NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 02-Feb-2010
Day Change Summary
Previous Current
01-Feb-2010 02-Feb-2010 Change Change % Previous Week
Open 77.17 79.93 2.76 3.6% 77.98
High 77.65 79.95 2.30 3.0% 77.96
Low 75.46 77.31 1.85 2.5% 75.15
Close 77.17 79.93 2.76 3.6% 75.58
Range 2.19 2.64 0.45 20.5% 2.81
ATR 1.48 1.57 0.09 6.3% 0.00
Volume 4,962 4,537 -425 -8.6% 27,930
Daily Pivots for day following 02-Feb-2010
Classic Woodie Camarilla DeMark
R4 86.98 86.10 81.38
R3 84.34 83.46 80.66
R2 81.70 81.70 80.41
R1 80.82 80.82 80.17 81.25
PP 79.06 79.06 79.06 79.28
S1 78.18 78.18 79.69 78.61
S2 76.42 76.42 79.45
S3 73.78 75.54 79.20
S4 71.14 72.90 78.48
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 79.95 75.15 4.80 6.0% 1.77 2.2% 100% True False 5,175
10 80.87 75.15 5.72 7.2% 1.52 1.9% 84% False False 5,090
20 86.58 75.15 11.43 14.3% 1.32 1.7% 42% False False 3,925
40 86.58 75.15 11.43 14.3% 1.14 1.4% 42% False False 2,913
60 86.58 75.15 11.43 14.3% 0.99 1.2% 42% False False 2,717
80 86.58 73.35 13.23 16.6% 0.97 1.2% 50% False False 2,498
100 86.58 70.69 15.89 19.9% 0.92 1.1% 58% False False 2,282
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 0.14
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 91.17
2.618 86.86
1.618 84.22
1.000 82.59
0.618 81.58
HIGH 79.95
0.618 78.94
0.500 78.63
0.382 78.32
LOW 77.31
0.618 75.68
1.000 74.67
1.618 73.04
2.618 70.40
4.250 66.09
Fisher Pivots for day following 02-Feb-2010
Pivot 1 day 3 day
R1 79.50 79.14
PP 79.06 78.34
S1 78.63 77.55

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

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