NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 79.37 75.66 -3.71 -4.7% 77.64
High 79.37 76.38 -2.99 -3.8% 80.95
Low 75.62 72.43 -3.19 -4.2% 72.43
Close 76.31 73.90 -2.41 -3.2% 73.90
Range 3.75 3.95 0.20 5.3% 8.52
ATR 1.66 1.82 0.16 9.9% 0.00
Volume 4,028 6,770 2,742 68.1% 25,801
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.09 83.94 76.07
R3 82.14 79.99 74.99
R2 78.19 78.19 74.62
R1 76.04 76.04 74.26 75.14
PP 74.24 74.24 74.24 73.79
S1 72.09 72.09 73.54 71.19
S2 70.29 70.29 73.18
S3 66.34 68.14 72.81
S4 62.39 64.19 71.73
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 101.32 96.13 78.59
R3 92.80 87.61 76.24
R2 84.28 84.28 75.46
R1 79.09 79.09 74.68 77.43
PP 75.76 75.76 75.76 74.93
S1 70.57 70.57 73.12 68.91
S2 67.24 67.24 72.34
S3 58.72 62.05 71.56
S4 50.20 53.53 69.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.95 72.43 8.52 11.5% 2.55 3.4% 17% False True 5,160
10 80.95 72.43 8.52 11.5% 1.75 2.4% 17% False True 4,914
20 87.30 72.43 14.87 20.1% 1.49 2.0% 10% False True 4,261
40 87.30 72.43 14.87 20.1% 1.20 1.6% 10% False True 3,354
60 87.30 72.43 14.87 20.1% 1.19 1.6% 10% False True 3,032
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 0.17
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 93.17
2.618 86.72
1.618 82.77
1.000 80.33
0.618 78.82
HIGH 76.38
0.618 74.87
0.500 74.41
0.382 73.94
LOW 72.43
0.618 69.99
1.000 68.48
1.618 66.04
2.618 62.09
4.250 55.64
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 74.41 76.69
PP 74.24 75.76
S1 74.07 74.83

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

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