NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 75.58 77.17 1.59 2.1% 77.98
High 77.18 77.65 0.47 0.6% 77.96
Low 75.15 75.46 0.31 0.4% 75.15
Close 75.58 77.17 1.59 2.1% 75.58
Range 2.03 2.19 0.16 7.9% 2.81
ATR 1.43 1.48 0.05 3.8% 0.00
Volume 5,633 4,962 -671 -11.9% 27,930
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.33 82.44 78.37
R3 81.14 80.25 77.77
R2 78.95 78.95 77.57
R1 78.06 78.06 77.37 78.27
PP 76.76 76.76 76.76 76.86
S1 75.87 75.87 76.97 76.08
S2 74.57 74.57 76.77
S3 72.38 73.68 76.57
S4 70.19 71.49 75.97
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.66 82.93 77.13
R3 81.85 80.12 76.35
R2 79.04 79.04 76.10
R1 77.31 77.31 75.84 76.77
PP 76.23 76.23 76.23 75.96
S1 74.50 74.50 75.32 73.96
S2 73.42 73.42 75.06
S3 70.61 71.69 74.81
S4 67.80 68.88 74.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.65 75.15 2.50 3.2% 1.32 1.7% 81% True False 5,181
10 81.85 75.15 6.70 8.7% 1.38 1.8% 30% False False 4,870
20 86.58 75.15 11.43 14.8% 1.21 1.6% 18% False False 3,753
40 86.58 75.15 11.43 14.8% 1.09 1.4% 18% False False 2,862
60 86.58 75.15 11.43 14.8% 0.96 1.2% 18% False False 2,669
80 86.58 73.35 13.23 17.1% 0.95 1.2% 29% False False 2,459
100 86.58 70.69 15.89 20.6% 0.91 1.2% 41% False False 2,246
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 0.12
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 86.96
2.618 83.38
1.618 81.19
1.000 79.84
0.618 79.00
HIGH 77.65
0.618 76.81
0.500 76.56
0.382 76.30
LOW 75.46
0.618 74.11
1.000 73.27
1.618 71.92
2.618 69.73
4.250 66.15
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 76.97 76.91
PP 76.76 76.66
S1 76.56 76.40

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

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