NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 18-Feb-2011

Day Change Summary
	Previous	Current
	17-Feb-2011	18-Feb-2011	Change	Change %	Previous Week
Open	97.03	96.20	-0.83	-0.9%	97.73
High	97.03	97.43	0.40	0.4%	99.29
Low	95.74	95.86	0.12	0.1%	95.74
Close	96.02	97.20	1.18	1.2%	97.20
Range	1.29	1.57	0.28	21.7%	3.55
ATR	1.33	1.35	0.02	1.3%	0.00
Volume	8,874	11,177	2,303	26.0%	34,523

Daily Pivots for day following 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	101.54	100.94	98.06
R3	99.97	99.37	97.63
R2	98.40	98.40	97.49
R1	97.80	97.80	97.34	98.10
PP	96.83	96.83	96.83	96.98
S1	96.23	96.23	97.06	96.53
S2	95.26	95.26	96.91
S3	93.69	94.66	96.77
S4	92.12	93.09	96.34

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.06	106.18	99.15
R3	104.51	102.63	98.18
R2	100.96	100.96	97.85
R1	99.08	99.08	97.53	98.25
PP	97.41	97.41	97.41	96.99
S1	95.53	95.53	96.87	94.70
S2	93.86	93.86	96.55
S3	90.31	91.98	96.22
S4	86.76	88.43	95.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	99.29	95.74	3.55	3.7%	1.42	1.5%	41%	False	False	6,904
10	99.29	95.74	3.55	3.7%	1.27	1.3%	41%	False	False	6,792

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	0.17
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.10
2.618	101.54
1.618	99.97
1.000	99.00
0.618	98.40
HIGH	97.43
0.618	96.83
0.500	96.65
0.382	96.46
LOW	95.86
0.618	94.89
1.000	94.29
1.618	93.32
2.618	91.75
4.250	89.19

Fisher Pivots for day following 18-Feb-2011
Pivot	1 day	3 day
R1	97.02	97.00
PP	96.83	96.79
S1	96.65	96.59

Download as Excel Spreadsheet

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

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