NYMEX Light Sweet Crude Oil Future April 2011

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

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	90.65	90.33	-0.32	-0.4%	91.99
High	91.09	90.97	-0.12	-0.1%	94.89
Low	89.67	89.30	-0.37	-0.4%	90.89
Close	90.10	89.94	-0.16	-0.2%	91.85
Range	1.42	1.67	0.25	17.6%	4.00
ATR	2.03	2.00	-0.03	-1.3%	0.00
Volume	218,966	219,018	52	0.0%	912,230

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	95.08	94.18	90.86
R3	93.41	92.51	90.40
R2	91.74	91.74	90.25
R1	90.84	90.84	90.09	90.46
PP	90.07	90.07	90.07	89.88
S1	89.17	89.17	89.79	88.79
S2	88.40	88.40	89.63
S3	86.73	87.50	89.48
S4	85.06	85.83	89.02

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.54	102.20	94.05
R3	100.54	98.20	92.95
R2	96.54	96.54	92.58
R1	94.20	94.20	92.22	93.37
PP	92.54	92.54	92.54	92.13
S1	90.20	90.20	91.48	89.37
S2	88.54	88.54	91.12
S3	84.54	86.20	90.75
S4	80.54	82.20	89.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.22	89.01	5.21	5.8%	2.07	2.3%	18%	False	False	174,045
10	94.89	87.96	6.93	7.7%	2.30	2.6%	29%	False	False	183,875
20	94.89	87.83	7.06	7.8%	2.01	2.2%	30%	False	False	152,597
40	94.89	87.83	7.06	7.8%	1.86	2.1%	30%	False	False	100,959
60	94.89	81.81	13.08	14.5%	1.88	2.1%	62%	False	False	74,035
80	94.89	81.81	13.08	14.5%	1.78	2.0%	62%	False	False	58,570
100	94.89	78.63	16.26	18.1%	1.73	1.9%	70%	False	False	48,825
120	94.89	74.98	19.91	22.1%	1.64	1.8%	75%	False	False	41,644

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	0.55
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	98.07
2.618	95.34
1.618	93.67
1.000	92.64
0.618	92.00
HIGH	90.97
0.618	90.33
0.500	90.14
0.382	89.94
LOW	89.30
0.618	88.27
1.000	87.63
1.618	86.60
2.618	84.93
4.250	82.20

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	90.14	90.13
PP	90.07	90.06
S1	90.01	90.00

Download as Excel Spreadsheet

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

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