NYMEX Light Sweet Crude Oil Future February 2011

Trading Metrics calculated at close of trading on 10-Jan-2011

Day Change Summary
	Previous	Current
	07-Jan-2011	10-Jan-2011	Change	Change %	Previous Week
Open	88.18	89.00	0.82	0.9%	91.31
High	89.48	89.98	0.50	0.6%	92.57
Low	87.25	88.13	0.88	1.0%	87.25
Close	88.03	89.25	1.22	1.4%	88.03
Range	2.23	1.85	-0.38	-17.0%	5.32
ATR	2.00	2.00	0.00	-0.2%	0.00
Volume	420,106	394,789	-25,317	-6.0%	1,825,795

Daily Pivots for day following 10-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.67	93.81	90.27
R3	92.82	91.96	89.76
R2	90.97	90.97	89.59
R1	90.11	90.11	89.42	90.54
PP	89.12	89.12	89.12	89.34
S1	88.26	88.26	89.08	88.69
S2	87.27	87.27	88.91
S3	85.42	86.41	88.74
S4	83.57	84.56	88.23

Weekly Pivots for week ending 07-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.24	101.96	90.96
R3	99.92	96.64	89.49
R2	94.60	94.60	89.01
R1	91.32	91.32	88.52	90.30
PP	89.28	89.28	89.28	88.78
S1	86.00	86.00	87.54	84.98
S2	83.96	83.96	87.05
S3	78.64	80.68	86.57
S4	73.32	75.36	85.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.07	87.25	4.82	5.4%	2.68	3.0%	41%	False	False	402,668
10	92.57	87.25	5.32	6.0%	2.18	2.4%	38%	False	False	276,312
20	92.57	87.25	5.32	6.0%	1.82	2.0%	38%	False	False	220,965
40	92.57	80.89	11.68	13.1%	1.98	2.2%	72%	False	False	153,616
60	92.57	80.89	11.68	13.1%	1.95	2.2%	72%	False	False	114,291
80	92.57	77.34	15.23	17.1%	1.91	2.1%	78%	False	False	92,169
100	92.57	73.76	18.81	21.1%	1.84	2.1%	82%	False	False	76,355
120	92.57	73.76	18.81	21.1%	1.77	2.0%	82%	False	False	64,535

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.52
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	97.84
2.618	94.82
1.618	92.97
1.000	91.83
0.618	91.12
HIGH	89.98
0.618	89.27
0.500	89.06
0.382	88.84
LOW	88.13
0.618	86.99
1.000	86.28
1.618	85.14
2.618	83.29
4.250	80.27

Fisher Pivots for day following 10-Jan-2011
Pivot	1 day	3 day
R1	89.19	89.16
PP	89.12	89.07
S1	89.06	88.98

Download as Excel Spreadsheet

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

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