NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 04-Feb-2011

Day Change Summary
	Previous	Current
	03-Feb-2011	04-Feb-2011	Change	Change %	Previous Week
Open	100.07	99.46	-0.61	-0.6%	97.06
High	100.07	99.46	-0.61	-0.6%	100.07
Low	98.94	97.33	-1.61	-1.6%	96.73
Close	99.09	97.84	-1.25	-1.3%	97.84
Range	1.13	2.13	1.00	88.5%	3.34
ATR	1.31	1.37	0.06	4.5%	0.00
Volume	11,888	7,570	-4,318	-36.3%	57,082

Daily Pivots for day following 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.60	103.35	99.01
R3	102.47	101.22	98.43
R2	100.34	100.34	98.23
R1	99.09	99.09	98.04	98.65
PP	98.21	98.21	98.21	97.99
S1	96.96	96.96	97.64	96.52
S2	96.08	96.08	97.45
S3	93.95	94.83	97.25
S4	91.82	92.70	96.67

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.23	106.38	99.68
R3	104.89	103.04	98.76
R2	101.55	101.55	98.45
R1	99.70	99.70	98.15	100.63
PP	98.21	98.21	98.21	98.68
S1	96.36	96.36	97.53	97.29
S2	94.87	94.87	97.23
S3	91.53	93.02	96.92
S4	88.19	89.68	96.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.07	96.73	3.34	3.4%	1.45	1.5%	33%	False	False	11,416
10	100.07	92.69	7.38	7.5%	1.55	1.6%	70%	False	False	9,370

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	108.51
2.618	105.04
1.618	102.91
1.000	101.59
0.618	100.78
HIGH	99.46
0.618	98.65
0.500	98.40
0.382	98.14
LOW	97.33
0.618	96.01
1.000	95.20
1.618	93.88
2.618	91.75
4.250	88.28

Fisher Pivots for day following 04-Feb-2011
Pivot	1 day	3 day
R1	98.40	98.70
PP	98.21	98.41
S1	98.03	98.13

Download as Excel Spreadsheet

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

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