NYMEX Light Sweet Crude Oil Future April 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	88.12	89.00	0.88	1.0%	89.10
High	89.25	90.96	1.71	1.9%	90.96
Low	87.35	88.43	1.08	1.2%	87.09
Close	88.84	89.71	0.87	1.0%	89.71
Range	1.90	2.53	0.63	33.2%	3.87
ATR	2.01	2.04	0.04	1.9%	0.00
Volume	297,440	350,314	52,874	17.8%	1,350,996

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	97.29	96.03	91.10
R3	94.76	93.50	90.41
R2	92.23	92.23	90.17
R1	90.97	90.97	89.94	91.60
PP	89.70	89.70	89.70	90.02
S1	88.44	88.44	89.48	89.07
S2	87.17	87.17	89.25
S3	84.64	85.91	89.01
S4	82.11	83.38	88.32

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.86	99.16	91.84
R3	96.99	95.29	90.77
R2	93.12	93.12	90.42
R1	91.42	91.42	90.06	92.27
PP	89.25	89.25	89.25	89.68
S1	87.55	87.55	89.36	88.40
S2	85.38	85.38	89.00
S3	81.51	83.68	88.65
S4	77.64	79.81	87.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.96	87.09	3.87	4.3%	2.10	2.3%	68%	True	False	270,199
10	92.42	87.09	5.33	5.9%	2.00	2.2%	49%	False	False	234,488
20	94.89	87.09	7.80	8.7%	2.17	2.4%	34%	False	False	198,785
40	94.89	87.09	7.80	8.7%	1.98	2.2%	34%	False	False	135,846
60	94.89	82.75	12.14	13.5%	1.90	2.1%	57%	False	False	99,509
80	94.89	81.81	13.08	14.6%	1.81	2.0%	60%	False	False	77,928
100	94.89	80.28	14.61	16.3%	1.77	2.0%	65%	False	False	64,355
120	94.89	77.94	16.95	18.9%	1.72	1.9%	69%	False	False	54,805

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	0.57
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	101.71
2.618	97.58
1.618	95.05
1.000	93.49
0.618	92.52
HIGH	90.96
0.618	89.99
0.500	89.70
0.382	89.40
LOW	88.43
0.618	86.87
1.000	85.90
1.618	84.34
2.618	81.81
4.250	77.68

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	89.71	89.48
PP	89.70	89.25
S1	89.70	89.03

Download as Excel Spreadsheet

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

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