NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	96.44	96.92	0.48	0.5%	97.34
High	97.88	96.92	-0.96	-1.0%	97.54
Low	96.16	94.40	-1.76	-1.8%	95.35
Close	96.41	94.78	-1.63	-1.7%	96.05
Range	1.72	2.52	0.80	46.5%	2.19
ATR	1.47	1.55	0.07	5.1%	0.00
Volume	14,258	12,991	-1,267	-8.9%	75,948

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.93	101.37	96.17
R3	100.41	98.85	95.47
R2	97.89	97.89	95.24
R1	96.33	96.33	95.01	95.85
PP	95.37	95.37	95.37	95.13
S1	93.81	93.81	94.55	93.33
S2	92.85	92.85	94.32
S3	90.33	91.29	94.09
S4	87.81	88.77	93.39

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.88	101.66	97.25
R3	100.69	99.47	96.65
R2	98.50	98.50	96.45
R1	97.28	97.28	96.25	96.80
PP	96.31	96.31	96.31	96.07
S1	95.09	95.09	95.85	94.61
S2	94.12	94.12	95.65
S3	91.93	92.90	95.45
S4	89.74	90.71	94.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.88	94.40	3.48	3.7%	1.50	1.6%	11%	False	True	15,025
10	99.15	94.40	4.75	5.0%	1.51	1.6%	8%	False	True	15,128
20	99.15	91.88	7.27	7.7%	1.54	1.6%	40%	False	False	14,947
40	99.15	90.58	8.57	9.0%	1.43	1.5%	49%	False	False	10,748
60	99.15	83.43	15.72	16.6%	1.35	1.4%	72%	False	False	8,497

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	0.24
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	107.63
2.618	103.52
1.618	101.00
1.000	99.44
0.618	98.48
HIGH	96.92
0.618	95.96
0.500	95.66
0.382	95.36
LOW	94.40
0.618	92.84
1.000	91.88
1.618	90.32
2.618	87.80
4.250	83.69

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	95.66	96.14
PP	95.37	95.69
S1	95.07	95.23

Download as Excel Spreadsheet

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

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