NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 78.30 80.13 1.83 2.3% 78.50
High 80.37 80.95 0.58 0.7% 78.44
Low 78.10 80.13 2.03 2.6% 75.81
Close 80.37 80.13 -0.24 -0.3% 76.05
Range 2.27 0.82 -1.45 -63.9% 2.63
ATR 1.49 1.44 -0.05 -3.2% 0.00
Volume 5,817 5,834 17 0.3% 23,348
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.86 82.32 80.58
R3 82.04 81.50 80.36
R2 81.22 81.22 80.28
R1 80.68 80.68 80.21 80.54
PP 80.40 80.40 80.40 80.34
S1 79.86 79.86 80.05 79.72
S2 79.58 79.58 79.98
S3 78.76 79.04 79.90
S4 77.94 78.22 79.68
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.66 82.98 77.50
R3 82.03 80.35 76.77
R2 79.40 79.40 76.53
R1 77.72 77.72 76.29 77.25
PP 76.77 76.77 76.77 76.53
S1 75.09 75.09 75.81 74.62
S2 74.14 74.14 75.57
S3 71.51 72.46 75.33
S4 68.88 69.83 74.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.95 75.70 5.25 6.6% 1.31 1.6% 84% True False 4,532
10 80.95 75.70 5.25 6.6% 1.30 1.6% 84% True False 4,769
20 87.30 75.70 11.60 14.5% 1.25 1.6% 38% False False 4,048
40 87.30 75.70 11.60 14.5% 1.06 1.3% 38% False False 3,208
60 87.30 75.70 11.60 14.5% 1.10 1.4% 38% False False 2,927
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.16
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.44
2.618 83.10
1.618 82.28
1.000 81.77
0.618 81.46
HIGH 80.95
0.618 80.64
0.500 80.54
0.382 80.44
LOW 80.13
0.618 79.62
1.000 79.31
1.618 78.80
2.618 77.98
4.250 76.65
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 80.54 79.53
PP 80.40 78.93
S1 80.27 78.33

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

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