NYMEX Light Sweet Crude Oil Future July 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	96.18	95.85	-0.33	-0.3%	96.32
High	96.48	97.11	0.63	0.7%	96.99
Low	95.09	95.28	0.19	0.2%	94.33
Close	95.34	95.58	0.24	0.3%	95.34
Range	1.39	1.83	0.44	31.7%	2.66
ATR	1.59	1.61	0.02	1.1%	0.00
Volume	32,037	28,069	-3,968	-12.4%	134,546

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.48	100.36	96.59
R3	99.65	98.53	96.08
R2	97.82	97.82	95.92
R1	96.70	96.70	95.75	96.35
PP	95.99	95.99	95.99	95.81
S1	94.87	94.87	95.41	94.52
S2	94.16	94.16	95.24
S3	92.33	93.04	95.08
S4	90.50	91.21	94.57

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.53	102.10	96.80
R3	100.87	99.44	96.07
R2	98.21	98.21	95.83
R1	96.78	96.78	95.58	96.17
PP	95.55	95.55	95.55	95.25
S1	94.12	94.12	95.10	93.51
S2	92.89	92.89	94.85
S3	90.23	91.46	94.61
S4	87.57	88.80	93.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.11	94.33	2.78	2.9%	1.53	1.6%	45%	True	False	28,423
10	98.57	94.33	4.24	4.4%	1.50	1.6%	29%	False	False	26,385
20	98.57	91.36	7.21	7.5%	1.62	1.7%	59%	False	False	25,423
40	98.57	90.36	8.21	8.6%	1.51	1.6%	64%	False	False	18,700
60	98.57	83.16	15.41	16.1%	1.44	1.5%	81%	False	False	14,405
80	98.57	83.16	15.41	16.1%	1.33	1.4%	81%	False	False	11,689

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	0.42
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	104.89
2.618	101.90
1.618	100.07
1.000	98.94
0.618	98.24
HIGH	97.11
0.618	96.41
0.500	96.20
0.382	95.98
LOW	95.28
0.618	94.15
1.000	93.45
1.618	92.32
2.618	90.49
4.250	87.50

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	96.20	96.10
PP	95.99	95.93
S1	95.79	95.75

Download as Excel Spreadsheet

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

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