NYMEX Light Sweet Crude Oil Future September 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	95.83	95.45	-0.38	-0.4%	97.65
High	96.00	95.78	-0.22	-0.2%	97.87
Low	94.91	94.50	-0.41	-0.4%	95.68
Close	95.57	95.09	-0.48	-0.5%	96.52
Range	1.09	1.28	0.19	17.4%	2.19
ATR	1.48	1.46	-0.01	-0.9%	0.00
Volume	13,637	13,570	-67	-0.5%	69,683

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.96	98.31	95.79
R3	97.68	97.03	95.44
R2	96.40	96.40	95.32
R1	95.75	95.75	95.21	95.44
PP	95.12	95.12	95.12	94.97
S1	94.47	94.47	94.97	94.16
S2	93.84	93.84	94.86
S3	92.56	93.19	94.74
S4	91.28	91.91	94.39

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	94.50	3.92	4.1%	1.57	1.7%	15%	False	True	13,989
10	99.06	94.50	4.56	4.8%	1.49	1.6%	13%	False	True	13,184
20	99.66	92.33	7.33	7.7%	1.47	1.5%	38%	False	False	13,892
40	99.66	91.94	7.72	8.1%	1.39	1.5%	41%	False	False	9,655

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	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	101.22
2.618	99.13
1.618	97.85
1.000	97.06
0.618	96.57
HIGH	95.78
0.618	95.29
0.500	95.14
0.382	94.99
LOW	94.50
0.618	93.71
1.000	93.22
1.618	92.43
2.618	91.15
4.250	89.06

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	95.14	95.99
PP	95.12	95.69
S1	95.11	95.39

Download as Excel Spreadsheet

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

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