NYMEX Light Sweet Crude Oil Future October 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	76.53	78.10	1.57	2.1%	79.00
High	77.20	78.08	0.88	1.1%	79.05
Low	76.40	77.38	0.98	1.3%	76.40
Close	76.53	78.10	1.57	2.1%	76.53
Range	0.80	0.70	-0.10	-12.5%	2.65
ATR	1.31	1.33	0.02	1.3%	0.00
Volume	3,544	3,089	-455	-12.8%	14,195

Daily Pivots for day following 01-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	79.95	79.73	78.49
R3	79.25	79.03	78.29
R2	78.55	78.55	78.23
R1	78.33	78.33	78.16	78.45
PP	77.85	77.85	77.85	77.92
S1	77.63	77.63	78.04	77.75
S2	77.15	77.15	77.97
S3	76.45	76.93	77.91
S4	75.75	76.23	77.72

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	85.28	83.55	77.99
R3	82.63	80.90	77.26
R2	79.98	79.98	77.02
R1	78.25	78.25	76.77	77.79
PP	77.33	77.33	77.33	77.10
S1	75.60	75.60	76.29	75.14
S2	74.68	74.68	76.04
S3	72.03	72.95	75.80
S4	69.38	70.30	75.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.50	76.40	2.10	2.7%	0.75	1.0%	81%	False	False	2,605
10	83.02	76.40	6.62	8.5%	1.02	1.3%	26%	False	False	2,554

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.06
2.618	79.91
1.618	79.21
1.000	78.78
0.618	78.51
HIGH	78.08
0.618	77.81
0.500	77.73
0.382	77.65
LOW	77.38
0.618	76.95
1.000	76.68
1.618	76.25
2.618	75.55
4.250	74.41

Fisher Pivots for day following 01-Feb-2010
Pivot	1 day	3 day
R1	77.98	77.81
PP	77.85	77.53
S1	77.73	77.24

Download as Excel Spreadsheet

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

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