NYMEX Light Sweet Crude Oil Future October 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 77.55 77.75 0.20 0.3% 78.10
High 77.80 78.40 0.60 0.8% 80.88
Low 76.37 76.46 0.09 0.1% 73.17
Close 77.55 78.42 0.87 1.1% 74.34
Range 1.43 1.94 0.51 35.7% 7.71
ATR 1.67 1.69 0.02 1.1% 0.00
Volume 5,515 2,803 -2,712 -49.2% 18,693
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 83.58 82.94 79.49
R3 81.64 81.00 78.95
R2 79.70 79.70 78.78
R1 79.06 79.06 78.60 79.38
PP 77.76 77.76 77.76 77.92
S1 77.12 77.12 78.24 77.44
S2 75.82 75.82 78.06
S3 73.88 75.18 77.89
S4 71.94 73.24 77.35
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 78.40 73.17 5.23 6.7% 1.46 1.9% 100% True False 5,132
10 80.88 73.17 7.71 9.8% 1.25 1.6% 68% False False 4,453
20 84.31 73.17 11.14 14.2% 1.14 1.5% 47% False False 3,391
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 0.18
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 86.65
2.618 83.48
1.618 81.54
1.000 80.34
0.618 79.60
HIGH 78.40
0.618 77.66
0.500 77.43
0.382 77.20
LOW 76.46
0.618 75.26
1.000 74.52
1.618 73.32
2.618 71.38
4.250 68.22
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 78.09 77.91
PP 77.76 77.39
S1 77.43 76.88

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

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