NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	93.67	93.94	0.27	0.3%	95.85
High	94.38	95.57	1.19	1.3%	97.11
Low	93.10	93.64	0.54	0.6%	93.10
Close	93.83	94.93	1.10	1.2%	94.93
Range	1.28	1.93	0.65	50.8%	4.01
ATR	1.62	1.65	0.02	1.3%	0.00
Volume	29,536	42,647	13,111	44.4%	150,424

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.50	99.65	95.99
R3	98.57	97.72	95.46
R2	96.64	96.64	95.28
R1	95.79	95.79	95.11	96.22
PP	94.71	94.71	94.71	94.93
S1	93.86	93.86	94.75	94.29
S2	92.78	92.78	94.58
S3	90.85	91.93	94.40
S4	88.92	90.00	93.87

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	107.08	105.01	97.14
R3	103.07	101.00	96.03
R2	99.06	99.06	95.67
R1	96.99	96.99	95.30	96.02
PP	95.05	95.05	95.05	94.56
S1	92.98	92.98	94.56	92.01
S2	91.04	91.04	94.19
S3	87.03	88.97	93.83
S4	83.02	84.96	92.72

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	4.2%	1.79	1.9%	46%	False	False	30,084
10	97.11	93.10	4.01	4.2%	1.63	1.7%	46%	False	False	28,497
20	98.57	91.36	7.21	7.6%	1.71	1.8%	50%	False	False	28,540
40	98.57	91.28	7.29	7.7%	1.60	1.7%	50%	False	False	21,052
60	98.57	83.95	14.62	15.4%	1.49	1.6%	75%	False	False	16,204
80	98.57	83.16	15.41	16.2%	1.37	1.4%	76%	False	False	13,078

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	0.42
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	103.77
2.618	100.62
1.618	98.69
1.000	97.50
0.618	96.76
HIGH	95.57
0.618	94.83
0.500	94.61
0.382	94.38
LOW	93.64
0.618	92.45
1.000	91.71
1.618	90.52
2.618	88.59
4.250	85.44

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	94.82	94.73
PP	94.71	94.53
S1	94.61	94.34

Download as Excel Spreadsheet

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

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