NYMEX Light Sweet Crude Oil Future March 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	90.93	90.63	-0.30	-0.3%	89.97
High	92.05	91.67	-0.38	-0.4%	92.84
Low	90.00	88.45	-1.55	-1.7%	88.40
Close	90.54	89.03	-1.51	-1.7%	89.03
Range	2.05	3.22	1.17	57.1%	4.44
ATR	2.19	2.26	0.07	3.4%	0.00
Volume	276,739	334,500	57,761	20.9%	1,695,062

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.38	97.42	90.80
R3	96.16	94.20	89.92
R2	92.94	92.94	89.62
R1	90.98	90.98	89.33	90.35
PP	89.72	89.72	89.72	89.40
S1	87.76	87.76	88.73	87.13
S2	86.50	86.50	88.44
S3	83.28	84.54	88.14
S4	80.06	81.32	87.26

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.41	100.66	91.47
R3	98.97	96.22	90.25
R2	94.53	94.53	89.84
R1	91.78	91.78	89.44	90.94
PP	90.09	90.09	90.09	89.67
S1	87.34	87.34	88.62	86.50
S2	85.65	85.65	88.22
S3	81.21	82.90	87.81
S4	76.77	78.46	86.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.84	88.40	4.44	5.0%	2.68	3.0%	14%	False	False	339,012
10	92.84	85.11	7.73	8.7%	2.61	2.9%	51%	False	False	358,208
20	93.46	85.11	8.35	9.4%	2.20	2.5%	47%	False	False	314,021
40	93.46	85.11	8.35	9.4%	1.96	2.2%	47%	False	False	191,999
60	93.46	81.41	12.05	13.5%	1.98	2.2%	63%	False	False	142,127
80	93.46	81.41	12.05	13.5%	1.94	2.2%	63%	False	False	112,203
100	93.46	78.05	15.41	17.3%	1.90	2.1%	71%	False	False	93,647
120	93.46	74.29	19.17	21.5%	1.84	2.1%	77%	False	False	79,761

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	105.36
2.618	100.10
1.618	96.88
1.000	94.89
0.618	93.66
HIGH	91.67
0.618	90.44
0.500	90.06
0.382	89.68
LOW	88.45
0.618	86.46
1.000	85.23
1.618	83.24
2.618	80.02
4.250	74.77

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	90.06	90.25
PP	89.72	89.84
S1	89.37	89.44

Download as Excel Spreadsheet

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

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