NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 09-Feb-2011

Day Change Summary
	Previous	Current
	08-Feb-2011	09-Feb-2011	Change	Change %	Previous Week
Open	98.09	98.17	0.08	0.1%	97.28
High	98.39	98.63	0.24	0.2%	100.39
Low	96.70	97.80	1.10	1.1%	97.01
Close	98.19	98.61	0.42	0.4%	98.22
Range	1.69	0.83	-0.86	-50.9%	3.38
ATR
Volume	4,307	6,336	2,029	47.1%	45,670

Daily Pivots for day following 09-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.84	100.55	99.07
R3	100.01	99.72	98.84
R2	99.18	99.18	98.76
R1	98.89	98.89	98.69	99.04
PP	98.35	98.35	98.35	98.42
S1	98.06	98.06	98.53	98.21
S2	97.52	97.52	98.46
S3	96.69	97.23	98.38
S4	95.86	96.40	98.15

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.68	106.83	100.08
R3	105.30	103.45	99.15
R2	101.92	101.92	98.84
R1	100.07	100.07	98.53	101.00
PP	98.54	98.54	98.54	99.00
S1	96.69	96.69	97.91	97.62
S2	95.16	95.16	97.60
S3	91.78	93.31	97.29
S4	88.40	89.93	96.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.39	96.70	3.69	3.7%	1.29	1.3%	52%	False	False	7,185
10	100.39	94.60	5.79	5.9%	1.35	1.4%	69%	False	False	8,146

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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	102.16
2.618	100.80
1.618	99.97
1.000	99.46
0.618	99.14
HIGH	98.63
0.618	98.31
0.500	98.22
0.382	98.12
LOW	97.80
0.618	97.29
1.000	96.97
1.618	96.46
2.618	95.63
4.250	94.27

Fisher Pivots for day following 09-Feb-2011
Pivot	1 day	3 day
R1	98.48	98.30
PP	98.35	97.98
S1	98.22	97.67

Download as Excel Spreadsheet

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

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