NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 79.93 80.02 0.09 0.1% 77.98
High 79.95 80.45 0.50 0.6% 77.96
Low 77.31 79.29 1.98 2.6% 75.15
Close 79.93 79.68 -0.25 -0.3% 75.58
Range 2.64 1.16 -1.48 -56.1% 2.81
ATR 1.57 1.54 -0.03 -1.9% 0.00
Volume 4,537 6,629 2,092 46.1% 27,930
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.29 82.64 80.32
R3 82.13 81.48 80.00
R2 80.97 80.97 79.89
R1 80.32 80.32 79.79 80.07
PP 79.81 79.81 79.81 79.68
S1 79.16 79.16 79.57 78.91
S2 78.65 78.65 79.47
S3 77.49 78.00 79.36
S4 76.33 76.84 79.04
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 80.45 75.15 5.30 6.7% 1.83 2.3% 85% True False 5,329
10 80.65 75.15 5.50 6.9% 1.57 2.0% 82% False False 5,235
20 86.58 75.15 11.43 14.3% 1.37 1.7% 40% False False 4,149
40 86.58 75.15 11.43 14.3% 1.12 1.4% 40% False False 2,975
60 86.58 75.15 11.43 14.3% 1.00 1.3% 40% False False 2,775
80 86.58 74.24 12.34 15.5% 0.97 1.2% 44% False False 2,562
100 86.58 70.69 15.89 19.9% 0.92 1.2% 57% False False 2,341
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.38
2.618 83.49
1.618 82.33
1.000 81.61
0.618 81.17
HIGH 80.45
0.618 80.01
0.500 79.87
0.382 79.73
LOW 79.29
0.618 78.57
1.000 78.13
1.618 77.41
2.618 76.25
4.250 74.36
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 79.87 79.11
PP 79.81 78.53
S1 79.74 77.96

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

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