NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 77.14 77.01 -0.13 -0.2% 77.64
High 77.36 78.07 0.71 0.9% 80.95
Low 75.42 76.04 0.62 0.8% 72.43
Close 77.14 78.02 0.88 1.1% 73.90
Range 1.94 2.03 0.09 4.6% 8.52
ATR 1.85 1.86 0.01 0.7% 0.00
Volume 7,223 3,302 -3,921 -54.3% 25,801
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.47 82.77 79.14
R3 81.44 80.74 78.58
R2 79.41 79.41 78.39
R1 78.71 78.71 78.21 79.06
PP 77.38 77.38 77.38 77.55
S1 76.68 76.68 77.83 77.03
S2 75.35 75.35 77.65
S3 73.32 74.65 77.46
S4 71.29 72.62 76.90
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 78.07 72.43 5.64 7.2% 2.35 3.0% 99% True False 7,890
10 80.95 72.43 8.52 10.9% 2.16 2.8% 66% False False 6,269
20 83.83 72.43 11.40 14.6% 1.60 2.0% 49% False False 5,182
40 87.30 72.43 14.87 19.1% 1.28 1.6% 38% False False 3,843
60 87.30 72.43 14.87 19.1% 1.23 1.6% 38% False False 3,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.70
2.618 83.38
1.618 81.35
1.000 80.10
0.618 79.32
HIGH 78.07
0.618 77.29
0.500 77.06
0.382 76.82
LOW 76.04
0.618 74.79
1.000 74.01
1.618 72.76
2.618 70.73
4.250 67.41
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 77.70 77.38
PP 77.38 76.73
S1 77.06 76.09

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

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