NYMEX Light Sweet Crude Oil Future August 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	74.24	76.25	2.01	2.7%	77.17
High	74.35	76.35	2.00	2.7%	80.45
Low	73.16	73.85	0.69	0.9%	72.04
Close	74.24	76.25	2.01	2.7%	73.46
Range	1.19	2.50	1.31	110.1%	8.41
ATR	1.86	1.91	0.05	2.4%	0.00
Volume	16,501	4,880	-11,621	-70.4%	28,287

Daily Pivots for day following 09-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.98	82.12	77.63
R3	80.48	79.62	76.94
R2	77.98	77.98	76.71
R1	77.12	77.12	76.48	77.50
PP	75.48	75.48	75.48	75.68
S1	74.62	74.62	76.02	75.00
S2	72.98	72.98	75.79
S3	70.48	72.12	75.56
S4	67.98	69.62	74.88

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	100.55	95.41	78.09
R3	92.14	87.00	75.77
R2	83.73	83.73	75.00
R1	78.59	78.59	74.23	76.96
PP	75.32	75.32	75.32	74.50
S1	70.18	70.18	72.69	68.55
S2	66.91	66.91	71.92
S3	58.50	61.77	71.15
S4	50.09	53.36	68.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.45	72.04	8.41	11.0%	2.57	3.4%	50%	False	False	8,033
10	80.45	72.04	8.41	11.0%	2.17	2.8%	50%	False	False	6,604
20	85.00	72.04	12.96	17.0%	1.73	2.3%	32%	False	False	5,349
40	86.58	72.04	14.54	19.1%	1.28	1.7%	29%	False	False	3,492
60	86.58	72.04	14.54	19.1%	1.14	1.5%	29%	False	False	3,159
80	86.58	72.04	14.54	19.1%	1.09	1.4%	29%	False	False	2,899
100	86.58	70.69	15.89	20.8%	1.00	1.3%	35%	False	False	2,613

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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.98
2.618	82.90
1.618	80.40
1.000	78.85
0.618	77.90
HIGH	76.35
0.618	75.40
0.500	75.10
0.382	74.81
LOW	73.85
0.618	72.31
1.000	71.35
1.618	69.81
2.618	67.31
4.250	63.23

Fisher Pivots for day following 09-Feb-2010
Pivot	1 day	3 day
R1	75.87	75.57
PP	75.48	74.88
S1	75.10	74.20

Download as Excel Spreadsheet

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

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