NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 03-Feb-2011

Day Change Summary
	Previous	Current
	02-Feb-2011	03-Feb-2011	Change	Change %	Previous Week
Open	98.82	100.07	1.25	1.3%	95.35
High	99.50	100.07	0.57	0.6%	96.89
Low	98.58	98.94	0.36	0.4%	92.69
Close	99.41	99.09	-0.32	-0.3%	96.96
Range	0.92	1.13	0.21	22.8%	4.20
ATR	1.33	1.31	-0.01	-1.1%	0.00
Volume	10,086	11,888	1,802	17.9%	36,620

Daily Pivots for day following 03-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.76	102.05	99.71
R3	101.63	100.92	99.40
R2	100.50	100.50	99.30
R1	99.79	99.79	99.19	99.58
PP	99.37	99.37	99.37	99.26
S1	98.66	98.66	98.99	98.45
S2	98.24	98.24	98.88
S3	97.11	97.53	98.78
S4	95.98	96.40	98.47

Weekly Pivots for week ending 28-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.11	106.74	99.27
R3	103.91	102.54	98.12
R2	99.71	99.71	97.73
R1	98.34	98.34	97.35	99.03
PP	95.51	95.51	95.51	95.86
S1	94.14	94.14	96.58	94.83
S2	91.31	91.31	96.19
S3	87.11	89.94	95.81
S4	82.91	85.74	94.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.07	94.55	5.52	5.6%	1.49	1.5%	82%	True	False	12,213
10	100.07	92.69	7.38	7.4%	1.40	1.4%	87%	True	False	9,256

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	0.25
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.87
2.618	103.03
1.618	101.90
1.000	101.20
0.618	100.77
HIGH	100.07
0.618	99.64
0.500	99.51
0.382	99.37
LOW	98.94
0.618	98.24
1.000	97.81
1.618	97.11
2.618	95.98
4.250	94.14

Fisher Pivots for day following 03-Feb-2011
Pivot	1 day	3 day
R1	99.51	99.07
PP	99.37	99.04
S1	99.23	99.02

Download as Excel Spreadsheet

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

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