NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	97.16	99.70	2.54	2.6%	97.24
High	102.38	102.55	0.17	0.2%	98.84
Low	97.14	99.70	2.56	2.6%	95.00
Close	99.26	101.79	2.53	2.5%	96.74
Range	5.24	2.85	-2.39	-45.6%	3.84
ATR	1.67	1.79	0.12	6.9%	0.00
Volume	8,679	15,049	6,370	73.4%	42,436

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.90	108.69	103.36
R3	107.05	105.84	102.57
R2	104.20	104.20	102.31
R1	102.99	102.99	102.05	103.60
PP	101.35	101.35	101.35	101.65
S1	100.14	100.14	101.53	100.75
S2	98.50	98.50	101.27
S3	95.65	97.29	101.01
S4	92.80	94.44	100.22

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.38	106.40	98.85
R3	104.54	102.56	97.80
R2	100.70	100.70	97.44
R1	98.72	98.72	97.09	97.79
PP	96.86	96.86	96.86	96.40
S1	94.88	94.88	96.39	93.95
S2	93.02	93.02	96.04
S3	89.18	91.04	95.68
S4	85.34	87.20	94.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.55	95.00	7.55	7.4%	2.24	2.2%	90%	True	False	9,605
10	102.55	95.00	7.55	7.4%	1.85	1.8%	90%	True	False	9,886
20	102.55	92.98	9.57	9.4%	1.69	1.7%	92%	True	False	9,739

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.11
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114.66
2.618	110.01
1.618	107.16
1.000	105.40
0.618	104.31
HIGH	102.55
0.618	101.46
0.500	101.13
0.382	100.79
LOW	99.70
0.618	97.94
1.000	96.85
1.618	95.09
2.618	92.24
4.250	87.59

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	101.57	100.89
PP	101.35	99.99
S1	101.13	99.09

Download as Excel Spreadsheet

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

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