NYMEX Light Sweet Crude Oil Future June 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	76.63	78.69	2.06	2.7%	75.75
High	79.04	79.66	0.62	0.8%	76.92
Low	76.12	78.21	2.09	2.7%	74.08
Close	78.91	78.64	-0.27	-0.3%	74.53
Range	2.92	1.45	-1.47	-50.3%	2.84
ATR	1.99	1.95	-0.04	-1.9%	0.00
Volume	26,395	40,729	14,334	54.3%	169,695

Daily Pivots for day following 03-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.19	82.36	79.44
R3	81.74	80.91	79.04
R2	80.29	80.29	78.91
R1	79.46	79.46	78.77	79.15
PP	78.84	78.84	78.84	78.68
S1	78.01	78.01	78.51	77.70
S2	77.39	77.39	78.37
S3	75.94	76.56	78.24
S4	74.49	75.11	77.84

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	83.70	81.95	76.09
R3	80.86	79.11	75.31
R2	78.02	78.02	75.05
R1	76.27	76.27	74.79	75.73
PP	75.18	75.18	75.18	74.90
S1	73.43	73.43	74.27	72.89
S2	72.34	72.34	74.01
S3	69.50	70.59	73.75
S4	66.66	67.75	72.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.66	74.08	5.58	7.1%	2.10	2.7%	82%	True	False	32,404
10	79.85	74.08	5.77	7.3%	2.05	2.6%	79%	False	False	32,623
20	85.95	74.08	11.87	15.1%	1.93	2.5%	38%	False	False	31,725
40	85.95	74.08	11.87	15.1%	1.82	2.3%	38%	False	False	26,108
60	85.95	74.08	11.87	15.1%	1.94	2.5%	38%	False	False	23,300
80	85.95	74.08	11.87	15.1%	1.95	2.5%	38%	False	False	21,219
100	85.95	69.40	16.55	21.0%	1.96	2.5%	56%	False	False	19,259
120	85.95	69.40	16.55	21.0%	1.94	2.5%	56%	False	False	17,612

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.44
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	85.82
2.618	83.46
1.618	82.01
1.000	81.11
0.618	80.56
HIGH	79.66
0.618	79.11
0.500	78.94
0.382	78.76
LOW	78.21
0.618	77.31
1.000	76.76
1.618	75.86
2.618	74.41
4.250	72.05

Fisher Pivots for day following 03-Feb-2010
Pivot	1 day	3 day
R1	78.94	78.07
PP	78.84	77.50
S1	78.74	76.93

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols