NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 31-Dec-2010

Day Change Summary
	Previous	Current
	30-Dec-2010	31-Dec-2010	Change	Change %	Previous Week
Open	90.98	89.67	-1.31	-1.4%	91.07
High	91.40	92.06	0.66	0.7%	92.06
Low	89.02	89.05	0.03	0.0%	89.02
Close	89.84	91.38	1.54	1.7%	91.38
Range	2.38	3.01	0.63	26.5%	3.04
ATR	1.64	1.74	0.10	6.0%	0.00
Volume	195,836	147,986	-47,850	-24.4%	687,547

Daily Pivots for day following 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.86	98.63	93.04
R3	96.85	95.62	92.21
R2	93.84	93.84	91.93
R1	92.61	92.61	91.66	93.23
PP	90.83	90.83	90.83	91.14
S1	89.60	89.60	91.10	90.22
S2	87.82	87.82	90.83
S3	84.81	86.59	90.55
S4	81.80	83.58	89.72

Weekly Pivots for week ending 31-Dec-2010
	Classic	Woodie	Camarilla	DeMark
R4	99.94	98.70	93.05
R3	96.90	95.66	92.22
R2	93.86	93.86	91.94
R1	92.62	92.62	91.66	93.24
PP	90.82	90.82	90.82	91.13
S1	89.58	89.58	91.10	90.20
S2	87.78	87.78	90.82
S3	84.74	86.54	90.54
S4	81.70	83.50	89.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.06	89.02	3.04	3.3%	1.68	1.8%	78%	True	False	137,509
10	92.06	87.71	4.35	4.8%	1.50	1.6%	84%	True	False	159,340
20	92.06	87.43	4.63	5.1%	1.64	1.8%	85%	True	False	152,003
40	92.06	80.89	11.17	12.2%	1.85	2.0%	94%	True	False	105,500
60	92.06	80.89	11.17	12.2%	1.90	2.1%	94%	True	False	80,092
80	92.06	77.34	14.72	16.1%	1.83	2.0%	95%	True	False	65,831
100	92.06	73.76	18.30	20.0%	1.79	2.0%	96%	True	False	54,485
120	92.06	73.76	18.30	20.0%	1.71	1.9%	96%	True	False	46,145

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	104.85
2.618	99.94
1.618	96.93
1.000	95.07
0.618	93.92
HIGH	92.06
0.618	90.91
0.500	90.56
0.382	90.20
LOW	89.05
0.618	87.19
1.000	86.04
1.618	84.18
2.618	81.17
4.250	76.26

Fisher Pivots for day following 31-Dec-2010
Pivot	1 day	3 day
R1	91.11	91.10
PP	90.83	90.82
S1	90.56	90.54

Download as Excel Spreadsheet

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

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