NYMEX Light Sweet Crude Oil Future September 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	97.32	97.47	0.15	0.2%	97.65
High	98.42	97.47	-0.95	-1.0%	97.87
Low	96.68	94.91	-1.77	-1.8%	95.68
Close	96.96	95.34	-1.62	-1.7%	96.52
Range	1.74	2.56	0.82	47.1%	2.19
ATR	1.42	1.51	0.08	5.7%	0.00
Volume	11,221	12,548	1,327	11.8%	69,683

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.59	102.02	96.75
R3	101.03	99.46	96.04
R2	98.47	98.47	95.81
R1	96.90	96.90	95.57	96.41
PP	95.91	95.91	95.91	95.66
S1	94.34	94.34	95.11	93.85
S2	93.35	93.35	94.87
S3	90.79	91.78	94.64
S4	88.23	89.22	93.93

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.26	102.08	97.72
R3	101.07	99.89	97.12
R2	98.88	98.88	96.92
R1	97.70	97.70	96.72	97.20
PP	96.69	96.69	96.69	96.44
S1	95.51	95.51	96.32	95.01
S2	94.50	94.50	96.12
S3	92.31	93.32	95.92
S4	90.12	91.13	95.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.42	94.91	3.51	3.7%	1.48	1.6%	12%	False	True	13,869
10	99.66	94.91	4.75	5.0%	1.48	1.6%	9%	False	True	13,820
20	99.66	92.33	7.33	7.7%	1.51	1.6%	41%	False	False	13,077
40	99.66	90.73	8.93	9.4%	1.38	1.4%	52%	False	False	9,184

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	0.23
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	108.35
2.618	104.17
1.618	101.61
1.000	100.03
0.618	99.05
HIGH	97.47
0.618	96.49
0.500	96.19
0.382	95.89
LOW	94.91
0.618	93.33
1.000	92.35
1.618	90.77
2.618	88.21
4.250	84.03

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	96.19	96.67
PP	95.91	96.22
S1	95.62	95.78

Download as Excel Spreadsheet

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

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