NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	80.88	76.78	-4.10	-5.1%	79.00
High	80.88	78.00	-2.88	-3.6%	79.05
Low	80.57	76.11	-4.46	-5.5%	76.40
Close	80.58	76.78	-3.80	-4.7%	76.53
Range	0.31	1.89	1.58	509.7%	2.65
ATR	1.35	1.57	0.22	16.5%	0.00
Volume	3,762	3,684	-78	-2.1%	14,195

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	82.63	81.60	77.82
R3	80.74	79.71	77.30
R2	78.85	78.85	77.13
R1	77.82	77.82	76.95	77.73
PP	76.96	76.96	76.96	76.92
S1	75.93	75.93	76.61	75.84
S2	75.07	75.07	76.43
S3	73.18	74.04	76.26
S4	71.29	72.15	75.74

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	80.88	76.11	4.77	6.2%	1.04	1.4%	14%	False	True	3,773
10	80.88	76.11	4.77	6.2%	0.93	1.2%	14%	False	True	3,174
20	87.10	76.11	10.99	14.3%	1.06	1.4%	6%	False	True	2,796

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	0.21
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	86.03
2.618	82.95
1.618	81.06
1.000	79.89
0.618	79.17
HIGH	78.00
0.618	77.28
0.500	77.06
0.382	76.83
LOW	76.11
0.618	74.94
1.000	74.22
1.618	73.05
2.618	71.16
4.250	68.08

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	77.06	78.50
PP	76.96	77.92
S1	76.87	77.35

Download as Excel Spreadsheet

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

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