NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 75.66 74.66 -1.00 -1.3% 77.64
High 76.38 74.63 -1.75 -2.3% 80.95
Low 72.43 73.53 1.10 1.5% 72.43
Close 73.90 74.66 0.76 1.0% 73.90
Range 3.95 1.10 -2.85 -72.2% 8.52
ATR 1.82 1.77 -0.05 -2.8% 0.00
Volume 6,770 18,170 11,400 168.4% 25,801
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 77.57 77.22 75.27
R3 76.47 76.12 74.96
R2 75.37 75.37 74.86
R1 75.02 75.02 74.76 75.21
PP 74.27 74.27 74.27 74.37
S1 73.92 73.92 74.56 74.11
S2 73.17 73.17 74.46
S3 72.07 72.82 74.36
S4 70.97 71.72 74.06
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 11.4% 2.38 3.2% 26% False False 8,123
10 80.95 72.43 8.52 11.4% 1.76 2.4% 26% False False 6,095
20 87.30 72.43 14.87 19.9% 1.50 2.0% 15% False False 5,097
40 87.30 72.43 14.87 19.9% 1.15 1.5% 15% False False 3,625
60 87.30 72.43 14.87 19.9% 1.18 1.6% 15% False False 3,286
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.31
2.618 77.51
1.618 76.41
1.000 75.73
0.618 75.31
HIGH 74.63
0.618 74.21
0.500 74.08
0.382 73.95
LOW 73.53
0.618 72.85
1.000 72.43
1.618 71.75
2.618 70.65
4.250 68.86
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 74.47 75.90
PP 74.27 75.49
S1 74.08 75.07

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

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