NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	94.17	93.67	-0.50	-0.5%	96.32
High	94.71	94.38	-0.33	-0.3%	96.99
Low	93.47	93.10	-0.37	-0.4%	94.33
Close	94.13	93.83	-0.30	-0.3%	95.34
Range	1.24	1.28	0.04	3.2%	2.66
ATR	1.65	1.62	-0.03	-1.6%	0.00
Volume	26,236	29,536	3,300	12.6%	134,546

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.61	97.00	94.53
R3	96.33	95.72	94.18
R2	95.05	95.05	94.06
R1	94.44	94.44	93.95	94.75
PP	93.77	93.77	93.77	93.92
S1	93.16	93.16	93.71	93.47
S2	92.49	92.49	93.60
S3	91.21	91.88	93.48
S4	89.93	90.60	93.13

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.53	102.10	96.80
R3	100.87	99.44	96.07
R2	98.21	98.21	95.83
R1	96.78	96.78	95.58	96.17
PP	95.55	95.55	95.55	95.25
S1	94.12	94.12	95.10	93.51
S2	92.89	92.89	94.85
S3	90.23	91.46	94.61
S4	87.57	88.80	93.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.11	93.10	4.01	4.3%	1.69	1.8%	18%	False	True	27,962
10	98.12	93.10	5.02	5.4%	1.69	1.8%	15%	False	True	25,898
20	98.57	91.36	7.21	7.7%	1.65	1.8%	34%	False	False	27,434
40	98.57	91.28	7.29	7.8%	1.57	1.7%	35%	False	False	20,082
60	98.57	83.16	15.41	16.4%	1.48	1.6%	69%	False	False	15,550
80	98.57	83.16	15.41	16.4%	1.35	1.4%	69%	False	False	12,594

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	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.82
2.618	97.73
1.618	96.45
1.000	95.66
0.618	95.17
HIGH	94.38
0.618	93.89
0.500	93.74
0.382	93.59
LOW	93.10
0.618	92.31
1.000	91.82
1.618	91.03
2.618	89.75
4.250	87.66

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	93.80	94.63
PP	93.77	94.36
S1	93.74	94.10

Download as Excel Spreadsheet

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

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