NYMEX Light Sweet Crude Oil Future September 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 80.13 79.37 -0.76 -0.9% 78.50
High 80.95 79.37 -1.58 -2.0% 78.44
Low 80.13 75.62 -4.51 -5.6% 75.81
Close 80.13 76.31 -3.82 -4.8% 76.05
Range 0.82 3.75 2.93 357.3% 2.63
ATR 1.44 1.66 0.22 15.2% 0.00
Volume 5,834 4,028 -1,806 -31.0% 23,348
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 88.35 86.08 78.37
R3 84.60 82.33 77.34
R2 80.85 80.85 77.00
R1 78.58 78.58 76.65 77.84
PP 77.10 77.10 77.10 76.73
S1 74.83 74.83 75.97 74.09
S2 73.35 73.35 75.62
S3 69.60 71.08 75.28
S4 65.85 67.33 74.25
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 75.62 5.33 7.0% 1.97 2.6% 13% False True 4,648
10 80.95 75.62 5.33 7.0% 1.56 2.0% 13% False True 4,592
20 87.30 75.62 11.68 15.3% 1.33 1.7% 6% False True 4,120
40 87.30 75.62 11.68 15.3% 1.14 1.5% 6% False True 3,245
60 87.30 75.62 11.68 15.3% 1.13 1.5% 6% False True 2,951
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 0.13
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 95.31
2.618 89.19
1.618 85.44
1.000 83.12
0.618 81.69
HIGH 79.37
0.618 77.94
0.500 77.50
0.382 77.05
LOW 75.62
0.618 73.30
1.000 71.87
1.618 69.55
2.618 65.80
4.250 59.68
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 77.50 78.29
PP 77.10 77.63
S1 76.71 76.97

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

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