NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	97.73	98.36	0.63	0.6%	98.32
High	99.29	98.36	-0.93	-0.9%	98.75
Low	97.59	96.42	-1.17	-1.2%	96.70
Close	97.85	96.22	-1.63	-1.7%	97.33
Range	1.70	1.94	0.24	14.1%	2.05
ATR	1.35	1.40	0.04	3.1%	0.00
Volume	5,676	5,536	-140	-2.5%	33,405

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	102.82	101.46	97.29
R3	100.88	99.52	96.75
R2	98.94	98.94	96.58
R1	97.58	97.58	96.40	97.29
PP	97.00	97.00	97.00	96.86
S1	95.64	95.64	96.04	95.35
S2	95.06	95.06	95.86
S3	93.12	93.70	95.69
S4	91.18	91.76	95.15

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	103.74	102.59	98.46
R3	101.69	100.54	97.89
R2	99.64	99.64	97.71
R1	98.49	98.49	97.52	98.04
PP	97.59	97.59	97.59	97.37
S1	96.44	96.44	97.14	95.99
S2	95.54	95.54	96.95
S3	93.49	94.39	96.77
S4	91.44	92.34	96.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.29	96.42	2.87	3.0%	1.35	1.4%	-7%	False	True	6,287
10	100.39	96.42	3.97	4.1%	1.32	1.4%	-5%	False	True	6,791

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	106.61
2.618	103.44
1.618	101.50
1.000	100.30
0.618	99.56
HIGH	98.36
0.618	97.62
0.500	97.39
0.382	97.16
LOW	96.42
0.618	95.22
1.000	94.48
1.618	93.28
2.618	91.34
4.250	88.18

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	97.39	97.86
PP	97.00	97.31
S1	96.61	96.77

Download as Excel Spreadsheet

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

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