NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 74.66 74.10 -0.56 -0.8% 77.64
High 74.63 76.81 2.18 2.9% 80.95
Low 73.53 74.10 0.57 0.8% 72.43
Close 74.66 76.69 2.03 2.7% 73.90
Range 1.10 2.71 1.61 146.4% 8.52
ATR 1.77 1.84 0.07 3.8% 0.00
Volume 18,170 3,989 -14,181 -78.0% 25,801
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 84.00 83.05 78.18
R3 81.29 80.34 77.44
R2 78.58 78.58 77.19
R1 77.63 77.63 76.94 78.11
PP 75.87 75.87 75.87 76.10
S1 74.92 74.92 76.44 75.40
S2 73.16 73.16 76.19
S3 70.45 72.21 75.94
S4 67.74 69.50 75.20
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 101.32 96.13 78.59
R3 92.80 87.61 76.24
R2 84.28 84.28 75.46
R1 79.09 79.09 74.68 77.43
PP 75.76 75.76 75.76 74.93
S1 70.57 70.57 73.12 68.91
S2 67.24 67.24 72.34
S3 58.72 62.05 71.56
S4 50.20 53.53 69.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.95 72.43 8.52 11.1% 2.47 3.2% 50% False False 7,758
10 80.95 72.43 8.52 11.1% 1.99 2.6% 50% False False 6,080
20 85.20 72.43 12.77 16.7% 1.56 2.0% 33% False False 5,128
40 87.30 72.43 14.87 19.4% 1.20 1.6% 29% False False 3,669
60 87.30 72.43 14.87 19.4% 1.22 1.6% 29% False False 3,310
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.33
2.618 83.90
1.618 81.19
1.000 79.52
0.618 78.48
HIGH 76.81
0.618 75.77
0.500 75.46
0.382 75.14
LOW 74.10
0.618 72.43
1.000 71.39
1.618 69.72
2.618 67.01
4.250 62.58
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 76.28 76.00
PP 75.87 75.31
S1 75.46 74.62

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

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