NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	97.44	98.03	0.59	0.6%	98.06
High	98.31	98.10	-0.21	-0.2%	98.31
Low	97.27	96.85	-0.42	-0.4%	96.11
Close	97.51	96.93	-0.58	-0.6%	96.93
Range	1.04	1.25	0.21	20.2%	2.20
ATR	1.31	1.31	0.00	-0.3%	0.00
Volume	8,096	15,623	7,527	93.0%	51,457

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.04	100.24	97.62
R3	99.79	98.99	97.27
R2	98.54	98.54	97.16
R1	97.74	97.74	97.04	97.52
PP	97.29	97.29	97.29	97.18
S1	96.49	96.49	96.82	96.27
S2	96.04	96.04	96.70
S3	94.79	95.24	96.59
S4	93.54	93.99	96.24

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.72	102.52	98.14
R3	101.52	100.32	97.54
R2	99.32	99.32	97.33
R1	98.12	98.12	97.13	97.62
PP	97.12	97.12	97.12	96.87
S1	95.92	95.92	96.73	95.42
S2	94.92	94.92	96.53
S3	92.72	93.72	96.33
S4	90.52	91.52	95.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.31	96.11	2.20	2.3%	1.17	1.2%	37%	False	False	10,291
10	100.07	96.11	3.96	4.1%	1.31	1.3%	21%	False	False	10,853
20	100.07	92.69	7.38	7.6%	1.32	1.4%	57%	False	False	8,295

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	0.18
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	103.41
2.618	101.37
1.618	100.12
1.000	99.35
0.618	98.87
HIGH	98.10
0.618	97.62
0.500	97.48
0.382	97.33
LOW	96.85
0.618	96.08
1.000	95.60
1.618	94.83
2.618	93.58
4.250	91.54

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	97.48	97.58
PP	97.29	97.36
S1	97.11	97.15

Download as Excel Spreadsheet

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

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