NYMEX Light Sweet Crude Oil Future August 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 76.74 77.63 0.89 1.2% 77.17
High 76.82 77.72 0.90 1.2% 80.45
Low 75.00 75.65 0.65 0.9% 72.04
Close 76.74 77.63 0.89 1.2% 73.46
Range 1.82 2.07 0.25 13.7% 8.41
ATR 1.90 1.91 0.01 0.6% 0.00
Volume 8,637 3,607 -5,030 -58.2% 28,287
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.21 82.49 78.77
R3 81.14 80.42 78.20
R2 79.07 79.07 78.01
R1 78.35 78.35 77.82 78.67
PP 77.00 77.00 77.00 77.16
S1 76.28 76.28 77.44 76.60
S2 74.93 74.93 77.25
S3 72.86 74.21 77.06
S4 70.79 72.14 76.49
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 100.55 95.41 78.09
R3 92.14 87.00 75.77
R2 83.73 83.73 75.00
R1 78.59 78.59 74.23 76.96
PP 75.32 75.32 75.32 74.50
S1 70.18 70.18 72.69 68.55
S2 66.91 66.91 71.92
S3 58.50 61.77 71.15
S4 50.09 53.36 68.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.72 72.04 5.68 7.3% 2.31 3.0% 98% True False 8,201
10 80.45 72.04 8.41 10.8% 2.36 3.0% 66% False False 6,754
20 83.34 72.04 11.30 14.6% 1.76 2.3% 49% False False 5,597
40 86.58 72.04 14.54 18.7% 1.33 1.7% 38% False False 3,713
60 86.58 72.04 14.54 18.7% 1.19 1.5% 38% False False 3,301
80 86.58 72.04 14.54 18.7% 1.12 1.4% 38% False False 3,013
100 86.58 70.69 15.89 20.5% 1.04 1.3% 44% False False 2,705
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.52
2.618 83.14
1.618 81.07
1.000 79.79
0.618 79.00
HIGH 77.72
0.618 76.93
0.500 76.69
0.382 76.44
LOW 75.65
0.618 74.37
1.000 73.58
1.618 72.30
2.618 70.23
4.250 66.85
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 77.32 77.02
PP 77.00 76.40
S1 76.69 75.79

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

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