NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 76.78 73.17 -3.61 -4.7% 78.10
High 78.00 74.35 -3.65 -4.7% 80.88
Low 76.11 73.17 -2.94 -3.9% 73.17
Close 76.78 74.34 -2.44 -3.2% 74.34
Range 1.89 1.18 -0.71 -37.6% 7.71
ATR 1.57 1.72 0.15 9.3% 0.00
Volume 3,684 3,369 -315 -8.6% 18,693
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 77.49 77.10 74.99
R3 76.31 75.92 74.66
R2 75.13 75.13 74.56
R1 74.74 74.74 74.45 74.94
PP 73.95 73.95 73.95 74.05
S1 73.56 73.56 74.23 73.76
S2 72.77 72.77 74.12
S3 71.59 72.38 74.02
S4 70.41 71.20 73.69
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 99.26 94.51 78.58
R3 91.55 86.80 76.46
R2 83.84 83.84 75.75
R1 79.09 79.09 75.05 77.61
PP 76.13 76.13 76.13 75.39
S1 71.38 71.38 73.63 69.90
S2 68.42 68.42 72.93
S3 60.71 63.67 72.22
S4 53.00 55.96 70.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.88 73.17 7.71 10.4% 1.12 1.5% 15% False True 3,738
10 80.88 73.17 7.71 10.4% 0.95 1.3% 15% False True 3,288
20 87.10 73.17 13.93 18.7% 1.08 1.5% 8% False True 2,748
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.37
2.618 77.44
1.618 76.26
1.000 75.53
0.618 75.08
HIGH 74.35
0.618 73.90
0.500 73.76
0.382 73.62
LOW 73.17
0.618 72.44
1.000 71.99
1.618 71.26
2.618 70.08
4.250 68.16
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 74.15 77.03
PP 73.95 76.13
S1 73.76 75.24

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

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