NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 16-Feb-2011

Day Change Summary
	Previous	Current
	15-Feb-2011	16-Feb-2011	Change	Change %	Previous Week
Open	98.36	96.60	-1.76	-1.8%	98.32
High	98.36	96.76	-1.60	-1.6%	98.75
Low	96.42	96.18	-0.24	-0.2%	96.70
Close	96.22	96.52	0.30	0.3%	97.33
Range	1.94	0.58	-1.36	-70.1%	2.05
ATR	1.40	1.34	-0.06	-4.2%	0.00
Volume	5,536	3,260	-2,276	-41.1%	33,405

Daily Pivots for day following 16-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	98.23	97.95	96.84
R3	97.65	97.37	96.68
R2	97.07	97.07	96.63
R1	96.79	96.79	96.57	96.64
PP	96.49	96.49	96.49	96.41
S1	96.21	96.21	96.47	96.06
S2	95.91	95.91	96.41
S3	95.33	95.63	96.36
S4	94.75	95.05	96.20

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	96.18	3.11	3.2%	1.30	1.4%	11%	False	True	5,671
10	100.39	96.18	4.21	4.4%	1.30	1.3%	8%	False	True	6,428

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.15
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	99.23
2.618	98.28
1.618	97.70
1.000	97.34
0.618	97.12
HIGH	96.76
0.618	96.54
0.500	96.47
0.382	96.40
LOW	96.18
0.618	95.82
1.000	95.60
1.618	95.24
2.618	94.66
4.250	93.72

Fisher Pivots for day following 16-Feb-2011
Pivot	1 day	3 day
R1	96.50	97.74
PP	96.49	97.33
S1	96.47	96.93

Download as Excel Spreadsheet

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

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