 79.76
0.618 78.90
HIGH 77.50
0.618 76.64
0.500 76.37
0.382 76.10
LOW 75.24
0.618 73.84
1.000 72.98
1.618 71.58
2.618 69.32
4.250 65.64
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 76.93 76.73
PP 76.65 76.25
S1 76.37 75.77

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

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