NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 74.10 77.14 3.04 4.1% 77.64
High 76.81 77.36 0.55 0.7% 80.95
Low 74.10 75.42 1.32 1.8% 72.43
Close 76.69 77.14 0.45 0.6% 73.90
Range 2.71 1.94 -0.77 -28.4% 8.52
ATR 1.84 1.85 0.01 0.4% 0.00
Volume 3,989 7,223 3,234 81.1% 25,801
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.46 81.74 78.21
R3 80.52 79.80 77.67
R2 78.58 78.58 77.50
R1 77.86 77.86 77.32 78.11
PP 76.64 76.64 76.64 76.77
S1 75.92 75.92 76.96 76.17
S2 74.70 74.70 76.78
S3 72.76 73.98 76.61
S4 70.82 72.04 76.07
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 79.37 72.43 6.94 9.0% 2.69 3.5% 68% False False 8,036
10 80.95 72.43 8.52 11.0% 2.00 2.6% 55% False False 6,284
20 84.15 72.43 11.72 15.2% 1.59 2.1% 40% False False 5,356
40 87.30 72.43 14.87 19.3% 1.24 1.6% 32% False False 3,797
60 87.30 72.43 14.87 19.3% 1.22 1.6% 32% False False 3,396
Crabel Price Patterns
NR True
NR4 False
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 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.61
2.618 82.44
1.618 80.50
1.000 79.30
0.618 78.56
HIGH 77.36
0.618 76.62
0.500 76.39
0.382 76.16
LOW 75.42
0.618 74.22
1.000 73.48
1.618 72.28
2.618 70.34
4.250 67.18
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 76.89 76.58
PP 76.64 76.01
S1 76.39 75.45

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

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