NYMEX Light Sweet Crude Oil Future October 2010

Trading Metrics calculated at close of trading on 10-Feb-2010

Day Change Summary
	Previous	Current
	09-Feb-2010	10-Feb-2010	Change	Change %	Previous Week
Open	77.13	77.55	0.42	0.5%	78.10
High	77.20	77.80	0.60	0.8%	80.88
Low	75.36	76.37	1.01	1.3%	73.17
Close	77.13	77.55	0.42	0.5%	74.34
Range	1.84	1.43	-0.41	-22.3%	7.71
ATR	1.69	1.67	-0.02	-1.1%	0.00
Volume	1,504	5,515	4,011	266.7%	18,693

Daily Pivots for day following 10-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	81.53	80.97	78.34
R3	80.10	79.54	77.94
R2	78.67	78.67	77.81
R1	78.11	78.11	77.68	78.27
PP	77.24	77.24	77.24	77.32
S1	76.68	76.68	77.42	76.84
S2	75.81	75.81	77.29
S3	74.38	75.25	77.16
S4	72.95	73.82	76.76

Weekly Pivots for week ending 05-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.26	94.51	78.58
R3	91.55	86.80	76.46
R2	83.84	83.84	75.75
R1	79.09	79.09	75.05	77.61
PP	76.13	76.13	76.13	75.39
S1	71.38	71.38	73.63	69.90
S2	68.42	68.42	72.93
S3	60.71	63.67	72.22
S4	53.00	55.96	70.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.00	73.17	4.83	6.2%	1.45	1.9%	91%	False	False	5,309
10	80.88	73.17	7.71	9.9%	1.07	1.4%	57%	False	False	4,357
20	84.62	73.17	11.45	14.8%	1.13	1.5%	38%	False	False	3,416

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	0.12
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.88
2.618	81.54
1.618	80.11
1.000	79.23
0.618	78.68
HIGH	77.80
0.618	77.25
0.500	77.09
0.382	76.92
LOW	76.37
0.618	75.49
1.000	74.94
1.618	74.06
2.618	72.63
4.250	70.29

Fisher Pivots for day following 10-Feb-2010
Pivot	1 day	3 day
R1	77.40	77.03
PP	77.24	76.51
S1	77.09	76.00

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