NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 01-Feb-2010
Day Change Summary
Previous Current
29-Jan-2010 01-Feb-2010 Change Change % Previous Week
Open 74.76 73.70 -1.06 -1.4% 75.27
High 75.77 76.08 0.31 0.4% 76.31
Low 73.47 73.61 0.14 0.2% 73.47
Close 73.95 75.52 1.57 2.1% 73.95
Range 2.30 2.47 0.17 7.4% 2.84
ATR 1.85 1.89 0.04 2.4% 0.00
Volume 26,903 31,517 4,614 17.2% 177,268
Daily Pivots for day following 01-Feb-2010
Classic Woodie Camarilla DeMark
R4 82.48 81.47 76.88
R3 80.01 79.00 76.20
R2 77.54 77.54 75.97
R1 76.53 76.53 75.75 77.04
PP 75.07 75.07 75.07 75.32
S1 74.06 74.06 75.29 74.57
S2 72.60 72.60 75.07
S3 70.13 71.59 74.84
S4 67.66 69.12 74.16
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.10 81.36 75.51
R3 80.26 78.52 74.73
R2 77.42 77.42 74.47
R1 75.68 75.68 74.21 75.13
PP 74.58 74.58 74.58 74.30
S1 72.84 72.84 73.69 72.29
S2 71.74 71.74 73.43
S3 68.90 70.00 73.17
S4 66.06 67.16 72.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.19 73.47 2.72 3.6% 1.95 2.6% 75% False False 33,406
10 80.43 73.47 6.96 9.2% 2.03 2.7% 29% False False 33,109
20 85.43 73.47 11.96 15.8% 1.86 2.5% 17% False False 26,819
40 85.43 73.47 11.96 15.8% 1.77 2.3% 17% False False 18,969
60 85.43 73.47 11.96 15.8% 1.79 2.4% 17% False False 14,856
80 85.43 71.93 13.50 17.9% 1.74 2.3% 27% False False 12,330
100 85.43 68.84 16.59 22.0% 1.58 2.1% 40% False False 10,556
120 85.43 68.84 16.59 22.0% 1.42 1.9% 40% False False 9,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.58
2.618 82.55
1.618 80.08
1.000 78.55
0.618 77.61
HIGH 76.08
0.618 75.14
0.500 74.85
0.382 74.55
LOW 73.61
0.618 72.08
1.000 71.14
1.618 69.61
2.618 67.14
4.250 63.11
Fisher Pivots for day following 01-Feb-2010
Pivot 1 day 3 day
R1 75.30 75.27
PP 75.07 75.02
S1 74.85 74.78

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

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